# RA Mean Reversion Portfolio

Trades multi-pair mean reversion based on z-score of daily closes.

Canonical: https://prismaticalgos.com/compendium/algo/10108-ra-mean-reversion-portfolio
Record ID: 10108
Catalog rank: 539 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Risk, Money Management & Portfolio Overlays (J)
Source: https://www.mql5.com/en/market/product/200751
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

Opacity warnings: UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.

## Recorded profile

- symbols: EURGBP, AUDUSD
- timeframes: D1
- sessions: any
- market_regime: ranging

## Indicators

- ATR: {"period": 14}; applied to: close
- z-score: {"window": 45}; applied to: log(close)

## Recorded long-entry rules

- z > 2.0

## Recorded short-entry rules

- z < -2.0

## Recorded exit rules

- z = 0
- max holding time 25 bars
- Stop Loss hit

## Recorded filters

- correlation filter
- max drawdown 15%
- daily loss 3%

## Risk controls

- Stop loss: ATR(14) * 1.5
- Take profit: z-score return to 0
- Position sizing: risk percentage * ATR * tick value * tick size