{
  "id": 11544,
  "rank": 2262,
  "name": "Mean Reversion EA",
  "aka": [
    "Mean Reversion Trading Strategy",
    "Simple Mean Reversion Trading Strategy"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "Fade price extremes away from long-term moving average, expecting mean reversion.",
  "market_regime": "ranging|trending|volatile",
  "timeframes": [
    "M15",
    "M30",
    "H1"
  ],
  "symbols": [
    "EURUSD",
    "GBPUSD",
    "major_indices"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "SMA",
      "params": {
        "period": 200
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 15
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 20
      }
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      }
    }
  ],
  "entry_long": [
    "Price > 0.6% away from 360-period SMA",
    "Trend filter: Price on correct side of 15-period D1 SMA",
    "Momentum: RSI rising",
    "Volatility: ATR1 < ATR2 (declining volatility)",
    "No existing position in that direction"
  ],
  "entry_short": [
    "Price < 0.6% away from 360-period SMA",
    "Trend filter: Price on correct side of 15-period D1 SMA",
    "Momentum: RSI falling",
    "Volatility: ATR1 < ATR2 (declining volatility)",
    "No existing position in that direction"
  ],
  "exit_rules": [
    "SL/TP hit (fixed % or ATR-based)",
    "Price touches 360-period SMA (if in profit)"
  ],
  "filters": [
    "news filter",
    "max spread 2.0 pips"
  ],
  "stop_loss": "Fixed % or ATR-based",
  "take_profit": "Fixed % or ATR-based",
  "position_size": "Uses get_lot(...)",
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": [
    "VERY THIN SAMPLE: 20 trades. Performance figures over so few trades are indistinguishable from luck."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11544-mean-reversion-ea",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/atanasvasilevjourney/FINS-QQQ_development",
  "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."
}