{
  "id": 11663,
  "rank": 102,
  "name": "VWAP-MR-NQ5",
  "aka": [
    "VWAP Mean Reversion – NAS100 M5"
  ],
  "family": "B",
  "subtype": "B3",
  "one_liner": "Algorithmic Mean Reversion Expert Advisor for NASDAQ 100 CFDs using VWAP and standard deviation bands.",
  "market_regime": "any",
  "timeframes": [
    "M5"
  ],
  "symbols": [
    "US100"
  ],
  "sessions": [
    "15:30 - 22:00 Italian Time"
  ],
  "indicators": [
    {
      "name": "VWAP",
      "params": {
        "source": "Open",
        "anchor": "Session",
        "band_multiplier": 1.5
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Close[2] < LowerBand[2] AND Close[1] > LowerBand[1]"
  ],
  "entry_short": [
    "Close[2] > UpperBand[2] AND Close[1] < UpperBand[1]"
  ],
  "exit_rules": [
    "Break-Even (BE) at 1:1 R:R",
    "Max Frequency: 1 trade per day",
    "EOD Hard Close at 22:00 IT"
  ],
  "filters": [
    "News filter",
    "Max spread 2.0 pips"
  ],
  "stop_loss": "min(Low[1], Low[2]) - Buffer",
  "take_profit": "Entry + 2.0 * (Entry - SL) for Long; Entry - 2.0 * (SL - Entry) for Short",
  "position_size": "Dynamic lot sizing based on account equity/balance percentage (1.0%)",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11663-vwap-mr-nq5",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/zaninifrancesco/VWAP-MR-NQ5",
  "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."
}