{
  "id": 134,
  "rank": 1455,
  "name": "EURUSD Mean Reversion",
  "aka": [
    "Ensemble Mean Reverting Strategy"
  ],
  "family": "I",
  "subtype": "I1",
  "one_liner": "Enters trades when price breaks beyond extreme highs or lows on weekly timeframe, confirmed by daily moving averages and a statistical model.",
  "market_regime": "any",
  "timeframes": [
    "W1",
    "D1"
  ],
  "symbols": [
    "EURUSD"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 12
      },
      "applied_to": "high, low, open, close"
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "daily_close[0] < low_ma_reading[0]",
    "daily_open_ma_reading[0] < daily_close_ma_reading[0]",
    "model_outputs[0] > 1"
  ],
  "entry_short": [
    "daily_close[0] > high_ma_reading[0]",
    "daily_open_ma_reading[0] > daily_close_ma_reading[0]",
    "model_outputs[0] < 1"
  ],
  "exit_rules": [
    "not specified in the source"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "bid - stop_width for long, ask + stop_width for short",
  "take_profit": "bid + stop_width for long, ask - stop_width for short",
  "position_size": "RISK",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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."
  ],
  "build_warnings": [
    "DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/134-eurusd-mean-reversion",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/23197",
  "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."
}