# EURUSD Mean Reversion

Enters trades when price breaks beyond extreme highs or lows on weekly timeframe, confirmed by daily moving averages and a statistical model.

Canonical: https://prismaticalgos.com/compendium/algo/134-eurusd-mean-reversion
Record ID: 134
Catalog rank: 1455 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://www.mql5.com/en/articles/23197
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.
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.

## Recorded profile

- symbols: EURUSD
- timeframes: W1, D1
- sessions: any
- market_regime: any

## Indicators

- EMA: {"period": 12}; applied to: high, low, open, close
- ATR: {"period": 14}; applied to: close

## Recorded long-entry rules

- daily_close[0] < low_ma_reading[0]
- daily_open_ma_reading[0] < daily_close_ma_reading[0]
- model_outputs[0] > 1

## Recorded short-entry rules

- daily_close[0] > high_ma_reading[0]
- daily_open_ma_reading[0] > daily_close_ma_reading[0]
- model_outputs[0] < 1

## Recorded exit rules

- not specified in the source

## Recorded filters

- Not specified.

## Risk controls

- 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 sizing: RISK