{
  "id": 2379,
  "rank": 2250,
  "name": "DAX P Daily Strategy",
  "aka": [
    "17k PnL, 1.05 Sharpe, 1.35 PF, 15% Max DD, 207 Trades"
  ],
  "family": "B",
  "subtype": "B8",
  "one_liner": "A hybrid strategy with mean-reversion on the long side and trend-following on the short side, using ATR-based stops and fixed percentage profit targets.",
  "market_regime": "any",
  "timeframes": [
    "1d"
  ],
  "symbols": [
    "^GDAXI"
  ],
  "sessions": [],
  "indicators": [
    {
      "name": "Stochastic",
      "params": {
        "period": 12,
        "k": 5
      },
      "applied_to": "close"
    },
    {
      "name": "AVERAGE",
      "params": {
        "period": 20,
        "smoothing": 8
      },
      "applied_to": "close"
    },
    {
      "name": "AVERAGE",
      "params": {
        "period": 95,
        "smoothing": 2
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 12
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "NOT LONGONMARKET AND Stochastic[12,5](close) < 29"
  ],
  "entry_short": [
    "NOT SHORTONMARKET AND (AVERAGE[20, 8](close) CROSSES UNDER AVERAGE[95, 2](close) AND RSI[12] > 70)"
  ],
  "exit_rules": [
    "BuyCondition AND NOT SellCondition THEN BUY AT MARKET, SET STOP LOSS (1.5 * AVERAGETRUERANGE[13]), SET TARGET %PROFIT (3.7)",
    "SellCondition AND NOT BuyCondition THEN SELLSHORT AT MARKET, SET STOP LOSS (2.3 * AVERAGETRUERANGE[8]), SET TARGET %PROFIT (8.3)"
  ],
  "filters": [],
  "stop_loss": "1.5 times the 13-period ATR for longs, 2.3 times the 8-period ATR for shorts",
  "take_profit": "3.7% for longs, 8.3% for shorts",
  "position_size": null,
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "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/2379-dax-p-daily-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/dax-p-daily-strategy-17k-pnl-1-05-sharpe-1-35-pf-15-max-dd-207-trades/",
  "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."
}