# DAX P Daily Strategy

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.

Canonical: https://prismaticalgos.com/compendium/algo/2379-dax-p-daily-strategy
Record ID: 2379
Catalog rank: 2250 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.prorealcode.com/topic/dax-p-daily-strategy-17k-pnl-1-05-sharpe-1-35-pf-15-max-dd-207-trades/
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

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: ^GDAXI
- timeframes: 1d
- sessions: Not specified
- market_regime: any

## Indicators

- Stochastic: {"k": 5, "period": 12}; applied to: close
- AVERAGE: {"period": 20, "smoothing": 8}; applied to: close
- AVERAGE: {"period": 95, "smoothing": 2}; applied to: close
- RSI: {"period": 12}; applied to: close

## Recorded long-entry rules

- NOT LONGONMARKET AND Stochastic[12,5](close) < 29

## Recorded short-entry rules

- NOT SHORTONMARKET AND (AVERAGE[20, 8](close) CROSSES UNDER AVERAGE[95, 2](close) AND RSI[12] > 70)

## Recorded 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)

## Recorded filters

- Not specified.

## Risk controls

- 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 sizing: Not specified