{
  "id": 2383,
  "rank": 2251,
  "name": "DAX P Daily Strategy",
  "aka": [
    "21k PnL, Low 17.8% DD, High Stability 0.924"
  ],
  "family": "B",
  "subtype": "B7",
  "one_liner": "A simple mechanical long/short system using moving averages, RSI, and ATR-based exits.",
  "market_regime": "trending|volatile",
  "timeframes": [
    "1d"
  ],
  "symbols": [
    "^GDAXI"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 38
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 61
      },
      "applied_to": "close"
    },
    {
      "name": "EMA",
      "params": {
        "period": 21
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 7
      }
    },
    {
      "name": "ATR",
      "params": {
        "period": 11
      }
    },
    {
      "name": "ATR",
      "params": {
        "period": 17
      }
    }
  ],
  "entry_long": [
    "NOT LONGONMARKET AND CLOSE > AVERAGE[38, 8](close)"
  ],
  "entry_short": [
    "NOT SHORTONMARKET AND (AVERAGE[21, 3](close) CROSSES UNDER AVERAGE[61, 2](close) AND RSI[7] > 51)"
  ],
  "exit_rules": [
    "BuyCondition AND NOT SellCondition THEN BUY AT MARKET, SET STOP LOSS (2.7 * AVERAGETRUERANGE[11]), SET TARGET PROFIT (2.9 * AVERAGETRUERANGE[17])",
    "SellCondition AND NOT BuyCondition THEN SELLSHORT AT MARKET, SET STOP %LOSS (1.7), SET TARGET %PROFIT (3.4)"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "2.7 times the 11-period ATR",
  "take_profit": "2.9 times the 17-period ATR",
  "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/2383-dax-p-daily-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/dax-p-daily-strategy-21k-pnl-low-17-8-dd-high-stability-0-924/",
  "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."
}