{
  "id": 2386,
  "rank": 2249,
  "name": "DAX P 1d CCI Mean Reversion",
  "aka": [
    "Deep CCI Mean Reversion with ATR Targets"
  ],
  "family": "B",
  "subtype": "B9",
  "one_liner": "Buys when 18-period CCI drops below -147, with fixed stop loss and ATR-based take profit.",
  "market_regime": "any",
  "timeframes": [
    "1d"
  ],
  "symbols": [
    "^GDAXI"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "CCI",
      "params": {
        "period": 18
      },
      "applied_to": "close"
    },
    {
      "name": "ATR",
      "params": {
        "period": 20
      },
      "applied_to": "high-low"
    }
  ],
  "entry_long": [
    "NOT LONGONMARKET AND CCI[18] < -147"
  ],
  "entry_short": [
    "null"
  ],
  "exit_rules": [
    "SET STOP %LOSS (6.7)",
    "SET TARGET PROFIT (4.7 * AVERAGETRUERANGE[20])"
  ],
  "filters": [
    "null"
  ],
  "stop_loss": "6.7% of entry price",
  "take_profit": "4.7 times 20-period ATR",
  "position_size": "null",
  "evidence_type": "backtest_shown",
  "completeness": 85.0,
  "signal_warnings": null,
  "claim_warnings": [
    "THIN SAMPLE: 65 trades - below the ~100 needed before a win rate or profit factor carries much information."
  ],
  "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/2386-dax-p-1d-cci-mean-reversion",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/dax-p-1d-deep-cci-mean-reversion-with-atr-targets-pf-1-28-dd-18/",
  "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."
}