# DAX P 1d CCI Mean Reversion

Buys when 18-period CCI drops below -147, with fixed stop loss and ATR-based take profit.

Canonical: https://prismaticalgos.com/compendium/algo/2386-dax-p-1d-cci-mean-reversion
Record ID: 2386
Catalog rank: 2249 (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-1d-deep-cci-mean-reversion-with-atr-targets-pf-1-28-dd-18/
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

Claim warnings: THIN SAMPLE: 65 trades - below the ~100 needed before a win rate or profit factor carries much information.
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

- CCI: {"period": 18}; applied to: close
- ATR: {"period": 20}; applied to: high-low

## Recorded long-entry rules

- NOT LONGONMARKET AND CCI[18] < -147

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- SET STOP %LOSS (6.7)
- SET TARGET PROFIT (4.7 * AVERAGETRUERANGE[20])

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: 6.7% of entry price
- Take profit: 4.7 times 20-period ATR
- Position sizing: null