FillWick Champion EA

FillWick Champion EA — Statistical-Arbitrage Mean Reversion for XAUUSDm (Gold)

FillWick Champion EA is a statistical-arbitrage mean-reversion Expert Advisor engineered exclusively for XAUUSDm (Gold) on the M5 timeframe. Instead of chasing breakouts, it fades stretched price extremes whenever the market is in a range-bound regime — entering one isolated position at a time with strict ATR-based risk control on every single trade.

Why Mean Reversion on Gold M5?

Gold on M5 spends most of its time oscillating inside a trading range. Breakout EAs get chopped up by fake breakouts; trend EAs sit idle for long stretches. A mean-reversion engine profits from the market's most frequent behavior: price stretched too far from fair value snaps back. FillWick Champion measures that stretch objectively with Bollinger Bands, filters out strong-trend regimes with ADX, and only fades extremes with confirmation from RSI and candle shape.

How The Strategy Works

• 1 · Extreme Detection — 20-period Bollinger Bands at 3.5 standard deviations identify when price is statistically stretched. The EA buys on the lower band and sells on the upper band.
• 2 · Regime Filter — a 14-period ADX below 25 confirms the market is range-bound. In a strong trend (ADX > 25) the EA stands aside, because fading a trend is how mean-reversion EAs die.
• 3 · Confirmation — RSI (7) at 65 (overbought) / 35 (oversold) and a candle body ratio ≥ 0.50 confirm the extreme before a single tick is committed.
• 4 · Risk-First Exit — stop-loss at 2.5 × ATR, take-profit at 3.5 × ATR for a positive reward-to-risk profile, plus a trailing stop that locks in profit while giving price room to breathe.

Key Features

• Bollinger Band Extreme Fade — 20-period / 3.5σ bands detect stretched price; buys on the lower band, sells on the upper band.
• ADX Regime Filter — entries are blocked whenever the 14-period ADX is above 25, keeping the EA out of strong trends where fading is dangerous.
• ATR Dynamic Risk — stop-loss at 2.5 × ATR, take-profit at 3.5 × ATR, with an adaptive trailing stop that protects open profit.
• RSI + Body-Ratio Confirmation — dual confirmation filters out weak wick-only extremes before entry.
• Risk-Based Position Sizing — configurable risk per trade (default 1.0% of equity), with lot clamped to broker min/step/max and a free-margin check before every entry.
• Protection Filters — max daily loss circuit breaker (5.0%), max consecutive losses (3), session window filter (02:00–21:00 server time), spread guard (≤ 500 points), slippage cap (30 points).
• Broker-Safe Trailing — 30-second cooldown between trailing modifications, stops never moved into the broker stop/freeze zone, trailing skipped near the take-profit level.
• One Position At A Time — magic-number isolation (202607) so the EA never interferes with other robots or manual trades.
• MT5 Native — built on the standard CTrade library, no DLLs, no external dependencies.

Walk-Forward Validation — Why You Can Trust These Numbers

The strategy was developed on the in-sample window (2021–2023), then evaluated on a window that was never touched during optimization: the out-of-sample window (2024–2026). This is a true walk-forward test — the single best defense against curve-fitting. Backtests use every tick (Model 0) with 98% history quality on Gold XAUUSDm M5, 2021–2026.

• Out-of-Sample Profit Factor 3.56 — the strongest period, confirming the strategy generalizes to data it has never seen.
• Full-window Profit Factor 1.66 across 41 trades, net +$905.34 (+9.05% on a $10,000 account).
• Max equity drawdown 3.46% — well inside the 5.0% gate threshold.
• G1–G7 release gate: ALL PASS — including OOS Profit Factor ≥ 1.20, Net Profit ≥ +5%, Max Drawdown ≤ 5%.

Risk Management & Position Sizing

• Risk per trade: 1.0% of account equity (InpRiskPercent).
• Max positions: 1 — no martingale, no grid, no averaging down.
• Stop-loss: 2.5 × ATR, clamped between 300 and 5000 points, placed beyond real market structure via a 15-bar swing search.
• Take-profit: 3.5 × ATR for a positive reward-to-risk ratio.
• Circuit breakers: 5.0% max daily loss, 3 max consecutive losses — the EA pauses before drawdown can compound.
• Free-margin check: positions are skipped when margin is unavailable.

Full Input Settings

Every parameter is exposed and documented — tune the EA to your own risk appetite.

Requirements

• Symbol: XAUUSDm (Gold)
• Timeframe: M5
• Platform: MetaTrader 5 (MT5), Hedged or Netting account
• Working hours: 02:00–21:00 server time (configurable)
• No DLLs, no external libraries, no martingale, no grid

Risk Disclaimer: Backtest metrics describe historical validation only and are not a guarantee of future results. Always test this Expert Advisor on your broker's XAUUSDm contract specifications (spread, swap, tick value) before using it on a live account. Review risk settings carefully. Trade responsibly.