Dream Catcher Dual Breakout Portfolio
- Experts
- Version: 1.2
- Activations: 10
Dream Catcher Dual Breakout Portfolio is a Triple Tested MetaTrader 5 Expert Advisor containing two independent breakout strategies: one for a Nasdaq-100 CFD and one for USDJPY. Run either strategy on its own, or run both on one account as a two-engine portfolio.
SET FILES: download both presets (both are attached to the setup manual). LIVE SIGNAL: reference account on MQL5 Signals. SETUP MANUAL: step-by-step installation guide.
Our broker calls its Nasdaq-100 CFD USTECH. Other brokers use names such as US100, NAS100, USTEC, US100Cash, USTECHCash or US Tech 100. These names identify Nasdaq-100 products; compatibility depends on the exact contract and on the Expert Advisor setup.
Two engines, one risk framework
The Nasdaq-100 engine places pending stop orders around defined intraday reference levels, so an entry fills at the order price rather than at market. It takes at most one trade per signal per day and attaches a hard stop loss and take profit to every position.
The USDJPY engine trades the breakout of a defined early-session range. A volatility gate skips narrow setups, every position carries a hard stop loss plus R-based trailing protection, and the engine exits on a daily time rule rather than holding overnight.
Both engines size each order from a percentage of account equity, default 1%, and both use a spread filter that blocks new entries in poor conditions.
One account, one risk budget
Attach one copy of the Expert Advisor to one M15 chart per symbol and load the matching preset. The account carries the combined risk of both charts. Do not size each chart as if it were a separate account.
A Nasdaq-100 CFD and USDJPY are different asset classes, but both engines trade around the US session and both respond to US interest-rate expectations and shifts in risk sentiment. Two asset classes do not guarantee two independent risks. Both engines can lose during the same period.
Why these two markets
We measured the correlation of the two engines' returns on each of the three data sources described below. The results were:
- Small broker: +0.01 on daily returns, +0.04 on monthly returns
- Industry standard: -0.03 on daily returns, -0.13 on monthly returns
- Large broker: +0.02 on daily returns, -0.06 on monthly returns
A reading near zero indicates no linear correlation in the measured sample. It does not establish that the two engines are independent, and it does not promise they will behave this way in future. Low correlation across a whole period can still conceal individual days on which both engines lose.
Risk controls
- Every position opens with a hard stop loss.
- No grid trading, no martingale, no averaging down.
- One position per signal.
- Position size is calculated from the selected percentage of account equity and the trade's stop distance. The studies below all use 1% per trade.
- Risk is set per trade, not per account. Two positions open at the 1% default represent about 2% of planned stop risk before costs and execution effects, and sequential trades can lose more than that in a day.
Stops are requests rather than guarantees. Gaps, slippage, spread, commission, contract specifications and symbol mapping can change execution.
How to read the evidence
This listing presents three distinct forms of evidence:
- Historical portfolio research built from tests on three independent tick-data sources
- MetaTrader 5 Strategy Tester reports for each engine, run on 100% real ticks
- The monitored account on MQL5 Signals
None is a forecast.
Triple Tested historical study
Dream Catcher was tested on tick data from three sources: a small broker, a large broker and an industry-standard feed. These are our internal names for three data sources. They do not indicate quality, ranking or any external endorsement. The purpose was to check whether the strategies behave consistently across different price feeds rather than on one broker's history.
Method: each engine was tested on its own in the Strategy Tester from a USD 20,000 start at 1% risk per trade, and the two daily equity series were then combined into one portfolio series. Drawdown is measured on daily equity. The combined figures are a reconstruction, not a single joint-account tester run. Period 2020 to September 2026, except the small-broker source, whose history begins 31 January 2025.
- Small broker, 2025-2026 (roughly twenty months): combined 47.3% annualized return at 10.5% maximum drawdown. Nasdaq-100 engine alone 28.8% at 8.3%; USDJPY engine alone 14.4% at 6.6%. This is the shortest of the three windows and the most favourable result. Read it as one short sample, not as the expected rate.
- Large broker, 2020-2026 (six years): combined 20.7% annualized return at 17.3% maximum drawdown. Nasdaq-100 engine alone 11.7% at 18.9%; USDJPY engine alone 8.2% at 12.1%.
- Industry standard, 2020-2026 (six years): combined 15.2% annualized return at 17.3% maximum drawdown. Nasdaq-100 engine alone 6.1% at 23.0%; USDJPY engine alone 8.6% at 10.1%.
The two six-year studies are the ones to judge the strategy on. In both, the combined portfolio returned more than either engine alone, and its drawdown sat below the Nasdaq-100 engine's but above the USDJPY engine's. On the short small-broker window the combined drawdown of 10.5% was higher than either engine on its own. In none of the three studies did combining the engines push drawdown below the better component. What changed was the return produced for a given drawdown, over the periods measured. That is a property of these samples, not something the design guarantees.
These figures come from Strategy Tester runs and a reconstructed portfolio at the tested settings. They are not expected returns or drawdown limits. The combined study does not reproduce shared-account margin, broker execution or live fills. The individual MetaTrader 5 reports in the gallery do not match the matrix exactly: they measure drawdown on every intraday tick rather than on daily equity, and their annualized returns differ slightly. Read each figure with the method stated on its own panel rather than mixing the two.
Triple Tested refers to historical backtesting on three data sources, not to three live accounts. It does not guarantee compatibility or identical results with every broker.
Where diversification helped, and where it did not
Two years on the industry-standard feed show both outcomes:
- 2022: the Nasdaq-100 engine lost 10.2% while the USDJPY engine gained 12.1%. The portfolio finished at +0.7%. The offset saved the year.
- 2023: the Nasdaq-100 engine lost 11.2% while the USDJPY engine gained 7.2%. The portfolio still finished at -4.7%. The offset softened the year but did not prevent a losing one.
One engine can offset part of another engine's loss without preventing a losing portfolio period. That result is part of the strategy profile, and the annual table in the gallery shows every year, including the negative ones.
Live reference
A monitored account is published through MQL5 Signals:
https://www.mql5.com/en/signals/2391781
The account has traded the Nasdaq-100 as USTECH since August 2026. Gold and US30 also traded from mid-August until their removal at the end of August. USDJPY was added in early September. The full history therefore includes an earlier configuration. It is not solely the record of today's two-engine portfolio, nor of either engine used alone.
The account is new and the trade count remains small. MQL5 warns that early results on a new account may be of a random nature. Use the account to review fills, holding periods and current behaviour. Do not treat it as proof of the historical study.
What users should expect
- Quiet periods with no trades, on one or both engines.
- Both winning streaks and consecutive losses.
- Losing days, losing months and losing years on an individual engine.
- Drawdowns larger than those recorded in the studies above.
How to test before buying
Download the Market demo and run it in the MetaTrader 5 Strategy Tester with the supplied presets on your broker's data. Check the exact symbol, contract size, tick value, minimum volume, trading costs and server time. Broker prefixes, suffixes and cash or futures variants can matter. This listing covers USDJPY and Nasdaq-100 CFDs only.
The Market demo operates in the Strategy Tester. It does not trade a live account.
Requirements
Minimum deposit: 1,000 USD. Recommended: 5,000 USD or more.
- MetaTrader 5, hedging account, low-spread or raw pricing
- USDJPY and your broker's supported Nasdaq-100 CFD, M15, one chart per symbol
- Broker server time GMT+2 or GMT+3, with the daily close at the New York close
- Leverage 1:30 or higher
- A VPS is recommended so both charts stay active
Support
Use the product comments or MQL5 private messages for setup help. Presets and later setting updates stay on MQL5. There is no Telegram or WhatsApp group to join.
Risk notice
Trading foreign exchange and CFDs involves substantial risk of loss. Backtests, reconstructed portfolios and past account performance do not guarantee future results. Results vary with broker conditions, spreads, execution and settings. Trade only with capital you can afford to lose.
