Prisma SP500
- Experts
- Version: 3.5
- Activations: 5
Prisma S&P 500 EA — MetaTrader 5
Prisma S&P 500 EA is an automated strategy developed for S&P 500 index instruments on the H1 timeframe. It was created by an academic researcher working in finance, quantitative strategy testing and algorithmic trading.
TRADING APPROACH
The EA uses proprietary market-entry conditions and manages long positions as a basket. When the index moves against an open basket, the system may add positions at defined price intervals and adjust their size according to its risk settings. It monitors basket results, trading costs and account conditions when managing exposure and exits. The exact entry signals are not disclosed in this description.
PARAMETER SELECTION USING RoMS
The default configuration was selected by comparing historical tick-level backtests using Return on Margin Stress (RoMS), a research metric proposed by the author, alongside return, drawdown and margin-related measures. RoMS relates strategy growth to the intensity and duration of pressure on the account's margin cushion. This helped evaluate configurations beyond the highest backtest profit or CAGR alone. RoMS is a research and evaluation measure; it is not a guarantee of safety and does not independently trigger trades.
ACADEMIC BACKGROUND
The underlying research approach was presented on 5 November 2026 at the Doctoral Students Conference of the University of Finance and Administration (VŠFS) in Prague, in a contribution entitled:
“Margin-state-dependent exits in a leveraged index grid strategy: A free-margin model, tick-level backtests and third-party-tracked live evidence.”
The academic presentation should not be understood as an endorsement of this software by the university.
USE AND RISK
Recommended setup: MetaTrader 5, an S&P 500 index instrument, H1 chart and a hedging account. Instrument naming, contract size, price precision, margin requirements and trading costs differ across brokers; verify them in the Strategy Tester and on demo before live use. The EA offers adjustable grid spacing, position multiplier, risk level, spread filter and position-count limit.
This is a leveraged grid strategy. Exposure can accumulate during sustained adverse price moves, with substantial floating drawdown, margin calls or total account loss. There is no guaranteed loss ceiling. Historical tests do not predict future performance.
Related MQL5 live signal (MT4 strategy/account, not an identical MT5 build): https://www.mql5.com/en/signals/2398332
