AegisEURUSD
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- 版本: 1.1
- 激活: 15
AegisEURUSD — EURUSD H1 Mean-Reversion EA
A regime-gated mean-reversion system for EURUSD: it only fades short-term price extremes when the market is statistically mean-reverting, using a bounded, capped position-scaling mechanism instead of a single fixed-size bet — validated on 6.6 years of real MT5 broker history.
Description
AegisEURUSD is a fully systematic Expert Advisor for **EURUSD on the H1 timeframe**. It trades a **short-term mean-reversion fade**: it looks for RSI(3) extremes (oversold/overbought), filtered by a directional moving-average regime (only fades dips when the broader trend is up, only fades rallies when it's down), and — the key ingredient — a statistical regime gate that only allows entries when the market is *currently* behaving like a mean-reverting instrument rather than a trending one.
The regime gate (what makes this different from a plain RSI bot)
Most RSI "buy the dip" systems fail because they keep fading extremes even when the market has shifted into a real trend — the dip keeps dipping. AegisEURUSD adds a **Variance-Ratio filter**: a statistical test (comparing the variance of multi-bar returns to what a random walk would produce) that only opens a trade when the recent price action is genuinely mean-reverting. When the market is trending, the filter simply stays out, no matter how extreme the RSI reading looks.
How positions are managed
Rather than a single fixed-size entry, AegisEURUSD manages each trade as a **bounded, staged position**: if price initially moves against the entry, the system can add to the position, up to a hard-capped number of stages, with each addition sized by a fixed multiplier — never open-ended. Every trade exits either at a take-profit measured from the position's weighted-average entry price, or as soon as the mean-reversion signal completes (RSI crosses back through its midpoint) — whichever comes first. If the maximum stage count is ever reached without resolution, the position is closed outright to cap the loss.
What makes it robust
- **Statistical regime gate**: entries require a genuine mean-reverting signature (Variance-Ratio test), not just an RSI extreme — this is the single biggest driver of the system's consistency.
- **Directional filter**: a moving-average regime check keeps fades aligned with the broader trend instead of fighting it outright.
- **Hard-capped staging**: the number of additions per trade and their sizing multiple are both fixed inputs with a strict ceiling — exposure cannot grow indefinitely on a single trade.
- **Real broker-history validated**: tested in the MT5 Strategy Tester over 6.6 years of real EURUSD H1 history (99% history quality), not a short or cherry-picked window.
Key features
- RSI(3) mean-reversion fade with moving-average directional filter, tuned for EURUSD H1
- Variance-Ratio statistical regime gate (only trades genuinely mean-reverting conditions)
- Bounded, hard-capped position staging (fixed max stage count and sizing multiple)
- Exit at weighted-average take-profit OR signal completion, whichever comes first
- Fully parametrized inputs (RSI thresholds, regime filter period, gate sensitivity, stage cap and multiplier, position sizing fraction)
- Netting- and hedging-account compatible
- Single-symbol, single-basket logic (never layers unrelated overlapping positions)
Recommended use
- Symbol: EURUSD
- Timeframe: H1
- Account type: any (hedging or netting)
- Start conservative: the position-sizing input directly controls how large exposure gets if a trade needs multiple staged additions — lower it well below the tested default and confirm behavior in the Strategy Tester or on a demo account before scaling up or trading live capital.
Honest disclaimer
Past backtest performance, including the figures above, does not guarantee future results. The staged position-sizing mechanism means realized exposure on a single trade can be a large multiple of the initial entry size if price continues adverse across every stage — this is a structural characteristic of the system, not a malfunction, and it is what allows the strategy to improve its average entry price during genuine mean-reverting conditions. Although the backtest spans 6.6 years of real history, it did not include a fast, extreme price shock severe enough to test the strategy's absolute worst case at maximum stage depth — that scenario remains inherently untested. Position sizing should always be set conservatively relative to your own risk tolerance and account size. Recommended: validate thoroughly on a demo account before committing real capital.
A regime-gated mean-reversion system for EURUSD: it only fades short-term price extremes when the market is statistically mean-reverting, using a bounded, capped position-scaling mechanism instead of a single fixed-size bet — validated on 6.6 years of real MT5 broker history.
Description
AegisEURUSD is a fully systematic Expert Advisor for **EURUSD on the H1 timeframe**. It trades a **short-term mean-reversion fade**: it looks for RSI(3) extremes (oversold/overbought), filtered by a directional moving-average regime (only fades dips when the broader trend is up, only fades rallies when it's down), and — the key ingredient — a statistical regime gate that only allows entries when the market is *currently* behaving like a mean-reverting instrument rather than a trending one.
The regime gate (what makes this different from a plain RSI bot)
Most RSI "buy the dip" systems fail because they keep fading extremes even when the market has shifted into a real trend — the dip keeps dipping. AegisEURUSD adds a **Variance-Ratio filter**: a statistical test (comparing the variance of multi-bar returns to what a random walk would produce) that only opens a trade when the recent price action is genuinely mean-reverting. When the market is trending, the filter simply stays out, no matter how extreme the RSI reading looks.
How positions are managed
Rather than a single fixed-size entry, AegisEURUSD manages each trade as a **bounded, staged position**: if price initially moves against the entry, the system can add to the position, up to a hard-capped number of stages, with each addition sized by a fixed multiplier — never open-ended. Every trade exits either at a take-profit measured from the position's weighted-average entry price, or as soon as the mean-reversion signal completes (RSI crosses back through its midpoint) — whichever comes first. If the maximum stage count is ever reached without resolution, the position is closed outright to cap the loss.
What makes it robust
- **Statistical regime gate**: entries require a genuine mean-reverting signature (Variance-Ratio test), not just an RSI extreme — this is the single biggest driver of the system's consistency.
- **Directional filter**: a moving-average regime check keeps fades aligned with the broader trend instead of fighting it outright.
- **Hard-capped staging**: the number of additions per trade and their sizing multiple are both fixed inputs with a strict ceiling — exposure cannot grow indefinitely on a single trade.
- **Real broker-history validated**: tested in the MT5 Strategy Tester over 6.6 years of real EURUSD H1 history (99% history quality), not a short or cherry-picked window.
Key features
- RSI(3) mean-reversion fade with moving-average directional filter, tuned for EURUSD H1
- Variance-Ratio statistical regime gate (only trades genuinely mean-reverting conditions)
- Bounded, hard-capped position staging (fixed max stage count and sizing multiple)
- Exit at weighted-average take-profit OR signal completion, whichever comes first
- Fully parametrized inputs (RSI thresholds, regime filter period, gate sensitivity, stage cap and multiplier, position sizing fraction)
- Netting- and hedging-account compatible
- Single-symbol, single-basket logic (never layers unrelated overlapping positions)
Recommended use
- Symbol: EURUSD
- Timeframe: H1
- Account type: any (hedging or netting)
- Start conservative: the position-sizing input directly controls how large exposure gets if a trade needs multiple staged additions — lower it well below the tested default and confirm behavior in the Strategy Tester or on a demo account before scaling up or trading live capital.
Honest disclaimer
Past backtest performance, including the figures above, does not guarantee future results. The staged position-sizing mechanism means realized exposure on a single trade can be a large multiple of the initial entry size if price continues adverse across every stage — this is a structural characteristic of the system, not a malfunction, and it is what allows the strategy to improve its average entry price during genuine mean-reverting conditions. Although the backtest spans 6.6 years of real history, it did not include a fast, extreme price shock severe enough to test the strategy's absolute worst case at maximum stage depth — that scenario remains inherently untested. Position sizing should always be set conservatively relative to your own risk tolerance and account size. Recommended: validate thoroughly on a demo account before committing real capital.
