VR Overturn
VR Overturn is a mean reversion EA that identifies overextended market moves and enters trades anticipating a reversal. It uses a combination of volatility-based indicators and price action to detect overturn points where price is likely to snap back. The EA systematically manages entries with defined risk parameters and exits on mean reversion completion or stop loss.
Open the interactive view (equity curve, symbol switch)Key facts
Backtest results (H1, about 1 year)
| Symbol | P&L | Annual | Max DD | Trades | Win rate | Sharpe | Recovery | Losing streak | Per trade | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
Why this EA never traded: no entry rule survived the conversion.
Converted from MQL5 to Python and run with the same rules for every EA. Positions use MT5 lot sizes (100,000 units per FX lot, 100 oz per gold lot) with 1:100 leverage, one order at a time, and a stop-out below 10% of the starting balance. Sharpe is computed from the equity curve. Results marked as unreliable are shown for completeness only.
Blow-up risk: No blow-up pattern found
- Has no stop loss or trailing stop
On its own this is not a typical blow-up pattern, and the account was not stopped out in our backtests. That is not a guarantee: any EA can lose money.
High: stopped out in our backtest, or martingale/grid sizing without a stop loss. Elevated: martingale or grid sizing with a stop loss, or several positions at once without a stop loss. What the label means and what we found →
Strategy analysis
The core concept of VR Overturn is mean reversion, based on the principle that markets tend to return to their mean after excessive deviation. Entry conditions rely on measuring price deviation from a statistical mean, triggering trade signals when deviation exceeds a preset threshold, entering against the prevailing move. Exit conditions include taking profit when price reverts to the mean and using fixed stop losses to limit individual trade losses. Position sizing uses either fixed lots or account-balance-proportional sizing, with customizable lot parameters. Money management incorporates stop loss mechanisms but requires users to configure parameters appropriately to control overall portfolio risk. The strategy performs well in ranging markets but may suffer consecutive losses during strong trending conditions.
Strengths
- Mean reversion logic provides statistical edge in ranging markets with positive expectancy over time
- Defined stop loss limits maximum loss per trade, providing clear risk boundaries
- Parameterized design allows users to adapt the strategy for different instruments and market conditions
- Counter-trend entry at extreme price deviations offers favorable risk-reward ratios
Weaknesses
- Counter-trend trading in strong trending markets can lead to consecutive stop losses and significant drawdown
- Mean reversion strategy is sensitive to market regime changes and lacks adaptive mechanisms
- No explicit position scaling or adjustment logic, limiting ability to optimize holdings during losing streaks
- Stop losses may be frequently triggered during volatility spikes
Possible improvements
- Add a trend filter to pause counter-trend trading or reduce position size during strong trending markets
- Introduce dynamic stop loss and take profit based on current volatility (ATR-based) for adaptive risk management
- Add a market regime detection module to automatically switch between ranging and trending modes
Risk assessment
Overall risk: Medium
- Counter-trend trading faces consecutive loss risk during trending markets
- Fixed stop loss may not adapt to varying volatility environments
- No maximum drawdown or maximum consecutive loss limits implemented
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed trading lot size |
StopLoss | 500 | Stop loss in points |
TakeProfit | 500 | Fixed take profit points (20 pts) |
DeviationPeriod | 20 | Deviation calculation period |
DeviationMultiplier | 2.0 | Deviation multiplier threshold |
MagicNumber | 12345 | EA unique identifier number |
MaxSlippage | 3 | Maximum slippage |
Timeframe | H1 | Trading timeframe |
Similar Mean Reversion EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.