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Mean ReversionUSTEC100 · M514:00–20:00 UTCv3.0.1TradeTrove-verified

NAS100 Mean Reversion v3

USTEC100 · High win-rate fade · BB + RSI + EMA

Last backtested 2026-04-17·by TradeTrove·Jump to download ↓
Win rate
78.3%
Profit factor
2.14
Net profit
21.3%
Max drawdown
4.8%

Overview

Fades NAS100 extensions during the US cash session (14:00–20:00 UTC). Looks for price to touch a 2.1σ Bollinger Band extreme while RSI confirms oversold (<30) or overbought (>74) AND the 100-EMA trend filter is on the correct side. Small stops, small targets — the strategy's edge comes from win rate, not R-multiple. Ideal for minimum-trading-days requirements since it trades frequently.

Backtest report

Every number below comes from the test-period slice only. No in-sample optimization numbers are published.

Period
2023-04-01 → 2026-04-01
Bars tested
217,440
Train / test split
70% / 30% (out-of-sample metrics)
Trades
482
Avg trades / day
1.80
Sharpe ratio
2.08
Recovery factor
4.40
Best month
+3.90%
Worst month
-1.40%

Risk & reward calculator

Dial your account size, firm, and per-trade risk to see what this strategy actually looks like on your capital. Pulls the target and drawdown values straight from each firm's encoded rulebook.

High Stakes Challenge · Stage 1 · target 8% · daily DD 5% · overall 10%

0.10%strategy default: 0.40%2.00%
$ risk per trade
$400
0.40% of account
$ to target
$8,000
8% target
Losers to daily breach
12
5% daily DD = $5,000
Losers to overall breach
25
10% overall DD = $10,000
Trades to target
81
at 78% WR, PF 2.14
Calendar days to target
45
at 1.8 trades/day
Expected $/trade
+$99
positive — grind works
R:R ratio (implied)
0.59
avg win ÷ avg loss

These are expected-value projectionsfrom the walk-forward backtest — not guarantees. Real P&L varies with spread, slippage, volatility regimes, and broker execution. Use them to size position risk, not as a yield promise.

Firm compatibility

Every encoded rulebook run against this strategy. Click through to a firm for full rule detail.

The5ersPass

Excellent fit. 78% WR + 1.8 trades/day comfortably passes HSC trading-day minimum with room to scale. No rule conflicts.

FTMOWarntick-scalping-adjacent

FTMO has historically flagged systems with win rate > 75% combined with small R targets. Review: avg trade duration is 47 min (not scalping) — should be clear, but FTMO support reserves the right to call it. Contact them first if running $100k+.

FundingPipsPass

Clean pass. 1-step evaluation windows align well with high-frequency mean reversion.

FundedNextPass

Clean pass. Meets FundedNext's 5-min-trading-days with days to spare — averages 1.8 trades/day.

Alpha CapitalPass

Clean pass on 1-step evaluation.

Download this bot

Parameters bake into the generated .cs file. Drop into cAlgo, compile, attach.

Download nas_mean_reversion_v3_bot.cs

How to install

Start-to-finish setup in cTrader. Takes about 3 minutes the first time; under a minute once you've done it before. No coding required.

  1. Step 1Download the bot file

    Use the download panel above. You'll get a file named nas_mean_reversion_v3_bot.cs with your parameters baked in.

    nas_mean_reversion_v3_bot.csReady

  2. Step 2Open cTrader → Automate

    In the cTrader desktop app, click the Automate tab in the top ribbon. The left panel shows your cBots and Indicators. Right-click an empty area in the cBots list → New → cBot.

    TradeAutomate ←AnalyzeCommunity
    cBots▸Right-click → New → cBot

  3. Step 3Paste the code

    Name your new cBot (any name works — e.g. nas_mean_reversion_v3). cTrader opens the code editor with a blank template. Select all (⌘A / Ctrl+A) and replace with the contents of nas_mean_reversion_v3_bot.cs.

    1usingcAlgo.API;
    2usingcAlgo.API.Indicators;
    3// ... (your bot)

  4. Step 4Build (F9)

    Press F9 or click the Build button. The output panel at the bottom should show Build succeeded. If you see red errors, the most common cause is an older cTrader version — update to the latest stable release and try again.

    ✓ Build succeeded.0 errors · 0 warnings · 1.2s

  5. Step 5Attach to a chart & configure

    Open a chart for USTEC100 on the M5 timeframe. In the Automate panel, expand your new cBot → Add new instance. A settings dialog opens — the parameters match the ones you configured on the download page. Leave them as-is or fine-tune.

    SymbolUSTEC100
    TimeframeM5
    Session (UTC)14:00–20:00
    Risk per trade0.40%

  6. Step 6Start

    Click Start on the new instance. The status dot turns green. The bot now monitors the chart and will act on the next qualifying signal.

    Instance runningUSTEC100 · M5
Troubleshooting
Build fails with “The name ‘X’ could not be found”
Update cTrader to the latest stable. Older versions miss API methods added in 2023+.
Bot runs but never enters a trade
Check the chart timeframe matches (M5) and that the current time is within the strategy's session window (14:00–20:00 UTC).
Bot enters trades but gets rejected by broker
Your prop-firm demo may use a different symbol name (e.g. `GER40` vs `DE40`). Edit the Symbol parameter on the bot instance to match exactly.
Lot size comes out at 0
Risk %-based sizing needs a non-trivial stop distance. If ATR is near 0 at startup, wait a few bars for the indicator to warm up.

First time running a cBot on a prop-firm account? Always paper-test on a demo account first. Most firms offer free demo environments — use them to confirm the bot behaves the same on their symbol feed before committing an evaluation fee.

Known risks

  • Mean reversion is brutal in runaway trends — COVID-crash style moves will stack losing fades. Use the trend EMA filter (default ON).
  • TP < SL by design. A 50/50 bad run can blow up if risk% is too high. Stay at 0.4% or less.
  • FOMC/CPI days produce persistent momentum that overrides BB signals — disable on those days.
  • Backtest spread: 0.8 pip. Brokers with wider spreads will erode the small-TP edge quickly.

Notes

v3 replaced v2's fixed stop (15 pips) with ATR-scaled stops — this halved the max drawdown vs v2 without hurting net profit. If your firm has news-trading rules, set up an auto-disable calendar (US CPI, FOMC, NFP, retail sales).