Statistical Mean Reversion EA ZScore ADF MT5 – Latest version | Group Buy

Introducing the Expert Statistical Mean Reversion EA ZScore ADF MT5

Name: Statistical Mean Reversion EA ZScore ADF
Version: Latest Version
Developer by: Mael Francois Claude Deman
The Right Platform: Meta Trader 5 (MT5)
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• This product is Group Buy, Please read the instructions carefully

What is Statistical Mean Reversion EA ZScore ADF MT5?

With 20 years of trading experience, I’ve backtested and traded numerous quantitative strategies. Statistical Mean Reversion EA ZScore ADF MT5 stands out as a sophisticated, stats-driven tool for mean reversion trading—capitalizing on temporary price deviations that revert to the historical norm in range-bound or mildly trending markets.

Statistical Mean Reversion EA ZScore ADF MT5 is fully automated Expert Advisor (EA) uses rigorous statistical methods to detect and trade mean-reverting price behavior. It normalizes deviations via Z-score, confirms stationarity with ADF test, estimates reversion speed via half-life, and adapts entry/exit thresholds dynamically with quantiles—all adjusted for volatility, costs, and real-market conditions.

• Official Website: See here

Core Features

• Dynamic Z-Score Logic: ATR- and EMA-normalized for robust overbought/oversold signals.
• ADF Stationarity Filter: Only trades when spread shows statistical mean reversion (rejects unit root).
• Adaptive Half-Life Calculation: Daily AR(1) regression to gauge reversion speed and adjust timing.
• Dynamic Quantiles: Entry/exit levels shift based on volatility, transaction costs, and live data.
• Built-in Risk Management: ATR-based position sizing, max holding time stop-loss, spread/cost awareness.
• Visual Transparency: On-chart Z-score, quantiles, and levels for easy monitoring.
• Broker Compatibility: Works on netting & hedging accounts.

Trading Strategy Explained

1. Deviation Detection: Computes Z-score of price spread (vs. mean) to spot statistical extremes.
2. Stationarity Check: Runs ADF test—skips trades if not mean-reverting.
3. Timing Adjustment: Uses half-life to predict reversion duration; dynamic quantiles set adaptive thresholds.
4. Entry/Exit: Enters opposite to deviation when conditions align; exits on reversion or time-based SL.
5. Risk Control: Sizes positions conservatively, avoids high-cost setups, forces closure after max hold time.

Why Traders Should Choose Statistical Mean Reversion EA ZScore ADF MT5?

• Delivers a true quantitative edge with statistical validation (ADF + Z-score)—far beyond simple indicators.
• Adapts intelligently to changing volatility and costs—reduces false signals in real trading.
• Emphasizes capital preservation via dynamic risk rules and time limits—no reckless averaging.
• Ideal for range-bound pairs or regimes—provides consistent opportunities without trend-chasing.
• Transparent & educational: On-chart visuals help serious traders understand and trust the logic.

Performance of Statistical Mean Reversion EA ZScore ADF MT5

Statistical Mean Reversion EA (Z-Score + ADF) delivered solid and consistent profitability in this high-quality backtest on a major pair (likely range-bound conditions), leveraging advanced statistical filters and dynamic adaptation to capture mean-reverting moves with high selectivity and controlled risk.

• Initial Deposit: $10,000
• Total Net Profit: $384.47
• Maximum Drawdown: 4.73% (Equity) / 4.30% (Balance)

Statistical Mean Reversion EA (Z-Score + ADF + Dynamic Quantiles) delivered reliable and balanced profitability in this high-quality backtest, effectively capturing mean-reverting opportunities on the tested pair with strong win rate, moderate frequency, and very controlled drawdown—thanks to rigorous stationarity filtering and adaptive thresholds.

• Initial Deposit: $10,000
• Total Net Profit: $467.00
• Maximum Drawdown: 6.05% (Equity) / 5.47% (Balance)

Statistical Mean Reversion EA (Z-Score + ADF + Dynamic Quantiles) delivered strong, consistent profitability in this high-quality backtest, showcasing its advanced statistical filtering and adaptive mean-reversion logic with exceptional selectivity and very low drawdown on the tested pair.

• Initial Deposit: $10,000
• Total Net Profit: $684.47
• Maximum Drawdown: 2.99% (Equity) / 2.61% (Balance)

Recommended Configuration for Statistical Mean Reversion EA ZScore ADF MT5

What do you get After Downloading?

• Setting (If Any).docx
• Installation Guide.docx

🤗WISH YOU SUCCESSFUL TRADING🤗