Basket Mean Reversion Strategy3.1

EALegit summary — unaudited listing

Basket Mean Reversion Strategy is a MetaTrader 5 Expert Advisor that trades a basket of correlated currency pairs as a single spread using a PCA-based statistical model. When the basket's z-score exceeds an entry threshold, it opens offsetting positions across the symbols (weighted by PCA) and closes the basket once the spread reverts toward its mean. Risk management includes volatility-adaptive ATR stop loss and take profit (with fixed-pip fallbacks), a spread filter, margin pre-check, and an optional basket-wide money loss limit; it can trade autonomously or operate in signal-only mode with alerts. It supports scalping to swing timeframes (M1–D1) and includes an on-chart dashboard showing z-score, signals, and P&L.