+500% Yearly - Turn 10k into 700k

[US-100, Risk 5&#37;, 10k deposit](https://preview.redd.it/p32s4cxsok7e1.png?width=1785&format=png&auto=webp&s=756ce92c5f24aa119a80b0750cf0722f631fe9c9) > Check my previous post for more details! # Idea US-100 often experience phases of excessive optimism (overbought) and pessimism (oversold), where prices deviate significantly from their mean value. The mean reversion strategy aims to capitalize on these deviations by entering trades when prices are likely to revert to their average. The [CCI ](https://www.babypips.com/forexpedia/commodity-channel-index)indicator itself shows how much the price deviates from the mean. This is what you need for a Mean Reversion strategy! # Strategy * **Instrument**: US100 (NQ) * **TF**: 1D (*The strategy does not work on time frames below)* * **Initial Capital:** 10k$ * **Risked Money**: 500$ * **Data Period**: 2012.01.19 - 2024.11.28 *The strategy buys only if there are no open trades. That is, there can be only 1 trade at a time.* *The strategy does not have a shortsell trades as instrument is often in the uptrend.* ***Inputs:*** 1. Period: **4**/7/14 2. LowTh: **-100**/-75/-50 3. HighTh: **50**/75/100 **Buy Rules:** CCI(Period) < LowTh **Close Rule**: CCI(Period) > HighTh Since it is a [Mean Reversion](https://www.babypips.com/forexpedia/mean-reversion) strategy: **I do not recommend using the Stop Loss** as it increases the drawdown and reduces the profit. **I don’t recommend using Take Profit** as it reduces profits. # Results [US-100, 500$ Risk](https://preview.redd.it/go6a7q71sk7e1.png?width=1790&format=png&auto=webp&s=940dec8b9264381df44741977134c266f3ee3aa9) [Overview](https://preview.redd.it/28m22u2i1l7e1.png?width=856&format=png&auto=webp&s=add2f106ebf4327fff17bea7ecb3296ddb3d3c9e) [Trade Analysis](https://preview.redd.it/27a4md9j1l7e1.png?width=1626&format=png&auto=webp&s=18b2f098a050ca692a388837e5b6a4dc718abf9a) # Conclusions 1. CCI is the best indicator for Mean Reversion strategies 2. The strategy works well on all MR instruments 3. 71% winrate, which is pretty normal for Mean Reversion 4. You need to select different parameters for each instrument. Experiment with other indicators in combination for enters and exits > # Credits * [How to build strategies with CCI?](https://youtu.be/0ceLzxzIjjw?si=q7N6iKsgnPq6_IOD) * [Commodity Channel Index Indicator Strategy](https://youtu.be/msOOsupRcUQ?si=avuoa-F96jcTSBVx)