Strategies / Mean reversion / Monday Dip Buy

Monday Dip Buy: Weak Mondays, 1% Target

On Mondays, when price is below its 50 EMA and a 1-period EMA crosses above a 2-period EMA, the system buys the uptick. It exits only at a 1% profit target. There is no stop loss, so a losing trade stays open until the target is reached.

Mean reversionLong onlySwingNikkei 2254 hours

No lossesProfit factor

39,707Net profit USD

100.00%Win rate

146Trades

-8,960Max drawdown

272Avg trade

Best run of 93. Nikkei 225, 4 hours, spread 10, from run pf:2026-09-24-NIKKEI-4h.tsv:2.

Entry rules, long

The bar opens on a Monday
Members only
EMA(1) is below the 50-period EMA

Exit rules

Members only
No stop loss

Test conditions

Period	Up to 2026-09-24
Instrument	Nikkei 225, 4 hours
Spread	10 points
Contracts	1
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-09-24

Parameters

positionSize Contracts per trade	1
tradeDay Day of week allowed for entries (1 = Monday)	1
fastPeriod Fast EMA length	1
midPeriod EMA the fast one must cross above	2
trendPeriod EMA the fast one must still be below	50
takeProfitPct Profit target, percent of entry price	1

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nikkei 225Best run	4 hours	No losses	146	100.00	39,707 USD	-8,960
Nasdaq 100	30 min	No losses	231	100.00	25,359 EUR	-6,182
DAX 40	4 hours	No losses	124	100.00	17,079 EUR	-4,192
S&P 500	30 min	No losses	174	100.00	6,121 EUR	-1,314
S&P 500	1 hour	No losses	155	100.00	5,404 EUR	-1,306
USD/JPY	30 min	n/a	48	100.00	561,070 JPY	-256,680
USD/JPY	10 min	n/a	36	100.00	494,860 JPY	-222,980
USD/JPY	15 min	n/a	32	100.00	442,680 JPY	-220,640
USD/JPY	2 min	n/a	12	100.00	185,880 JPY	-110,160
USD/JPY	3 min	n/a	9	100.00	141,340 JPY	-123,670
Nikkei 225	1 hour	n/a	140	100.00	41,411 USD	-10,862
Nikkei 225	30 min	n/a	132	100.00	36,155 USD	-10,960
Silver	5 min	n/a	114	100.00	28,540 USD	-20,247
Dow Jones	15 min	n/a	68	100.00	26,974 EUR	-11,267
Nikkei 225	15 min	n/a	65	100.00	26,454 USD	-12,572
Silver	3 min	n/a	88	100.00	25,467 USD	-20,437
Nikkei 225	10 min	n/a	53	100.00	24,978 USD	-12,453
Nikkei 225	5 min	n/a	48	100.00	24,788 USD	-12,676
Silver	2 min	n/a	70	100.00	24,114 USD	-20,501
Dow Jones	1 hour	n/a	60	100.00	23,592 EUR	-11,215
Silver	30 min	n/a	98	100.00	23,483 USD	-14,856
Dow Jones	30 min	n/a	58	100.00	23,219 EUR	-11,222
Silver	10 min	n/a	93	100.00	22,860 USD	-20,159
Silver	15 min	n/a	122	100.00	22,793 USD	-19,531
Nikkei 225	3 min	n/a	42	100.00	22,662 USD	-12,883
Nasdaq 100	1 hour	n/a	212	100.00	21,481 EUR	-6,061
Dow Jones	10 min	n/a	49	100.00	21,202 EUR	-8,381
Nikkei 225	2 min	n/a	37	100.00	20,964 USD	-13,121
Nikkei 225	1 min	n/a	32	100.00	18,834 USD	-13,148
DAX 40	1 hour	n/a	127	100.00	18,367 EUR	-5,305
Dow Jones	5 min	n/a	41	100.00	18,339 EUR	-8,406
DAX 40	30 min	n/a	126	100.00	18,075 EUR	-5,810
Silver	4 hours	n/a	98	100.00	17,917 USD	-11,181
Nasdaq 100	15 min	n/a	102	100.00	17,021 EUR	-6,189
Silver	1 hour	n/a	75	100.00	16,844 USD	-14,799
Dow Jones	4 hours	n/a	41	100.00	16,144 EUR	-9,942
Dow Jones	Daily	n/a	127	100.00	15,971 EUR	-5,370
Nasdaq 100	4 hours	n/a	167	100.00	15,239 EUR	-4,956
DAX 40	15 min	n/a	73	100.00	14,203 EUR	-5,814
Nikkei 225	Daily	n/a	62	100.00	14,096 USD	-5,187
Nasdaq 100	10 min	n/a	62	100.00	13,243 EUR	-6,198
Silver	1 min	n/a	34	100.00	12,963 USD	-11,929
DAX 40	10 min	n/a	62	100.00	12,961 EUR	-4,461
Dow Jones	3 min	n/a	25	100.00	11,980 EUR	-8,156
EUR/USD	3 min	n/a	10	100.00	11,387 USD	-6,001
Nasdaq 100	5 min	n/a	48	100.00	11,195 EUR	-5,875
DAX 40	5 min	n/a	51	100.00	10,929 EUR	-3,633
EUR/USD	5 min	n/a	9	100.00	10,300 USD	-10,279
Dow Jones	1 min	n/a	20	100.00	9,781 EUR	-3,056
Dow Jones	2 min	n/a	20	100.00	9,755 EUR	-5,676
FTSE 100	4 hours	n/a	126	100.00	9,243 EUR	-2,931
DAX 40	Daily	n/a	106	100.00	9,093 EUR	-4,389
Brent Crude	1 hour	n/a	117	100.00	8,715 EUR	-6,219
Nasdaq 100	3 min	n/a	32	100.00	7,864 EUR	-5,852
US Crude Oil	15 min	n/a	89	100.00	7,821 EUR	-5,972
Brent Crude	15 min	n/a	86	100.00	7,803 EUR	-6,056
DAX 40	3 min	n/a	33	100.00	7,572 EUR	-3,630
FTSE 100	Daily	n/a	131	100.00	7,381 EUR	-2,156
Brent Crude	30 min	n/a	88	100.00	7,221 EUR	-6,221
Brent Crude	10 min	n/a	83	100.00	7,015 EUR	-4,520
Brent Crude	4 hours	n/a	92	100.00	6,803 EUR	-6,153
US Crude Oil	10 min	n/a	72	100.00	6,479 EUR	-4,711
FTSE 100	1 hour	n/a	81	100.00	5,798 EUR	-2,969
FTSE 100	30 min	n/a	77	100.00	5,654 EUR	-2,969
Nasdaq 100	Daily	n/a	95	100.00	5,558 EUR	-2,380
DAX 40	1 min	n/a	22	100.00	5,241 EUR	-1,484
Nasdaq 100	2 min	n/a	20	100.00	5,204 EUR	-3,756
S&P 500	15 min	n/a	105	100.00	5,057 EUR	-1,316
Nasdaq 100	1 min	n/a	19	100.00	4,941 EUR	-3,760
S&P 500	4 hours	n/a	113	100.00	3,976 EUR	-1,099
FTSE 100	10 min	n/a	43	100.00	3,683 EUR	-1,320
US Crude Oil	5 min	n/a	36	100.00	3,193 EUR	-3,071
S&P 500	10 min	n/a	56	100.00	3,184 EUR	-1,323
FTSE 100	15 min	n/a	34	100.00	3,035 EUR	-2,888
FTSE 100	5 min	n/a	31	100.00	2,836 EUR	-1,320
S&P 500	5 min	n/a	42	100.00	2,566 EUR	-1,236
Gold	10 min	n/a	80	100.00	2,433 EUR	-1,417
Gold	15 min	n/a	91	100.00	2,320 EUR	-1,419
Gold	1 hour	n/a	116	100.00	2,279 EUR	-1,075
Gold	5 min	n/a	68	100.00	2,273 EUR	-1,448
Gold	30 min	n/a	93	100.00	2,148 EUR	-1,076
Gold	4 hours	n/a	122	100.00	2,091 EUR	-1,065
FTSE 100	3 min	n/a	21	100.00	2,030 EUR	-1,372
Gold	3 min	n/a	52	100.00	1,972 EUR	-1,457
S&P 500	Daily	n/a	105	100.00	1,781 EUR	-725
S&P 500	3 min	n/a	25	100.00	1,680 EUR	-1,338
FTSE 100	1 min	n/a	15	100.00	1,540 EUR	-524
FTSE 100	2 min	n/a	13	100.00	1,312 EUR	-1,195
S&P 500	2 min	n/a	17	100.00	1,188 EUR	-699
GBP/USD	3 min	n/a	8	100.00	1,048 USD	-776
S&P 500	1 min	n/a	11	100.00	783 EUR	-532
Gold	Daily	n/a	45	100.00	672 EUR	-645
GBP/USD	1 min	n/a	4	100.00	535 USD	-509

Charts

Results by run

Net profit against max drawdown

Net profitMax drawdown

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// Monday Dip Buy
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 4 hours
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1          // contracts per trade
tradeDay = 1              // day of week allowed for entries (1 = Monday)
fastPeriod = 1            // fast EMA length
midPeriod = 2             // EMA the fast one must cross above
trendPeriod = 50          // EMA the fast one must still be below
takeProfitPct = 1         // profit target, percent of entry price

// --- Indicators ---
fastMA = ExponentialAverage[fastPeriod](close)
midMA = ExponentialAverage[midPeriod](close)
trendMA = ExponentialAverage[trendPeriod](close)
isTradeDay = OpenDayOfWeek = tradeDay

11 more lines: the entry and exit rules.

Read this first

Known weaknesses

No stop loss. The 100.0% win rate comes from holding losers until they recover, and the best run still had a USD 8,960.2 drawdown.
Profit factor could not be calculated on the best run because it had no losing closed trades, which hides how deep open losses went.
A market that falls and does not recover would leave a position open indefinitely.
It only enters on Mondays, so trade counts stay low: the best run had 146 trades.

Indicators used

EMA

How to load it

Copy the code with the copy button above the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Questions

About this strategy

Can I run Monday Dip Buy in ProOrder?

Yes, it needs only an entry rule and a percent target. Without a stop, decide your own maximum loss before going live.

Which markets were tested?

It was tested widely, including Nikkei 225, Nasdaq 100, DAX 40 and S&P 500. Nasdaq 100 30 minutes made EUR 25,358.9 and DAX 40 4 hours EUR 17,078.7, all with 100.0% win rates.

How much capital for 1 contract?

The best run had a USD 8,960.2 drawdown with 1 contract. Nasdaq 100 30 minutes dropped EUR 6,181.6, so keep a buffer for open losses that run longer.

Why a 4 hour chart?

On 4 hour bars there are only a few Monday bars per week, which keeps entries to real dips. The Nikkei 225 run made 146 trades.

Supertrend Counter Trend

Uses the same indicator.

3.47 PF · 1,444 trades

Three Lower Highs and Lows

Best run on the same market, Nikkei 225.

2.36 PF · 187 trades

Trend Pullback Reversal

A similar profit factor.

1.47 PF · 849 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs