Extracted algorithm research record
MA/V Pairs Trading
A pairs trading strategy using Mastercard (MA) and Visa (V) based on mean reversion of their price spread.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- VERY THIN SAMPLE: 28 trades. Performance figures over so few trades are indistinguishable from luck.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- MA, V
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| OLS | {} | log prices |
| Rolling Z-Score | {"period": 30} | spread |
Extracted strategy rules
Recorded long-entry rules
- z-score reaches -2
Recorded short-entry rules
- z-score reaches +2
Recorded exit rules
- spread reverts toward zero
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for MA/V Pairs Trading?
Long: z-score reaches -2 Short: z-score reaches +2 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: MA, V. Timeframes: any. These are source-recorded labels, not verified execution behavior.