{
  "id": 11166,
  "rank": 1908,
  "name": "MA/V Pairs Trading",
  "aka": [
    "Mastercard vs Visa Pairs Trading"
  ],
  "family": "B",
  "subtype": "B4",
  "one_liner": "A pairs trading strategy using Mastercard (MA) and Visa (V) based on mean reversion of their price spread.",
  "market_regime": "trending|ranging|volatile|breakout|any",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "MA",
    "V"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "OLS",
      "params": {},
      "applied_to": "log prices"
    },
    {
      "name": "Rolling Z-Score",
      "params": {
        "period": 30
      },
      "applied_to": "spread"
    }
  ],
  "entry_long": [
    "z-score reaches -2"
  ],
  "entry_short": [
    "z-score reaches +2"
  ],
  "exit_rules": [
    "spread reverts toward zero"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": null,
  "take_profit": null,
  "position_size": null,
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "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."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11166-ma-v-pairs-trading",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/bendeibler/Mastercard-vs.-Visa-Pairs-Trading",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}