# pairs-pipeline

Pairs trading strategy using cointegration and Bollinger Bands for entry and exit.

Canonical: https://prismaticalgos.com/compendium/algo/11181-pairs-pipeline
Record ID: 11181
Catalog rank: 390 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://github.com/quantrocket-codeload/pairs-pipeline
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

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: DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.

## Recorded profile

- symbols: all US ETFs
- timeframes: daily
- sessions: any
- market_regime: any

## Indicators

- Johansen test: {}; applied to: close
- Bollinger Bands: {}; applied to: close

## Recorded long-entry rules

- not explicitly stated

## Recorded short-entry rules

- not explicitly stated

## Recorded exit rules

- not explicitly stated

## Recorded filters

- cointegration using Johansen test
- Bollinger Bands for entry and exit

## Risk controls

- Stop loss: not explicitly stated
- Take profit: not explicitly stated
- Position sizing: not explicitly stated