{
  "id": 11324,
  "rank": 1898,
  "name": "Rank Space Strategy",
  "aka": [
    "Statistical Arbitrage in Rank Space"
  ],
  "family": "B",
  "subtype": "B4",
  "one_liner": "A parametric strategy that trades on rank returns in the US equity market, using an Ornstein-Uhlenbeck model.",
  "market_regime": "any",
  "timeframes": [
    "D1"
  ],
  "symbols": [
    "100 largest US primary shares"
  ],
  "sessions": [
    "Daily, based on the previous trading day's close"
  ],
  "indicators": [],
  "entry_long": [
    "s < -1.25 and τ < 30 days"
  ],
  "entry_short": [
    "s > 1.25 and τ < 30 days"
  ],
  "exit_rules": [
    "|s| < 0.5"
  ],
  "filters": [
    "news filter",
    "max spread 2 basis points"
  ],
  "stop_loss": "not specified",
  "take_profit": "not specified",
  "position_size": "2.5% of equity per open rank, plus one SPY position",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": [
    "TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule."
  ],
  "claim_warnings": null,
  "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."
  ],
  "canonical": "https://prismaticalgos.com/compendium/algo/11324-rank-space-strategy",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/danyilnep/stat-arb-rank-space",
  "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."
}