{
  "id": 11694,
  "rank": 1970,
  "name": "Vaprotect Divergence",
  "aka": [
    "Statistical Arbitrage & Mean Reversion",
    "Pairs Trading"
  ],
  "family": "B",
  "subtype": "B4",
  "one_liner": "Identifies structural anomalies in the price spread and capitalizes on the mathematical probability of assets returning to their historical mean.",
  "market_regime": "any",
  "timeframes": [
    "H1"
  ],
  "symbols": [
    "EURUSD",
    "GBPUSD"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "50-period moving average",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "Z-Score",
      "params": {
        "period": 24
      },
      "applied_to": "spread"
    },
    {
      "name": "Slope",
      "params": {},
      "applied_to": "spread"
    }
  ],
  "entry_long": [
    "null"
  ],
  "entry_short": [
    "null"
  ],
  "exit_rules": [
    "null"
  ],
  "filters": [
    "Macro Filter (720-period)",
    "Black Swan Filter (24-period)"
  ],
  "stop_loss": "Z > 4.5",
  "take_profit": "null",
  "position_size": "null",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/11694-vaprotect-divergence",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://github.com/GiovanniXX98/Vaprotect_divergence_study",
  "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."
}