# Correlation Matrix Hunter

Automated pairs trading based on real-time correlation analysis and Z-score divergence.

Canonical: https://prismaticalgos.com/compendium/algo/11731-correlation-matrix-hunter
Record ID: 11731
Catalog rank: 729 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Risk, Money Management & Portfolio Overlays (J)
Source: https://github.com/lucciola85/danilo85
Evidence label (unverified): source_code

## 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.

## Recorded profile

- symbols: EURUSD,GBPUSD,AUDUSD,NZDUSD, XAUUSD,XAGUSD,USOIL,EURUSD,GBPUSD
- timeframes: M15, H1
- sessions: Not specified
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- Z-score divergence exceeds InpMinZScoreEntry

## Recorded short-entry rules

- Z-score divergence exceeds InpMinZScoreEntry

## Recorded exit rules

- Z-score recovers to InpCorrelationRecovery
- Stop Loss hit
- Take Profit hit
- Timeout

## Recorded filters

- InpMaxDrawdown
- InpMaxOpenPairs
- InpPauseOnRegimeChange

## Risk controls

- Stop loss: InpStopLossPercent of combined position value
- Take profit: InpTakeProfitPercent of combined position value
- Position sizing: InpMaxRiskPercent of account balance per trade, InpMaxPositionSize in lots