Extracted algorithm research record

Z-Score-Based Pairs Trading

Buys when the spread between co-integrated assets is undervalued and sells when overvalued.

Record 11754 · Catalog rank 2,559 · Mean Reversion & Counter-Trend · Subtype B4 · Snapshot 2026-10-31 15:46 UTC

Source & extraction context

Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.

Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.

Read Markdown Read JSON Claim or correct this record →

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 market & execution profile

Recorded markets: EOG, COP, GLD, SLV, GOOGL, GOOG
Recorded timeframes: D1
Recorded sessions: any
Recorded regime: ranging|trending

Recorded indicators & parameters

Extracted indicator stack
Indicator	Parameters	Applied to
Z-Score	`{"window": 30}`	spread

Z-Score Trading Algorithms

Extracted strategy rules

Recorded long-entry rules

Z-Score < -2.0

Recorded short-entry rules

Z-Score > 2.0

Recorded exit rules

Z-Score between -2.0 and 2.0

Recorded filters

Not specified in the extracted record.

Stop loss: Not specified
Take profit: Not specified
Position sizing: Not specified

Questions about this record

What entry rules are recorded for Z-Score-Based Pairs Trading?

Long: Z-Score < -2.0 Short: Z-Score > 2.0 These are unverified extracted rules.

Which markets and timeframes are recorded?

Markets: EOG, COP, GLD, SLV, GOOGL, GOOG. Timeframes: D1. These are source-recorded labels, not verified execution behavior.