{
  "id": 12622,
  "rank": 1126,
  "name": "US500ZSignalPro",
  "aka": [],
  "family": "J",
  "subtype": "J1",
  "one_liner": "Cross-asset mean reversion strategy using the JP225 / US500 spread Z-score",
  "market_regime": "any",
  "timeframes": [
    "H2"
  ],
  "symbols": [
    "US500"
  ],
  "sessions": [],
  "indicators": [
    {
      "name": "Z-Score",
      "params": {
        "lookback_period": 20
      },
      "applied_to": "JP225 / US500 spread"
    }
  ],
  "entry_long": [
    "Z ≥ 2.2 for 2 consecutive bars"
  ],
  "entry_short": [
    "Z ≤ -2.2 for 2 consecutive bars"
  ],
  "exit_rules": [
    "|Z| ≤ 1.0 (mean reversion confirmed)"
  ],
  "filters": [
    "Consecutive Bar Confirmation 2",
    "Realized drawdown circuit breaker",
    "Weekend risk control (optional)"
  ],
  "stop_loss": "|Z| ≥ 3.8 (further expansion — invalidation)",
  "take_profit": null,
  "position_size": "Capital-based dynamic lot sizing — risk % per trade scales with current equity",
  "evidence_type": "backtest_shown",
  "completeness": 85.0,
  "signal_warnings": null,
  "claim_warnings": [
    "IMPLAUSIBLE PROFIT FACTOR: claimed 14.74. Over any real sample this is far outside what retail FX sustains.",
    "THIN SAMPLE: 30 trades - below the ~100 needed before a win rate or profit factor carries much information."
  ],
  "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": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/12622-us500zsignalpro",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://ctrader.com/products/4376",
  "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."
}