Extracted algorithm research record

Z-Score Statistical Arbitrage

Uses Z-Score to identify mean reversion opportunities in financial markets.

Record 142 · Catalog rank 1,942 · 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.

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Extraction warnings

Opacity warnings

PARTLY OPAQUE ENTRY: 1.0 of 2 entry conditions reference a value the source never published. The rest is specified.

Recorded market & execution profile

Recorded markets: EURUSD
Recorded timeframes: H1
Recorded sessions: any
Recorded regime: any

Recorded indicators & parameters

Extracted indicator stack
Indicator	Parameters	Applied to
No indicator stack was recorded. This does not establish a price-action-only strategy.

Extracted strategy rules

Recorded long-entry rules

current_zscore <= -2.5

Recorded short-entry rules

current_zscore >= 2.5

Recorded exit rules

current_zscore >= 0.0

Recorded filters

Not specified in the extracted record.

Stop loss: not specified
Take profit: not specified
Position sizing: fixed 0.10 lots

Questions about this record

What entry rules are recorded for Z-Score Statistical Arbitrage?

Long: current_zscore <= -2.5 Short: current_zscore >= 2.5 These are unverified extracted rules.

Which markets and timeframes are recorded?

Markets: EURUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.