{
  "id": 142,
  "rank": 1942,
  "name": "Z-Score Statistical Arbitrage",
  "aka": [
    "Z-Score Engine",
    "Statistical Arbitrage Engine"
  ],
  "family": "B",
  "subtype": "B4",
  "one_liner": "Uses Z-Score to identify mean reversion opportunities in financial markets.",
  "market_regime": "any",
  "timeframes": [
    "H1"
  ],
  "symbols": [
    "EURUSD"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [],
  "entry_long": [
    "current_zscore <= -2.5"
  ],
  "entry_short": [
    "current_zscore >= 2.5"
  ],
  "exit_rules": [
    "current_zscore >= 0.0"
  ],
  "filters": [],
  "stop_loss": "not specified",
  "take_profit": "not specified",
  "position_size": "fixed 0.10 lots",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": [
    "PARTLY OPAQUE ENTRY: 1.0 of 2 entry conditions reference a value the source never published. The rest is specified."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/142-z-score-statistical-arbitrage",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/22707",
  "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."
}