# Z-Score Statistical Arbitrage

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

Canonical: https://prismaticalgos.com/compendium/algo/142-z-score-statistical-arbitrage
Record ID: 142
Catalog rank: 1942 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.mql5.com/en/articles/22707
Evidence label (unverified): backtest_shown

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

## Recorded profile

- symbols: EURUSD
- timeframes: H1
- sessions: any
- market_regime: any

## Indicators

No indicator stack recorded.

## 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.

## Risk controls

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