Extracted algorithm research record
Pair Trading with Auto Optimization
Algorithmic trading strategy that exploits statistical deviations in correlated assets using Z-scores and auto optimization.
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.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- M15, H1, D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| 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
- Z-score > CurrentEntryThreshold
- Correlation close to minimum
Recorded short-entry rules
- Z-score < -CurrentEntryThreshold
- Correlation close to minimum
Recorded exit rules
- Profit target reached
- Correlation drop threshold
Recorded filters
- correlation filter
- Z-score filter
- Stop loss
- not explicitly stated
- Take profit
- not explicitly stated
- Position sizing
- based on risk
Questions about this record
What entry rules are recorded for Pair Trading with Auto Optimization?
Long: Z-score > CurrentEntryThreshold Correlation close to minimum Short: Z-score < -CurrentEntryThreshold Correlation close to minimum These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD. Timeframes: M15, H1, D1. These are source-recorded labels, not verified execution behavior.