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$124,891
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Strategy builder
Run history
Saved strategies
Strategy name
Backtest period
From
To
2024
2023
2022
3Y
5Y
Per-category configs
T5-validated overrides per category
OFF
Signal thresholds
Entry |z| ≥
Exit |z| <
Min correlation
Min expected return %
Min spread std dev
Global settings
Z-score window (days)
Correlation window (days)
Max hold days
Risk management
Stop loss
ON
Loss threshold %
Take profit (staggered)
ON
Closes 33% at each z-score level
TP1 |z| <
TP2 |z| <
TP3 |z| <
Position sizing
Fixed
Vol-scaled
Starting capital
$
Notional / leg
$
Max global positions
Max per category
Max per ticker
Cost model
Zero costs
Alpaca
IBKR Pro
IBKR Lite
Robinhood
Custom
Slippage (bps)
Borrow rate %/yr
Margin rate %/yr
Pair universe
~1136 pairs
All active pairs
Category
Stock pairs
768
ETF equivalents
160
Sector vs market
76
Cross sector
51
Bonds
31
Geographic
25
Crypto proxy
6
Commodities
5
Cross asset
5
Stock vs sector
4
Stock vs market
2
Commodity stock
1
Thematic
1
Factor
1
Sector
Financials
420
Utilities
138
sector
117
Industrials
73
Energy
62
Real Estate
50
Information Technology
49
Health Care
30
bond
26
broad_market
21
Consumer Discretionary
21
geographic
20
technology
15
Materials
11
healthcare
9
Consumer Staples
9
crypto
6
consumer_discretionary
6
Communication Services
5
consumer_staples
4
commodity
3
financials
3
energy
1
utilities
1
Walk-forward, Monte Carlo & parameter sweeps coming soon
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