Merger Arbitrage

M&A deal spread capture: buy targets at discount to deal price

Total Return

-6.9%

Sharpe Ratio

-2.07

Max Drawdown

-6.9%

Win Rate

18.5%

Alpha

-68.7%

Comp. Score *

0.00

Risk Parameters

Max Allocation0.0%

Stop Loss10.0%

Take Profit5.0%

Max DD Tolerance6.9%

Rebalancedaily

Execution Guidance

Order TypeLimit

Entry RuleEnter when Z-score exceeds 2.0. Exit when Z returns to 0.

TimingWAIT FOR SIGNAL: Only enter when price spread between paired stocks reaches extreme levels. *

ScalingFull position at entry. No scaling — it's a convergence trade.

Positions — Vol-Adjusted Sizing

Symbol	Action	Vol	Stop Loss	Take Profit	Size	Links
IEX	BUY	26%	11.0% below entry	5.5% above entry	0.0%	TV YH