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Zscore Reversion
Buy at Z < -2 (statistically oversold), sell at Z > 0
Risk Parameters
Max Allocation0.0%
Stop Loss10.0%
Take Profit5.0%
Max DD Tolerance4.9%
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 |
| CASH |
HOLD |
0% |
N/A |
N/A |
100% cash |
|