Symtrade

📈 Pair Trader

Statistical arbitrage backtest — 34 pairs | 60d lookback | Z±2.0 | Jun 2024 → Jun 2026

Strategy: Scale-in pair trading with OLS hedge ratio (60d lookback). 🔵 LONG = Z < -2.0: long first stock, short second (β-weighted). 🔴 SHORT = Z > 2.0: short first stock, long second (β-weighted). Extra entry at |Z| ≥ 2.5. Exit when Z crosses 0.
Pairs
34
Total P&L
$+1815.40
Avg Winrate
72.3%
Profitable
27/34
Best
EAT/DIN
Worst
MHO/LGIH
Avg MDD
$-26.82
Worst MDD
LMT/NOC
PairβTradesWin%P&LAvgMDDW/LChart

🏆 Top 5 P&L

💀 Bottom 5 P&L

⚠️ MDD > P&L