FULL VERSION (high frequency and more optimize parameters) developed in Sep 2025
This strategy was designed by a university student studying Financial Technology, transforming academic statistical arbitrage theory into a real and profitable trading bot.
The system applies pairs trading between gold (XAUUSD) and silver (XAGUSD), capitalizing on their strong correlation and mean-reversion patterns.
๐ Backtest Results (5,000 USD starting capital and backtest in recent three years)
- Overall Performance
- Net Profit: $439,768.00
- Profit Factor: 1.3+
- Total Trades: 1,298
- Win Rate: 801 (61.7%)
- Max Consecutive Wins: 13
- Average Trade: $338.80
Long Trades (Buy)
- Net Profit: ~$432,725.42
- Profit Factor: 2
- Total Trades: 654
- Winning Trades: 410
Short Trades (Sell)
- Net Profit: $7,042.58
- Profit Factor: 1.0+
- Total Trades: 644
- Winning Trades: 391
โ๏ธ Key Features
- Statistical Arbitrage: Hedge trades between XAUUSD and XAGUSD
- Z-Score Divergence Signals: Detects spread deviation from equilibrium
- Dynamic Stop & Take-Profit: Volatility-adjusted exit strategy
- Correlation & ATR Filters: Trades only in strong, liquid conditions
- Market-Neutral Approach: Not trend-following, not martingale/grid
๐จโ๐ About the Author
Built by a Financial Technology university student, this bot is a practical implementation of advanced quantitative finance concepts.
It represents the bridge between academic research and live market execution.
ALL PARAMETERS ARE OPTIMIZED.
