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.

📊 Backtest Results (5,000 USD starting capital)

• Net Profit: +439,768 USD
• Profit Factor: 1.66
• Total Trades: 1,298
• Winning Trades: 801 (61.7%)
• Max Consecutive Wins: 13
• Largest Winning Trade: 17,693 USD
• Largest Losing Trade: –26,213 USD
• Average Trade Result: +338.80 USD

⚙️ 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

👨‍🎓 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.

⚠️ Disclaimer

• Recommended minimum capital: 2,800–5,000 USD
• Backtest results are historical and do not guarantee future performance
• The bot uses no martingale, no grid — purely mean-reversion logic