Strategy

Strategy 3

Statistical arbitrage exploiting price inefficiencies across correlated assets.

Win Rate

65%

Avg Hold Period

7 days

Max Drawdown

-6.1%

How It Works

This mean-reversion strategy identifies pairs of historically correlated stocks and trades the spread when divergence occurs. By going long the underperformer and short the outperformer, it captures convergence profits while remaining market-neutral.

⚠ Disclaimer: Past performance does not guarantee future results. All strategies involve risk of loss. Evaluate carefully before investing.