thematic
Statistical Arbitrage
Cross-sectional short-term reversal — long the 5 most "unfairly beaten-down" stocks each day, triple-barrier exits, 2× cross. 6.5yr backtest: +63% APY across 7-of-7 profitable years
Phase: DEPLOYED · last update 2026-05-20T07:39:04.901533+00:00
Initial
$552.884133869223
Current
$552.88
P&L
$-0.0 (-0.0%)
APY
—
Days
0.2
Equity Curve
Position / Metrics
| Open positions | 0 / 5 |
|---|---|
| Trades closed | 0 |
| Win rate | 0.0% |
| Avg win | +0.00% |
| Avg loss | +0.00% |
| Exits TP / SL / Time | 0 / 0 / 0 |
| Top-ups received | 0 |
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