Phantom Stat Arb Scanner
- Experts
- Version: 1.10
- Updated: 15 May 2026
- Activations: 5
⚡ Phantom Stat-Arb Scanner (Institutional Arbitrage)
🔥 The "Unfair Advantage" Prop Firms & Hedge Funds Use
Phantom Stat-Arb Scanner is an institutional-grade utility that brings Statistical Arbitrage (Stat-Arb) to the MetaTrader 5 platform. While retail traders struggle with single-pair indicators, Hedge Funds and Prop Firms thrive on "Mean-Reversion Divergence"—trading the spread between highly correlated assets.
Our scanner tracks up to 20 currency pairs in real-time, building a dynamic correlation matrix. When two perfectly matched pairs (like EURUSD and GBPUSD) suddenly diverge in opposite directions, the scanner instantly fires a **Hedge Fund Style Arbitrage Signal**: "SELL the Leader, BUY the Lagger."
This allows you to profit as the two pairs snap back into their normal correlation, significantly lowering market exposure and directional risk.
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=== GOD-TIER PRESETS ===
[SETUP 1] SWING ARBITRAGE (Best Overall / Default)
The #1 most profitable configuration. Designed to catch large macro-divergences across H1 charts.
- **InpCorrPeriod:** 200
- **InpMinCorrelation:** 0.70
- **InpDivergenceBars:** 24
- **InpMinSpreadPct:** 0.50
[SETUP 2] FAST MEAN REVERSION (High Frequency)
Generates high volume of signals with an impressive 66% win rate by tracking short-term correlation snaps.
- **InpCorrPeriod:** 24
- **InpMinCorrelation:** 0.85
- **InpDivergenceBars:** 3
- **InpMinSpreadPct:** 0.15
[SETUP 3] SCALP PAIRS (Ultra-Tight Correlation)
Only looks for pairs that are >90% correlated and pounces on the tiniest divergences for quick scalps.
- **InpCorrPeriod:** 20
- **InpMinCorrelation:** 0.90
- **InpDivergenceBars:** 2
- **InpMinSpreadPct:** 0.10
=== BACKTEST RESULTS (H1 Pairs Trading, 2024-2026, $10,000 Position Size) ===
Validated using Python Data Science backtesting engine:
[SWING ARBITRAGE] Net Profit: +$3,031 | 585 Trades | Win Rate: 67% | Max DD: 10.1%
[FAST MEAN REVERSION] Net Profit: +$2,865 | 2319 Trades | Win Rate: 66% | Max DD: 11.6%
[SCALP PAIRS] Net Profit: +$2,435 | 2762 Trades | Win Rate: 67% | Max DD: 5.4%
🌟 KEY FEATURES
1. 🌐 Dynamic Correlation Matrix
Calculates real-time Pearson Correlation across all your selected pairs to find assets that move together >80% of the time.
2. 💥 Spread Divergence Detection
Monitors the exact % divergence (Spread) between correlated pairs. When the spread exceeds your threshold (e.g., 0.15%), an arbitrage opportunity is born.
3. 🤖 Instant Actionable Signals
No more guessing. The dashboard explicitly tells you which pair is the "Leader" (the one that moved too fast) and which is the "Lagger".
- **Signal Format:** `SELL [Leader] / BUY [Lagger]`
4. 📊 Sleek On-Chart Dashboard
A non-intrusive, dark-mode institutional panel displaying Pair A, Pair B, Correlation Score, Spread %, and the Action Signal—updating every second.
5. 🛡️ Market-Neutral Trading
Because you are buying one pair and selling a highly correlated pair, your net market exposure is close to zero. You are trading the *relationship* between pairs, not the market direction.
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⚙️ RECOMMENDED SETTINGS
* **InpSymbols:** `EURUSD,GBPUSD,AUDUSD,NZDUSD,USDJPY,USDCHF,USDCAD` (Add any pairs your broker supports!)
* **InpCorrPeriod:** `50` (Tracks correlation over the last 50 bars)
* **InpMinCorrelation:** `0.80` (Only tracks highly correlated pairs)
* **InpDivergenceBars:** `5` (Looks for sudden divergence in the last 5 bars)
* **InpMinSpreadPct:** `0.15` (Fires a signal when pairs diverge by >0.15%)
* **Timeframe:** M15 or H1 is recommended for stable institutional arbitrage.
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📝 HOW TO TRADE STAT-ARB LIKE A PRO
1. Attach the scanner to an empty chart (e.g., EURUSD H1).
2. Wait for a signal to appear on the dashboard.
3. Example Signal: `SELL GBPUSD / BUY EURUSD` (Correlation: 0.85, Spread: 0.20%).
4. Open the trades simultaneously with equal lot sizes.
5. Close both trades when the spread normalizes and you reach net profit!
(Note: The MQL5 Tester validation trades automatically for market compliance. During live trading, the scanner provides signals for manual execution or integration with your auto-trader.)
