Solomon Statistical Arbitrage Pro

  • Experts
  • Stephen Njai Njoroge
    Stephen Njai Njoroge
    • CEO at  Alternate Mechanics
    • Kenya
    • 168
    I am a full-time algorithmic trader and MQL5 developer with over 7 years of experience in Forex and CFD markets. My background combines strong programming skills (MQL5, Python, C++) with deep market knowledge gained from both manual trading and systematic trading.
  • Version: 1.1
  • Updated: 25 May 2026
  • Activations: 10

SOLOMON Statistical Arbitrage PRO

Advanced Pairs Trading EA with Kalman Filter + Monte Carlo Optimization

Overview

SOLOMON Statistical Arbitrage PRO is a sophisticated pairs trading Expert Advisor designed for serious traders who want to profit from mean-reversion opportunities between two correlated financial instruments.

Using advanced statistical methods including Kalman Filter for dynamic hedge ratio calculation, Monte Carlo simulation for optimal Z-Score detection, and robust risk management, this EA identifies high-probability trading opportunities while maintaining strict risk control.

IMPORTANT! After the purchase please send me a private message to receive the installation manual and the setup instructions.

Key Features

  • Three Beta Calculation Methods: Static, OLS Regression, and Kalman Filter (adaptive)
  • Dynamic Entry Z-Score Optimization via Monte Carlo Simulation (100+ paths)
  • Smart Position Sizing based on spread volatility and account risk
  • Multiple Stop Loss & Take Profit Modes:
    • Z-Score based
    • Percentage of balance
    • Risk-Reward Ratio
  • Extreme Jump Protection – filters out market shocks
  • Early Close Technology – closes trades near zero for clean exits
  • Real-time & Historical Spread Analysis
  • Full Hedging Support (Netting & Hedging accounts)
  • Detailed Logging & Results Export

Why SOLOMON Stands Out

Feature SOLOMON PRO Typical Pairs EA
Beta Calculation Kalman + OLS Static only
Entry Optimization Monte Carlo Fixed Z-Score
Risk Management Volatility-based Simple fixed lots
Jump Protection Yes Usually absent
Adaptive to Market Regime Yes No


How It Works

  1. Calculates dynamic hedge ratio (Beta) between Symbol A and Symbol B
  2. Monitors the spread in real-time using rolling statistics
  3. Computes Z-Score of the current spread deviation
  4. Uses Monte Carlo simulation to determine the statistically optimal entry Z-Score
  5. Opens hedged pair positions when deviation exceeds threshold
  6. Manages trade with multiple exit strategies until mean reversion occurs

The EA continuously adapts to changing market conditions through its Kalman Filter and periodic re-optimization.

Recommended Settings

  • Best Pairs: EURUSD/GBPUSD, EURUSD/USDJPY, XAUUSD/XAGUSD, Stock pairs, etc.
  • Timeframe: H1 (recommended), works on M15–H4
  • Minimum Account: $1,000 (better with $5,000+)
  • Broker: Any (ECN/STP recommended)

Default symbols: EURUSD + GBPUSD

Input Parameters Highlights

  • DynamicEntryZScore – Enables intelligent Monte Carlo optimization
  • BetaCalculationMethod – Choose between STATIC, OLS, or KALMAN
  • RiskPercent – Risk per trade (default 1%)
  • Multiple TP/SL modes – Full flexibility
  • JumpProtection – Protects against flash crashes and news spikes

Risk Management

  • True volatility-based position sizing
  • Maximum open spreads control
  • Multiple layered protection systems
  • No dangerous grid or martingale

⚠️ Past performance is not indicative of future results. Like all trading systems, use with proper risk management. Always test thoroughly in Strategy Tester before live use.

Support

  • Regular updates
  • Parameter optimization assistance
  • Custom pair requests possible
  • Dedicated support via MQL5 messages

Keywords

Statistical Arbitrage, Pairs Trading, Mean Reversion, Kalman Filter, Monte Carlo, Spread Trading, Hedge EA, Correlation Trading, Forex Robot, Gold Silver Arbitrage


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    [ My Channel ] HFT Spike EA Recommended accounts: High leverage Standard, ECN, Raw; Cent; Propfirm (FTMO FundedNext etc.) Strategies: Quantum Physics Principles, HFT Spike (High-Frequency Trading), level trading, neural trading, No Martingale, No Grid, single-position trend trading. A fully automated, risk-managed EA designed on XAUUSD tick data. You don't need to select a Time-Frame. Default values match the tested configuration. Designed for Gold. It detects sudden volatility bursts ("sp
    DAX Robot MT5
    MQL TOOLS SL
    5 (3)
    DAX Robot is an advanced automated trading system developed specifically for the DAX 40 Index on the H1 timeframe. Designed to handle the fast paced nature of one of Europe's most actively traded indices , the robot continuously analyzes market conditions and automatically executes trades based on its built in trading logic. The system focuses on identifying high probability trading opportunities by combining trend analysis, market momentum, and volatility based conditions. DAX Robot is designe
    Golden Conqueror
    Taner Altinsoy
    5 (1)
    Welcome to Golden Conqueror , a highly advanced, fully automated active scalping algorithmic system designed exclusively for Gold (XAUUSD) . Built with institutional logic, this EA strictly avoids dangerous grid or martingale systems. Instead, it utilizes high-precision Pivot Breakouts to exploit market momentum and volume surges. To ensure absolute risk mitigation and capital protection, the algorithm strictly limits itself to a maximum of 1 open trade at a time . Furthermore, every single exe
    Gold Beaver
    Arnold Bobrinskii
    5 (2)
    GOLD BEAVER MT5 — XAUUSD EA One-click setup. Drag onto an XAUUSD M1 chart and it trades. Defaults are ready to run, no tuning required. Not HFT. No low-latency connection required. Trades are evaluated on M15 boundary candles, so OHLC testing is sufficient. 12 selectable strategies, developed with a custom JIT-compiled Python research engine independent of the MT5 tester. They are not hand-tuned and not curve-fit, and were evaluated across multiple market periods from 2020 to 2026. No martingale
    Quantum Valkyrie
    Bogdan Ion Puscasu
    4.48 (158)
    Quantum Valkyrie  - Precision.Discipline.Execution Discounted   price .  The price will increase by $50 with every 10 purchases. Live Signal: CLICK HERE Quantum Valkyrie MQL5 public channel: CLICK HERE ***Buy Quantum Valkyrie MT5 and you could get Quantum Emperor or Quantum Baron for free !*** Ask in private for more details! IMPORTANT! After the purchase please send me a private message to receive the installation manual and the setup instructions.      Hello, traders. I am Quantum Val
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