Genimi Z Score Inverse Arbitrage Pro

Gemini Z-Score Inverse Arbitrage Pro V12.5: The Pinnacle of Statistical Arbitrage

Gemini Z-Score Inverse Arbitrage Pro is a sophisticated trading tool based on statistical arbitrage principles, designed to capture price deviations between positively correlated pairs (or pairs transformed into positive correlation).

Core Logic: Mathematical Transformation This EA is specifically engineered for the classic "negative correlation" pair: GBPUSD and USDCAD. Through a unique mathematical conversion of USDCAD into CADUSD, the EA models both symbols within a unified positive statistical framework.

• Divergence Capture: When GBPUSD and CADUSD move abnormally (e.g., one rises while the other falls), the Z-Score spikes, triggering an immediate entry.

• Noise Cancellation: If both symbols move in sync due to USD fluctuations, the Z-Score remains stable, effectively filtering out 80% of market noise.

Key Features:

• Inverse Statistical Modeling: Uses Log Returns for spread calculation, ensuring results are independent of absolute price levels.

• Real-time Commission Deduction: The TP algorithm automatically deducts commission costs per lot, ensuring "what you see is what you get" in net profit.

• Dual Independent Grids: Uses a risk-optimized martingale system for independent rebalancing when spreads widen.

• Atomic Risk Control: Built-in margin protection, equity drawdown hard stops, and auto-lot pre-checks.

Backtest Results (M30):

• Period: 1 Year | Default: $1000 / 0.01 LOT 2000 balance

• Net Profit: $1,743 | Max Drawdown: 12.83%

• Recovery Factor: 5.92 | Sharpe Ratio: 7.85