Genimi Z Score Inverse Arbitrage Pro
- Uzman Danışmanlar
- Bi Zhou
- Sürüm: 12.50
- Güncellendi: 20 Ocak 2026
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
