Today
Prep → check signal → log if you take it. Prices are sample data, so this z-score is not a real trade signal.
Journal stored in Postgres. Safe to use on Vercel.
Z-Score
2.46
Entry at ±2
Signal
flat
Z ≥ +2: QQQ rich vs SPY — short spread (short QQQ, long SPY) (blocked by regime filter)
Half-Life
N/A
Regime warning — half-life undefined (spread may not mean-revert)
Hedge Ratio (β)
-0.7208
QQQ vs SPY
Z-Score (last 120 sessions)
Daily prep
Rules (Plan A)
- Pair: QQQ / SPY only. No random tickers.
- Enter when |z| ≥ 2 and regime filter passes.
- Exit when z crosses 0. Stop at |z| ≥ 3.
- Risk ≤ 1–2% per trade. Stop trading if max daily loss hit.
- Log every signal — taken or skipped — same day.
Backtest snapshot (in-sample)
6 trades · 67% win · avg 0.42% · max DD 3.6%
Backtest is for learning, not prophecy. Walk-forward before trusting size.