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
1.89
Entry at ±2
Signal
flat
No entry — z-score inside band
Half-Life
12.6 days
Regime OK — spread mean-reverts on reasonable horizon
Hedge Ratio (β)
-0.1398
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)
4 trades · 50% win · avg 0.64% · max DD 1.0%
Backtest is for learning, not prophecy. Walk-forward before trusting size.