Pairs#20tier 1live in production
pairs cointegration
cadence: Dailydata: medium
Mechanism
Tests stock vs sector ETF for cointegration before trading the spread. Without cointegration the z-score spread is
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
sector_etf_pricesWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
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