Stat-arb Overlay

trading the qualified matrix cells · demo, record-only

When a demo basket first enters a qualified cell (n≥50, ≥10 distinct days, edge >2× spread in both walk-forward halves), the overlay opens one fixed-size position in the cell's edge direction and exits at the cell's horizon — exactly the recipe the matrix measured. Results are net of spread (bid/ask fills) and overnight financing. Each trade is tagged with its driver set: statarb (state only) vs statarb+positioning (crowd alignment informed the cell) — so each layer's contribution is separable.

Active cell portfolio

top qualified cells by edge × √n, one horizon per cell, refreshed with each publish

Overlay trades newest first

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