Preset

Wide Z=2.5 Both Sides

Only trade extreme dislocations beyond 2.5 stdev. Very rare; the few trades that fire tend to resolve cleanly when the size relationship is range-bound.

Family: YM/RTY Size Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2.5
Exit z-score (absolute): 0.5
Side: Both sides
YM contracts per trade: 1
RTY contracts per trade: 2

Timeframe

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

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