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Mean Reversion Pairs Scanner

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$9.99/month + usage

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Mean Reversion Pairs Scanner

Mean Reversion Pairs Scanner

Identify statistical arbitrage opportunities in synthetic crypto pairs. Scans for extreme spread deviations (Mean Reversion) to find high-probability trade setups. Advanced Z-Score analysis, multi-timeframe support, and weekly trend confirmation.

Pricing

$9.99/month + usage

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Developer

Eray Diler

Eray Diler

Maintained by Community

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1

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2 days ago

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Mean Reversion Pairs Scanner ↔️

Find "rubber band" trades in synthetic crypto pairs.

This advanced scanner identifies statistical arbitrage opportunities by analyzing the spread between two assets (like ETH vs. BTC). It looks for moments when the relationship between two assets stretches too far from its average (mean), signaling a high probability that it will "snap back" (revert).


🌟 What is Mean Reversion?

Imagine a rubber band connecting two prices. Sometimes market panic or excitement stretches this band too far.

  • Mean Reversion Trading bets that the band will eventually relax back to its normal state.
  • This scanner finds those "stretched" moments for you automatically.

🛠 How it works

  1. Synthetic Pairs: It creates pairs from top coins (e.g., ETH-BTC, SOL-ETH).
  2. Moving Average (MA): It calculates the average spread over time (e.g., 20 days).
  3. Z-Score Analysis: It measures how far the current spread is from that average in terms of standard deviations (Z-Score).
  4. Signal Generation: If the deviation is extreme (e.g., > 2 standard deviations), it generates a LONG or SHORT signal for the pair.

📥 Configuration (Input)

ParameterDefaultDescription
Deviation %5.0How far (in %) the price must be from the Moving Average to trigger a signal.
MA Window20The number of candles used to calculate the average.
Timeframe"1d"The candle size. 1d (Daily) is recommended for reliable swing trades. Options: 1h, 4h, 1d, 1w.
Use MedianfalseIf true, uses Median instead of Mean (better for ignoring sudden price spikes).
Confirm WeeklytrueChecks the weekly trend to filter out bad signals (highly recommended).

Example Input

{
"deviation_pct": 5.0,
"ma_window": 20,
"timeframe": "4h",
"confirm_weekly": true
}

📤 Results (Output)

The scanner identifies the pair and the direction to trade:

[
{
"pair": "ETH-BTC",
"deviation": 12.5,
"z_score": 2.8,
"signal": "SHORT"
}
]
  • SHORT ETH-BTC means: Sell ETH and Buy BTC (betting ETH will underperform BTC).
  • LONG ETH-BTC means: Buy ETH and Sell BTC (betting ETH will outperform BTC).

📦 About

Created by Eray Diler for StrategyLab. StrategyLab is a software studio dedicated to building high-quality developer tools, financial scanners, and productivity apps for macOS & iOS. We craft solutions that help traders and developers find their edge.