System / Live
BVL PipX
GBPUSD sub-1 minute statistical arbitrage
A short-timeframe statistical arbitrage strategy for GBPUSD. It waits for momentum to stretch from its mean, then trades the reversion once that stretch exhausts.
PipX does not chase the move. It measures how far GBPUSD momentum diverges from its statistical mean, waits for that divergence to become extreme, and enters only after the turn is confirmed.
Venue
GBPUSD
Sub-1 minute charts on TradingView
Access
TradingView
Invite-only script after checkout
Inside the system
- 01
Divergence measurement against the established mean
- 02
Volatility normalization with ATR%, plus a floor for dead markets
- 03
Rolling Z-score of the normalized divergence
- 04
Exhaustion entry: trigger, cross-back, and velocity confirmation
- 05
On-chart table for statarb metrics, status, duration, open P/L and hedge state
How access works
- The hedge leg is synthetic and tracked in script variables. Pine strategies net positions, so it will not appear in the Strategy Tester.
- Live use requires a hedging-capable broker or bridge.
- After purchase, send your TradingView username for invite-only script access.
Risk disclosure. Checkout is processed on the BVLabs store.