BVL PipX is a short-timeframe statistical arbitrage strategy for GBPUSD on sub-1minute charts. It measures how far GBPUSD’s momentum diverges from it’s statistical mean and trades the mean reversion once that divergence is statistically stretched and begins to exhaust.

It doesn’t chase the move. It waits for the stretch, the turn, and the confirmation.

How the Edge Works:

1. Divergence Measurement
   Compares the rate of change of GBPUSD to it’s established mean to find moments when it’s out of step.

2. Volatility Normalization
   The divergence is scaled by ATR%, so signals stay consistent across quiet and fast markets. A volatility floor prevents false spikes when the market is dead.

3. Rolling Z-Score
   Converts the normalized divergence into a Z-Score, showing exactly how extreme the current spread is compared to its recent history.

4. Exhaustion Entry
   PipX enters only after the Z-Score reaches the trigger level, crosses back inside it, and divergence velocity confirms the turn.

Dashboard:
An on-chart table shows statarb metrics, system status, trade duration, open P/L, and hedge status for easier monitoring at a glance.

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