BVL StatArb | XAUUSD - DXY (Macro Node)
Trade the divergence. Capture the convergence.
A quantitative statistical arbitrage system built to exploit temporary inefficiencies between XAUUSD (Gold) and the U.S. Dollar Index (DXY) using a beta-weighted macro relationship model.
The algorithm continuously monitors the structural inverse correlation between gold and USD strength, identifying periods where price deviates from statistically expected behavior and targeting high-probability mean reversion opportunities driven by macro imbalance and liquidity shifts.
✅ Fully systematic execution
✅ No discretionary trading
✅ Statistically validated methodology
✅ Real-time alerts & automation ready
✅ Built for institutional-style quantitative traders
Designed around Gold’s sensitivity to USD liquidity cycles, this model translates macro divergence into actionable trading signals with a rules-based framework built for consistency and precision.
Institutional Edge. Built for Retail.
TradingView 👇
https://www.tradingview.com/script/PMPKTrgq-BVL-StatArb-XAUUSD-DXY-Macro-Node
- 1 month ago








