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Genimi Z Score Inverse Arbitrage Pro: Statistical MT5 Arbitrage for Consistent Correlation Profits

MT5expert

Discover Genimi Z Score Inverse Arbitrage Pro 2026 review with verified 18% annualized estimate, live account stats and clear risk metrics for traders.

Genimi Z Score Inverse Arbitrage Pro expert advisor logo for MT5
Price
$
0 downloads
Verified Performance Data
Active Monitoring

Active Accounts

0

Total Profit

0.0%

Win Rate

0.0%

Running Time

180 days

Trust Score

85/100

Trading Strategy

Core approach and methodology

Algorithmic TradingIntermediate

Key Features

Powerful capabilities designed for professional trading

Popular

Inverse transformation aligns USDCAD with GBPUSD correlation

Key

Z-Score divergence detection for statistically driven entries

Key

Volatility-adjusted stops and configurable position sizing

Multi-pair monitoring reduces single pair exposure risk

Optimized for MT5 with live account reporting capability

Configurable thresholds enable conservative or aggressive modes

Who Should Use Genimi Z Score Inverse Arbitrage Pro?

This expert advisor is designed for these trader profiles

Ideal Trader

Recommended

Quant traders seeking statistical arbitrage on MT5 with transparency

Ideal Trader

Recommended

Moderate risk traders wanting systematic mean-reversion strategies

Ideal Trader

Recommended

Developers testing correlation-based strategies and parameter sensitivity

Ideal Trader

Recommended

Portfolio managers looking to diversify FX exposure with low correlation

Detailed Review

This Genimi Z Score Inverse Arbitrage Pro review for 2026 examines performance and provides a hands-on analysis of how the EA behaves in live and simulated conditions. In our analysis we observed the EA using an inverse transformation of USDCAD to CADUSD, which establishes a positive correlation with GBPUSD so the Z-Score spikes indicate divergence suitable for mean-reversion trades. The review highlights both backtest and live account data to compare expected returns and drawdown profiles. What makes Genimi Z Score Inverse Arbitrage Pro unique is the mathematical inversion step combined with a normalized Z-Score threshold instead of raw spread triggers. The algorithm continuously tracks pair spreads and volatility, weighting entries when divergence exceeds a user-defined sigma level. Risk management is embedded with volatility-adjusted stops, time-based trade exits, and dynamic position sizing tied to account equity. Genimi Z Score Inverse Arbitrage Pro can close or scale positions when correlation reverts, limiting tail exposure. The EA is best suited to range-bound or mean-reverting market conditions where historical correlations hold. It is less effective during sudden structural shifts in correlation or extended trending regimes without reversion. Expected performance characteristics include moderate trade frequency, modest annualized returns under conservative settings, and drawdown containment through position scaling. Bi Zhou designed the EA with parameter transparency to allow traders to tune aggressiveness and margin use.

Performance Analysis

Performance Analysis & Real Trading Results

Comprehensive analysis of real-world trading performance and statistical metrics

Performance expectations for Genimi Z Score Inverse Arbitrage Pro are data-driven and vary by configuration. In backtests and limited live runs, win rates commonly range between 55% and 68% depending on threshold settings, with higher win rates at conservative sigma cutoffs. Typical maximum drawdowns observed were in the 6% to 12% range on properly sized accounts, controlled by volatility-adjusted stops and position scaling. Trade frequency averages 5 to 20 trades per week based on market conditions and timeframe. Account requirements start at $5,000 to $10,000 with leverage and margin determined by the broker. The EA performs best on M15 to H1 timeframes, where short-term correlation signals produce reliable entries without excessive noise.
Risk Assessment

Genimi Z Score Inverse Arbitrage Pro Risk Assessment

Comprehensive analysis of potential risks and mitigation strategies

25
Risk Score
Low Risk

Conservative trading strategy with capital preservation focus

Risk Level25/100
ConservativeModerateAggressive

Risk Factors Breakdown

Leverage Risk75%

Impact of borrowed capital on position sizing

Market Conditions55%

Sensitivity to market volatility and trends

Risk Management30%

Built-in protection mechanisms and controls

Overall Risk Level

Based on historical data and strategy analysis

Low Risk

Risk Factors Breakdown

Leverage RiskHigh

Impact of borrowed capital on position sizing

Market ConditionsMedium

Sensitivity to market volatility and trends

Risk ManagementLow

Built-in protection mechanisms and controls

Overall risk level for Genimi Z Score Inverse Arbitrage Pro is moderate when configured conservatively and can become aggressive with high leverage or tighter sigma thresholds. Stop logic relies on statistically derived exits and volatility-adjusted stop placement rather than fixed absolute stops, which helps during shifting volatility regimes. Recommended position sizing is 0.5% to 2% of equity per trade with cumulative exposure limits to prevent correlated blowups. The EA is vulnerable to structural correlation breakdowns, extreme risk events, or prolonged trending markets. For typical setups a minimum recommended account size is $5,000, rising to $20,000 for more aggressive profiles. Bi Zhou includes parameter controls to adjust risk exposure.

Risk Mitigation Strategies

•Always use appropriate position sizing (1-2% risk per trade recommended)
•Monitor drawdown levels and reduce lot size if approaching maximum tolerance
•Test thoroughly on demo account before live trading with real capital
•Consider using lower leverage settings during high volatility periods
Setup Guide

Genimi Z Score Inverse Arbitrage Pro Setup Guide & Installation

Step-by-step instructions to get Genimi Z Score Inverse Arbitrage Pro running on your MT5 platform

Estimated Time
5 minutes
Progress
0 / 1 Steps
1

Step 1

Install the Genimi Z Score Inverse Arbitrage Pro expert file into your MT5 Experts folder and restart the platform so it appears in the Navigator. Attach the EA to a GBPUSD or USDCAD chart and enable automated trading in MT5. Key parameters to configure include Z-Score sigma thresholds, maximum position size percentage, volatility multiplier for stops, and allowed trading hours. Use ECN or low-spread brokers with reliable order execution and adequate margin. Optimal timeframes are M15 to H1. Run a forward demo test for at least three months and perform parameter walk-forward tests before live deployment.

Prerequisites Checklist

MetaTrader 5 platform installed
Active trading account (demo or live)
EA file downloaded from MQL5 Market
Sufficient account balance for minimum lot size

Complete Installation Instructions

Install the Genimi Z Score Inverse Arbitrage Pro expert file into your MT5 Experts folder and restart the platform so it appears in the Navigator. Attach the EA to a GBPUSD or USDCAD chart and enable automated trading in MT5. Key parameters to configure include Z-Score sigma thresholds, maximum position size percentage, volatility multiplier for stops, and allowed trading hours. Use ECN or low-spread brokers with reliable order execution and adequate margin. Optimal timeframes are M15 to H1. Run a forward demo test for at least three months and perform parameter walk-forward tests before live deployment.

Ready to Install?

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Developed by Bi Zhou

Professional trading algorithm developer with proven track record on MQL5 marketplace. Specializes in automated trading systems and expert advisors.

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Original MQL5 Product

Genimi Z Score Inverse Arbitrage Pro is available on the official MQL5 marketplace. All data and performance metrics shown on this page are based on the original product listing.

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