Find pairs that snap back.

Pick any two markets. SpreadLab checks whether the gap between them tends to return to normal, tells you where it sits today, and shows what simple rules would have made.

Asset A vs Asset B Bars

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Advanced settings

Trading rules Enter when spread is beyond standard deviations Exit when it returns within std dev Give up (stop) if it reaches std dev Max time in a trade bars, 0 = no limit Direction

Money & costs Capital per trade Commission bps per leg Slippage bps per leg Financing % per year

Model History years (daily) "Normal" measured over the last bars Hedge ratio re-estimated over bars Set hedge ratio by hand Data source

Where the spread is today

Go long A / short BNormalGo short A / long B

If you had traded it

Hypothetical results. Signals fire at a bar's close and fill at the next close. Every statistic uses only data that was available at the time.

The two markets

The gap between them, in standard deviations

Shaded bands are the entry zones. Triangles mark where the rules entered a trade.

Ask about this pair

The assistant is not switched on yet. It uses Kimi (Moonshot AI). Get a key at platform.moonshot.ai, then run this in a terminal, paste the key, press Enter, and restart the server:

read -r K && printf 'KIMI_API_KEY=%s\n' "$K" >> .env && echo saved

The assistant sees the statistics, rules and recent trades shown on this page. It explains and challenges; it does not give personal investment advice.

All the numbers & trade list

#	Entered	Exited	Side	Entry σ	Exit σ	Hedge	Bars	Gross	Costs	Net	Closed by

Pick two related markets

An ETF and its sector, two rivals, two indices, two currencies. Anything that should move together for a reason.

We test the relationship

Do they stay tied together? How fast does the gap close? You get a plain answer, not a page of statistics.

See what the rules would have made

Enter when the gap is stretched, exit when it closes. Real costs included. Every trade listed.