Visa / Mastercard Pairs Spread
PairsTrades the Visa/Mastercard price spread when it stretches two standard deviations.
What this strategy does
Visa / Mastercard Pairs Spread is a pairs strategy that trades V vs MA on 15-minute bars. Trades the Visa/Mastercard price spread when it stretches two standard deviations.
How it performed
Backtested on real V vs MA market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +28.2%, or +8.6% annualized. It closed 111 trades with a 68% win rate. Risk-adjusted, that is a Sharpe ratio of 0.85, a Sortino ratio of 1.45 and a maximum drawdown of 14.9%.
| Symbol | V vs MA |
|---|---|
| Bar size | 15-minute |
| Strategy type | Pairs |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +28.2% |
| Annualized return | +8.6% |
| Sharpe ratio | 0.85 |
| Sortino ratio | 1.45 |
| Max drawdown | 14.9% |
| Win rate | 68% |
| Closed trades | 111 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.