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 +14.1%, or +4.5% annualized. It closed 90 trades with a 50% win rate. Risk-adjusted, that is a Sharpe ratio of 0.43, a Sortino ratio of 0.75 and a maximum drawdown of 10.0%.
| Symbol | V vs MA |
|---|---|
| Bar size | 15-minute |
| Strategy type | Pairs |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +14.1% |
| Annualized return | +4.5% |
| Sharpe ratio | 0.43 |
| Sortino ratio | 0.75 |
| Max drawdown | 10.0% |
| Win rate | 50% |
| Closed trades | 90 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.