current version of system results seen in stat_arb_simulator.py:

    # _3
    # (1-250) +2381.7747742142883
    # (250-350) -886.2146842064366
    # (360-460) -1000.00
    # _4 
    #+2044.2080660286929 (1-100)
    #80
    #24
    #14
    # +6000.00 (250-350)
    # _5
    # -1350.00 (600-700)
    # +967.7458176597763 (700-800)
    # -207.2085659829528 (800-900)
    # -1462.2612239729012 (600-700)
    # _1
    # 1-50 +717.00
    # 50-150 +115.59741495211688
    # _6
    # 5
    # 0.02288168562463909
    # 15
    # 12393.42631087813
    # 191
    # 44
    # 35

Mean profit of 0.35%/day with 0.84% std dev.

Hourly predictions, tested on time periods of significantly different volatility exclusively within the past 14mo.

Win rate ~ 56% over ~300 samples evenly spread across different volatility regimes.