Correlated MT58.1

EALegit summary — unaudited listing

Correlated MT5 v8.1 is a MetaTrader 5 multi-symbol expert advisor that builds a configurable basket of 3-10 symbols (defaulting to major USD forex pairs), normalizes their prices, and computes a correlation matrix optionally filtered with Random Matrix Theory, cointegration, Ornstein-Uhlenbeck, and Kalman filter methods. Entries are mean-reversion signals based on Z-score and/or S-score thresholds, requiring minimum correlation with the basket, with exits on mean reversion, extreme scores, correlation breakdown, maximum holding time, critical drawdown, or detected crisis regime. Risk is managed through ATR-based stop loss and take profit, Kelly-adaptive or fixed position sizing, a position cap, a portfolio risk limit, drawdown control, and volatility scaling; it can also run as a market-analysis dashboard without automated trading. Practical timeframes are M15 to H4 for trading, M5 for monitoring, and D1 for context.