RINS
Screening

Cointegration screening

An escalating test hierarchy — Johansen, Gregory–Hansen, Phillips–Ouliaris, and a Hurst-exponent proxy — so one method's blind spot doesn't decide the result.

Engle & Granger (1987) · Johansen (1988) · Phillips & Ouliaris (1990) · Gregory & Hansen (1996)
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Diagnostics

Z-score & half-life

ADF stationarity testing plus an Ornstein–Uhlenbeck half-life estimate — how fast statistical analysis shows deviations revert, not just whether they might.

Uhlenbeck & Ornstein (1930) · Dickey & Fuller (1979) · Kwiatkowski et al. (1992)
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Stability

Regime & breakdown detection

PELT change-point detection partitions the history into regimes, so a long, stationary current regime can be told apart from a heavily fragmented one.

Killick, Fearnhead & Eckley (2012)
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Filtering

Earnings-aware gating

A pair is excluded when either leg has an earnings report imminent, since event risk swamps the mean-reversion statistics. Instruments without earnings pass automatically.

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Coverage

Multi-asset (equities / FX)

The same price-ratio pipeline runs across equities and FX — one consistent statistical treatment regardless of asset class.

Kalman (1960) · Hurst (1951)
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Backtesting

Transparent backtests

Backtests net out commission, bid–ask spread, and market impact — no frictionless-fantasy performance numbers.

Gatev, Goetzmann & Rouwenhorst (2006)
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Coverage & data

What RINS actually screens.

The universe, the inputs, and the cadence — stated plainly, so you know exactly what the statistics are computed on.

US Equities
S&P 500 constituents
+ 21 sector & index ETFs
Live
FX
43 pairs — majors, crosses
& EM · Professional tier and above
Live
Pair universe
521 symbols → 135,460
candidate combinations
Per screen
Correlation floor
Default 0.60
platform minimum 0.55
Configurable
Backtest window
Up to 1,000 days
30 / 60 / 90-day MA windows
Configurable
Screen cadence
Run overnight by RINS
ready before the open
Nightly

Coverage is what the engine computes on — not a claim about returns. See Disclaimers & Risk Disclosures.

See it on your own watchlist.

Research tool, not advice.