Is it normal...?
ArbMaker breaks its functions into important segments. First, it looks for cointegration. Then it assesses potential profitability.
Profitability leans heavily on being able to get the timing right. Using the idea of a normal (or near normal) distribution is a key element for this. Normality means predictability.
The Q-Q chart, below is an example, is used in the software to assess normality...