Pairs | Price Behavior Correlation | Rank Correlation | Mean Ratio | Lower Bound Ratio | Current Ratio | Upper Bound Ratio |
CAM/AA | 0.61993 | 0.70652 | 2.8565 | 2.4932 | 3.2639 | 3.2198 |
FTI/AA | 0.62137 | 0.71563 | 3.9295 | 3.3563 | 4.5435 | 4.5028 |
MEE/AA | 0.65435 | 0.69532 | 2.4748 | 1.6215 | 3.5082 | 3.328 |
X/AA | 0.65113 | 0.60758 | 3.432 | 2.847 | 4.2264 | 4.017 |
AEP/PNW | 0.65985 | 0.89399 | 0.94779 | 0.90913 | 0.90442 | 0.98646 |
BRCM/ALTR | 0.67156 | 0.69418 | 1.4259 | 1.2667 | 1.2573 | 1.5851 |
ALTR/INTC | 0.66936 | 0.78071 | 1.0523 | 0.93701 | 1.2008 | 1.1675 |
LLTC/ALTR | 0.68922 | 0.68431 | 1.3339 | 1.175 | 1.1031 | 1.4928 |
ALTR/LSI | 0.63202 | 0.71028 | 3.8016 | 3.325 | 4.4719 | 4.2781 |
MCHP/ALTR | 0.71925 | 0.61855 | 1.2987 | 1.1288 | 1.0962 | 1.4686 |
APD/GAS | 0.60731 | 0.59442 | 1.9908 | 1.7398 | 1.6706 | 2.2418 |
APD/IFF | 0.60638 | 0.58888 | 1.9969 | 1.755 | 1.6617 | 2.2387 |
BBBY/SPLS | 0.62645 | 0.85775 | 1.5916 | 1.4153 | 1.8209 | 1.7679 |
CLF/BTU | 0.64979 | 0.86538 | 0.88706 | 0.65182 | 1.1866 | 1.1223 |
CAM/MOLX | 0.61307 | 0.77529 | 1.9128 | 1.7376 | 2.0913 | 2.088 |
CLF/HAL | 0.66195 | 0.82848 | 1.3019 | 0.91298 | 1.811 | 1.6909 |
CLF/STR | 0.61532 | 0.84537 | 0.92351 | 0.59541 | 1.3314 | 1.2516 |
DUK/CMS | 0.64789 | 0.9256 | 1.1578 | 1.0595 | 1.0574 | 1.2561 |
UTX/COL | 0.64802 | 0.86495 | 1.2592 | 1.1916 | 1.1801 | 1.3269 |
COP/RDC | 0.69123 | 0.57924 | 2.1078 | 1.8826 | 1.7956 | 2.3331 |
FTI/CSC | 0.58474 | 0.80485 | 0.9892 | 0.83152 | 1.1587 | 1.1469 |
DTE/EIX | 0.65617 | 0.67745 | 1.1289 | 0.92213 | 1.339 | 1.3358 |
WEC/DUK | 0.64672 | 0.84641 | 2.8468 | 2.6705 | 3.0396 | 3.0231 |
GAS/EIX | 0.70152 | 0.65616 | 1.1438 | 1.0436 | 1.282 | 1.2441 |
EIX/SCG | 0.64843 | 0.66054 | 0.95427 | 0.90061 | 0.88729 | 1.0079 |
EIX/XEL | 0.65365 | 0.60435 | 1.6738 | 1.5798 | 1.5685 | 1.7678 |
ESRX/MHS | 0.64342 | 0.91622 | 1.3834 | 1.2741 | 1.5745 | 1.4926 |
VTR/HCP | 0.61709 | 0.72938 | 1.3851 | 1.2603 | 1.5154 | 1.5098 |
LLTC/XLNX | 0.69438 | 0.65828 | 1.1751 | 1.0719 | 1.0374 | 1.2783 |
PCG/SCG | 0.58933 | 0.72729 | 1.1866 | 1.1326 | 1.1274 | 1.2406 |
XRAY/PDCO | 0.64326 | 0.63505 | 1.2841 | 1.109 | 1.0981 | 1.4593 |
UPS/PH | 0.60514 | 0.7992 | 1.0823 | 0.9601 | 0.94825 | 1.2046 |
How to read this table | ||||||
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Red Current Ratio pirce means it is over upper bound; Green Current Ratio price means it is under lower bound; | ||||||
Comments: The X/AA pairs continue upwards, but it is not reach my stop yet. |
Wednesday, March 3, 2010
Daily Pairs Trading Signals as of 03-Mar-2010
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