Search results

Could you define your extremes Saico?

New Trade: NYSE Pipelines: Bought WMB @ 21.10 Sold MMP @ 43.76 What I like about trade: Non-trending ratio chart % -> Mean at near term historic levels Corr. chart flat at high reading(90%) 50d Spread at extreme What I don't like: Nothing. The perfect set up according to my...

Totalkeops - Do you only pair trade ETFs?

Sold GFI @ 11.92 (6.91%) Covered GG @ 38.74 (-12.52%) Sold FITB @ 12.59 (9.29%) Covered WBS @ 16.47 (-6.88%) 5 trades posted on this forum: 3 wins 2 losses

New Trade: Bought WX @ 15.26 Sold @ BMY @ 24.94 Signal taken at Layer 2(2.5 SDs) What I like about trade: Good oscillation around mean on ratio chart. High corr. % - > Mean is at historical extremes (4.83%) At Layer 2 What I don't: Spread is not at 50d extreme. Recent...

Sold MA @ 221.75 (1.09) Covered V @ 86 (-5.22) 3 x Closed trades on this thread: 2 wins 1 Loss Only posting US trades to forum. 'Mistake' with this trade was focusing on Layer 3 signal( 3 x SDs) and choosing to disregard the fact that the pair was earnings driven. The pair...

Sold FFIN @ 55.22 (2.17%) Covered FHN 12.95 (1.75%) Typo from P.304 reads bought 'Bought FFIN @ 55.11' - It should have read 51.11 2 trades 2 wins so far. Other open trades posted here are not looking so pretty though. :mad:

Quote from BD1 ******************* Hello, I would like to get some input on what you do with analyst upgrades/downgrades. Here is what I am doing but always looking to improve: 1. If a trade is triggered and the only news is an upgrade/downgrade I typically do not trade but I am...

Thanks for the feedback BD1. Dividends are not something I filter for, but will probably start looking to add as a filter. Until now, I have learnt the stock was ex-div only when I go and check my closed trade P&L. Over time the +/-tend to even out, but it is something I should be aware of...

Nice to see you back Jonny- You have been missed OK new trade - Asset Man. Sold AB @ 27.44 Bought OZM @ 13.23 What I like about trade: At Layer 2( =2.5 SDs as per my PTF parameters) Non-trending Ratio chart % -> Mean at near term historic levels Pair has good history of...

Another trade in Regional Banks. Bought FITB @ 11.518 Sold WBS @ 15.41 What I like about trade: Non-Trending ratio chart V.High corr (93%) Spread chart at 50d high(Short the spread- so like to see it at high) Backtests well No earning pending What I don't like: Would prefer...

Well BD1 its funny you shld point that out. When the signal was generated, I ran RYN through BBG/Reuters to filter for news and I wondered why I had entered it under NYSE-REITs in PTF, as BBG has it listed as a Paper & Related Products company. It looked like an error on my part...

Bought RYN @ 40.67 Sold DRH @ 8.26 What I like about Trade: Non-Trending ratio chart Corr trending upwards Spread near 50d low What I don't: % -> Mean reading is not that high Having said that % -> Mean and % profitability are not necessarily correlated. i.e. if the %...

Sold FHN @ 13.18 Bought FFIN @ 55.11 What I like about trade: No earnings imminent. At Layer 2 (2.5 SDs) % -> Mean at near term historic level Ratio chart non-trending Spread is at 50d low(Long the spread, so like to see it at or making new lows) Corr chart trending upwards What I...

Sold FULT @ 8.98 (6.4%) Covered WFSL @ 19.01 (-.16%)

Trading discipline can mean many things. For me right now in earnings season, it is restraining from taking trades where there is a perfect set up based on my criteria. Saw at least 2 today. However, all have pending earnings. Although riskier than a 'non-news' trade, I don't mind taking...

Interesting Shiraz. And your pair is beating MA v V which is up 80 bspts as of today's close, since opening position Fri. I would have thought MA v SPY would have been a more logical choice, or is QQQQ your default benchmark ETF for all pairs?

Sold WFSL @ 18.98 Bought FULT @ 8.44 What I like about trade: Non-Trending Ratio chart % -> Mean at historic level Pair has good history of reverting back to Mean from this level. Corr. chart is flat to trending up slightly Corr is at high level(84%) What I don't: 50d spread is...

Well done with the NOK v QQQQ trade. My results of trading Stock v an ETF Benchmark have been somewhat flat. I base this on trading UK ETF/Stock ( I am based in EUR.) e.g. ISF.L/GSK.L (.73%) ISF.L/IHG.L (1.39%) Although ISF is the highly liquid FTSE-100 index ETF, ETFs have...

Thanks for the heads up mlsignups. This pair has been off my radar for some time. It must have been that the per trade profitability was < 300 when b.tested in PTF. I usually avoid the obvious pairs KO/PRP, HD/LOW, XOM/CVR for that reason. However, MA/V is so out of whack that even with...