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  1. M

    Pair Trading Strategy Journal

    I have opened new pair: Bought BEAV @ 28.69 Sold GD @ 75.83 and closed EXC-VVC for loss -1,91% M.
  2. M

    Pair Trading Strategy Journal

    Hello, two traders on Friday: Opened new pair: Bought KIM @ 15.65 Sold WRI @ 23.20 Closed ACE-CB for gain 1,95% Some stats - first trade opened 5.March 2010 So far 28 trades opened, 19 closed. Win ratio 78.95%, RRR 1:1.4 Average profit 434.20 USD per trade. Realized profit so...
  3. M

    Pair Trading Strategy Journal

    Closed 2 pairs for profit today: AB-OZM for profit 4,96% ALV-JCI for profit 3,37% Opened 2 new pairs: Sold AEM @ 60.87 Bought BVN @ 32.55 Bought RNR @ 57.14 Sold WRB @ 27.09 M.
  4. M

    Pair Trading Strategy Journal

    trader26 I follow portfolio of about 25 pairs. I also slowly change some pairs in my portfolio as learning more and more about pairs trading. Hope to go live (with smaller account) in about 2 months. M.
  5. M

    Pair Trading Strategy Journal

    Hello, I have closed pair ARM - TEN for profit 215 USD and opened new pairs today: Bought AFG @ 29.35 Sold ALL @ 34.25 Bought MTH @ 20.08 Sold RYL @ 22.64 I am including my actual P/L equity from all trades I posted to this forum. All calculations are based 10 000 capital per...
  6. M

    Pair Trading Strategy Journal

    Hello, Last night I was doing some research for new pairs with actual high correlation and past good results. I like: EXC - PEG BVN - GG NU - WEC NU – WR KMP - KMR AMR - LCC KIM - WRI CI - CVH CNL - XEL They all have very high correlation and their bactested equities look...
  7. M

    Pair Trading Strategy Journal

    Opened 2 new pairs today: Short ALV @ 54.07 Long JCI @ 32.36 Short PNW @ 38 Long POM @16.99 Closed: GPN-LPS for B/E GFI-GG for small loss -206 (PL based on 10000 investment, no commission, paper trading) M.
  8. M

    Pair Trading Strategy Journal

    Opened two new pairs today: BOT AB @ 32.50 SOLD OZM @ 17.51 BOT TEN @ 24.16 SOLD ARM @ 14.27 M.
  9. M

    Pair Trading Strategy Journal

    Closed pair BHP - BTU for profit 344.72 USD. My stats are included (based on capital 10 000 USD per trade, paper trading, no commission) M.
  10. M

    Pair Trading Strategy Journal

    Opened new pair today: ACE sold @ 53.32 CB bought @ 51.67 M.
  11. M

    Pair Trading Strategy Journal

    just small note to my stats - the number for days in trade is not correctly counted yet. M.
  12. M

    Pair Trading Strategy Journal

    Several trades today: Closed HD-LOW for profit 174.90 USD Closed AMB-PLD for loss -131 USD Opened: short BR @ 21.23 long LPS @36.37 short MET @ 44.84 long SLF @ 32.57 Stats for my trades opened here are included as screenshot. (all trades are sim, no commision, P/L based on 10...
  13. M

    Pair Trading Strategy Journal

    Closed pair DRQ-NOV for loss -1151 (based on 10 000 USD capital used) M.
  14. M

    Pair Trading Strategy Journal

    Closed BEAV-GD today for small loss -38 USD.
  15. M

    Pair Trading Strategy Journal

    Opened 4 new pairs today: Sold BHP @ 78.96 Bought BTU @ 44.48 Bought EXC @ 43.35 Sold VVC @ 24.14 Sold HD @ 32.91 Bought LOW @ 24.54 Sold GPN @ 45.53 Bought LPS @ 39.01 M.
  16. M

    Pair Trading Strategy Journal

    Closed 4 pairs for profit: (all profits based on 10 000 investment, paper trading, no commision) AFG-ALL for profit 299 USD BR-LPS for profit 281 USD BMY-WX for profit 558 USD CS-NBG for profit 713 USD Total statistics: 12 pairs opened 8 closed for profit 0 closed for loss 4...
  17. M

    Pair Trading Strategy Journal

    Opened new trades today: Sold AFG @ 28.19 Bought ALL @ 31.18 Sold BMY @ 26 Bought WX @ 14.24 Sold CS @ 51.36 Bought NBG @ 4.05 Sold GFI @ 12.30 Bought GG @ 33.85 M.
  18. M

    Pair Trading Strategy Journal

    I was travelling and didn’t have access to internet. That is why I missed few exit signals. I have closed following trades today (all numbers based on 10000 investment, no commission): AMR – DAL for profit 651.55 USD DFG – MET for profit 462.93 USD EGLE – ESEA for profit 846.56 USD...
  19. M

    Pair Trading Strategy Journal

    Trades today: Covered for profit: AB - OZM pair, gain 930 USD (with 10 000 allocation per trade) Opened new trade: sold AMR @ 10.16 bought DAL @ 13.28 M.
  20. M

    Pair Trading Strategy Journal

    Thank you coreed for the info. I have to admit, I am building my pairs portfolio from the statistic perspective only so far, so we will see how it goes. Regarding DFG-MET pair. Yes, this pair can get quite volatilite. I have include equity of 5 years backtest of this pair to this post. There...
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