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Like I said earlier I am doing stat arb, so am not really concerned with market cap, P/E, PEG ratio, etc.. I like to keep it simple and am not a big fan of optimization. What I do look at before putting on the trade are: Pending earnings releases Company guidance Analyst up/downgrades...

Max theoretical risk is: (((Trade Value)/2) -8.5%) +/- (((Trade Value)/2)+/- n%) Don't have a profit target. Just exit the pair when it reverts to rolling mean.

I don't d.trade. Av. trade length = 10 days +/- 8.5% = open gain/loss of one side of pair

New Trade: NYSE Banks Sold BAC @ 17.47 Bought IBN @ 40.35 What I like about trade: Layer 2(2.5 SDs) Great 'Heartbeat' ratio chart Corr value high - Trend flat/up % -> Mean at high end of near term range What I don't: Spread chart is opposite of where I wld like it to be...

I trade these sectors. As I am doing stat arb, look for the same thing as I do in all pairs i.e. High corr, nx Profit/Trade, % Winning trades etc. As far as cut off for losses I close out the position when one side of pair => -8.5%, unless other side =>+8.5%. B.tested this rule. Keeps you...

For what it's worth: PTF signalled an exit on the 18th for this trade. As I was not in it did not monitor so closely: Sell OXY @ 82.34 (.93%) Cover CEO 163.8 (1.42%)

NBG has shown up in a number of signals lately. Unfortunately, I cannot short them, (or just about any other financial ADR) through my CFD provider. These are all available for shorting through IB, where I am in the process of setting up a small acct.

Sold NOV @ 43.10 (-2.99%) Covered FTI @ 61.18 (-1.61%) 18 trades posted to forum 14 wins 4 losses

New Trade: NYSE Gold Producers Bought GG @ 39.99 Sold AU @ 39.08

Sold DLX @ 20.26 (4.33%) Covered HPY @ 17.85 (-2.65%) 17 Trades posted to forum 14 wins 3 losses

Sold IP @ 26.64 (6.3%) Covered SPP @ 4.41 (-1.85%) Sold FCS @ 10.6 (4.33%) Covered CY @ 12.36 (-.41%) 16 trades posted to forum: 13 wins 3 losses

You're right BD1. I jumped the gun. Posted without considering all the facts. You have a proven methodology that works for you as your posted track record shows.

New Trade. NYSE Building Materials: Bought NX @ 16.04 Sold WY @ 44.49 What I like about trade: Great non-trending ratio chart Big diff. btwn ratio and ratio mean. % -> Mean is at historic levels Spread is at 50d high What I don't: Would prefer to see the corr chart pointing up...

BD1 don't complicate your life by second guessing your system. Often doing nothing is the hardest thing to do.But you have to learn how to do it. Let your profits run. Tomorrow might be the day that GS upgrades/downgrades one side of the pair. On the other hand the spread might widen, and...

Why do you think it will inevitably be a loss?

Sold HMA @ 7.81 (4.83%) Covered BKD @ 19.35 (-.31%) 14 Trades posted to forum: 11 winners 3 losers

The filters that Davidg29 recommend are excellent, I use most of them, and PTF recommend them as well. My advice would be to limit yourself to about 40-50 pairs to start with based on the filters suggested by Davidg29. Tracking SPX/NASD/FTSE you will overwhelm yourself and shut down the...

Oh and one more... Sell CEO (166.17 signal level in PTF) Buy OXY (81.58 - signal level in PTF) I am not in this trade as I cannot short CEO through my CFD provider. The old adage of 'put the short on first' definitely saved me here.

OK. A whole wave of entry signals today: Bought ACC @ 27.11 Sold NHP @ 34.83 Bought FCS @ 10.16 Sold CY @ 12.31 Bought IP @ 25.06 Sold SPP @ 4.33 Bought WX @ 15.09 Sold BMY @ 25.72(Ex-Div 30/March) Bought FFIN @ 53.31(Ex Div today) Sold FHN @ 13.48

Sold POM @ 16.93 (.83%) Covered PNW @ 37.35 (1.53%) 13 Trades posted to forum: 10 wins 3 losses