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CLosed yesterday at a loss of 7% after good real estate data. Lesson learned: Choose closer substitutes.

EMC has been featuring in my list of SELL candidates for the last couple of days. I thought market overreacted on ADBE post earnings and it was quite tempting to buy it. So I coupled them. Currently the pair is in the money, however I still don’t feel quite comfortable walking away from...

A little bit risky, but anyway: S EMC B ABDE Dollar neutral.

3-5/day Also, I’m a huge fan of 3-legged combos, 2 Sells+1Buy or 1S+2B. Usually the 3rd security is the industry ETF/SPDR. I have not done any official research on this; however noticed that they behave better in the co-integration analysis, providing ADF readings in excess of 5.

Sold today. MET 39.21 - 0.6% UNM 22.15 6.7% Holding period when little bit over, but what the heck. Net gain 6.1%

I did a preliminary analysis on stockcharts. Check the blue line, Boll of 2 st dev. Here is the theoretical background is normally use: http://www.stanford.edu/~avinayan/Report445.pdf

You are betting that oil price is gonna stay flat for the holding period. I'd wait till their ratio gets to 1.1x, (2st dev on Bollinger 50) before I trigger.

S 3x KIM @ 15.21 B 1x PRU @ 52.25 enjoy

here is the picture

S: MET B: 2 UNM Stats: ADF: 4.34 Expected cross: 20days