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thanks, actually at first my pairs were categorized by sector, now Ive arranged my watchlists by industry, I find this better. I'm not sure I understand your last question, an average gain is achieved no matter what size is used, eg....2% of 10k or 2% of 100k, you can committ any size to each...

Yes pairs trading is ideal for prop accounts, CFDs or portfolio margin. with a Reg T margin account the ROI would have been 19% or 45% annualized.

Exited 3 trades; Sold SIM @ 4.41 Covered GNA @ 6.02 Sold ALV @ 19.13 Covered MGA @ 29.20 Sold TEN @ 1.98 Covered TKS @ 6.90 1 new trade; Long KIM @ 15.43 Short WRI @ 17.30

thankyou, yes max margin is 1:10, results achieved using leverage.

yes as jones confirmed its how much ive outperformed the SP500 since starting this journal on 18th August, SP was 1292.

Correct.

thanks, yes its calculated on closed positions, if calculated including open returns roi would be slightly less, however that changes daily and isn't important, its not a profit or loss till the position is closed.

no managing at all just waiting for an exit signal, don't really care how long it takes to come back, im mainly focused on finding new trades, and don't even look at my open positions until I get an exit signal, and no on this one I didn't take the fundamentals into account, just a pure...

ROI = 64% since start of journal Annualized = 153% SP500 Outperformance = 102% since start of journal Also with less risk, exposure and volatility of SP500.

Exited two trades; Sold MT @ 26.48 Covered SID @ 16.43 Sold ETE @ 18.80 Covered MGG @ 16.02 Entered two new trades; Long TMK @ 34.80 Short MET @ 33.27 Long SPN @ 16.59 Short NOV @ 28.95

One new trade; Long SFL @ 11.68 Short VLCCF @ 15.13

yes I know, in my orignal formula I said to multiply the ratio change by one leg only.

correlation = 59.72%

Let me give you an example; Long $10k ABC @ 100 Short $10k XYZ @ 181 Ratio = 0.55 Sold ABC @ 118 Covered XYZ @ 181 Ratio = 0.65 Profit on ABC = 18% ($1800) Profit on XYZ = 0% ($0) 0.65 / 0.55 = 1.1818

Ive kept my position sizing the same the entire journal as Ive been withdrawing most of my profits to enjoy life a little, snowboarding/surfing trips, other things. But this year Im going to really knuckle down in trading and re-invest my profits, increase size and let the positive effects of...

Exited one trade for profits; Sold GFI @ 9.67 Covered AU @ 27.69

I didn't have this pair on my radar, ive added it now as its got good correlation at 96% plus they are 2 very similar business's which makes for a good pair. Yes I see the entry signal generated on Wednesday, yeah I would have taken a good look at that trade, going over the charts seems ok.

Yes I got in at a spread of $1.78, my trade in this same pair on the 9th was at a spread of $1.12, both times ive bet on the narrowing of this spread, yes the spread chart has ticked up but overall its in a downtrend, that is technically ANV is stronger than GRS.

One new trade; Long ANV @ 3.77 Short GRS @ 5.55

SD doesn't show on the charts and you don't need it too. In your preferences for signal settings and in layers, the number used for pair stretch is the same as standard deviation, so if your pair stretch is 2.00 and your 2nd layer is pair stretch 2.30, you will receive an entry signal when the...