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MA / V has nice correlation and really got out of wack over the last few days. Might be worth checking out if you haven't. also, this may have already been mentioned on the thread but there is some pair trading strategy info as well as weekly videos on thinkorswim web site where one of...

didn't have time to look for new trades today. exited SNH/NHP at modest profit.

busy day. closed out: hcp/vtr: small loss peo/pten: modest loss spg/amb: modeset profit tco/bxp: breakeven...closed due to earning release vno/krc: modest loss...closed due to earning release pps/cpt: nice profit closed out 2 due to expected earnings release tomorrow or after market...

2 exits today: OXY/DO modest profit PDE/NOV: small loss 16 wins/ 5 losses (76% wins) Winners 2.3 to losers but that will change my most recent 10 pairs that are not yet closed are acting well so i may losing some of the rust. also, some ideas by walt have helped me think about a few...

closed out: xlk/xlb for larger profit then expected since i expected it to be a smaller profit trade closed out ard/btu for smaller profit So far 79% wins (15), 4 losses (21%). Still some big losers that will hurt my stats when i get an exit signal. like ngs/bjs (lots of ngs options...

Closed out some more and entered more today. CLOSES: NSC/CSX; modest profit KB/SHG; modest profit cpt/hst; small profit str/hal: large profit; best yet hiw/dlr: modest loss; largest loss so far SO FAR: 17 trades; 13 wins (76%). Average win size for $1000 trade: $24 Average loss...

Update: Yesterday I closed out kb/shg (from 1/6) for a modest profit. did not have time to scan for new trades. So far wins 10, losses 3, and wins about 3x size of losses. That will change quickly when some of my losers start to close out. i have created a few new charts and...

walt, 2 things. First, i went back and created some new indicators for myself incorporating the RSI (which is a bit different then pairtradefinders for some reason) and profit potential. One thing that is interesting. I went back and looked at a spreadsheet where i had tracked all of...

Walt - I'll share once i have more data; maybe in a few weeks Thanks for your ideas on profitability. In thinking about your approach to narrowing down the list and being more selective it occurs to me that my parameters have been: * high correlation over time * fairly horizontal...

Walt, thanks for the info. i think i am slowly getting comfortable picking the right ones again as I think i did a better job early last year. i think using RSI or some other ideas i have to make sure there is enough profit makes sense. For what it's worth I closed out 4 trades today. 3...

thanks. Keep talking about the RSI. My paritrader is broken right now so i've been exclusively using a system i built. do you know what the formula is for the RSI calculation? i tried creating one that is simply trying to plot a 14 day RSI of the spread...but i'm not getting a chart that...

Walt...thats for your thoughts... i'll have to think more about your RSI factor more. I'm finding more signals but one of my current criteria is not to hold the same stock in two trades and i have so many positions that many are overlapping. I did close out one trade; ESS/MAA for...

ISI/IWB looked like an entry signal earlier but not showing anything close at end of day so scratch that one.. Unless I find differently I'm slightly up from my 3:45 entries and will close that out first thing tomorrow as an error. not sure what I saw earlier...

closed out: utx/cbe for profit; holding time 3 days 4 for 4 so far but many still open at loss new trades: ISI/IWB TCO/BXP LFC/CEO VNO/KRC Two or 3 others almost had slightly profitable exit signals but turned ast last minute

Walt; as we go forward I'd also very much like to hear why you like certain trades better than others so i can begin to think about the same alternatives too.

Walt...i'm ok if my approach is right or your approach is right...as long as i figure out and ultimately move to the one that makes the most money. Hope we can keep exchanging ideas... Per my note last night I entered into a few trades this morning from the list last night: (long first)...

Walt: I do have quite a few...around 3000 in my database. Because the scan i built looks for a few key criteria i only get maybe 50 or 60 to look at on any given day. The first time around i spent quite a bit of time w/ pairtradefinder using the industry or sector lists (don't remember...

Hey guys, thought I’d jump back into the fray. I was very intrigued when this journal was started and paper traded alongside the system for a month or two before making a total of 55 trades last February, March, April. My final tallys were 69% profitable and 31% losers … but my losers...

Congrats on this trade and in general. Per my notes after almost a year you should be up big! I do have one question. At one point I had 17 straight winners. I noticed the average win on my winners was smaller then your average despite the average loss size being similar, so i decided...

Great job. i have you at over 150% IRR or something ridiculous like that. FYI I'm still running > 80% IRR but my selections don't seem to make as much money as yours per trade. But, here's something i just noticed today the last 17 trades I closed were all winners! Now I'll jinx myself...