Pair Trading Strategy Journal

Jonny,

thanks for the help. I was doing most of the same things. One other thing I added to help reduce the amounts of buy signals was to increase my strech and I added a second layer to really show ones that have gotten a bit out of whack
 
Quote from hat8866:

Jonny,

thanks for the help. I was doing most of the same things. One other thing I added to help reduce the amounts of buy signals was to increase my strech and I added a second layer to really show ones that have gotten a bit out of whack
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Yes ive done the same thing, ive got layers at 2.00, 2.50, 3.00, 3.50 & 4.00 and reguarly see 2nd layer opportunities, most of the time they are on the same signal as the first layer, see a few 3.00 signals but yet to see any pairs 3.50 or 4.00 deviations from their mean. Have been considering layering into my pairs to lower my cost average but happy with just entering once atm.
 
Quote from jonnysharp:

Exited one trade for nice profits;

Sold ANV @ 4.25
Covered GRS @ 4.59
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+8.7% Absolutly

+361% Annually

I would not have chosen a pair under $5 but you cannot argue with success :-).

Also, it seems that you took a chance by going against the mean reversion idea as the pair was near the mean at the time of entry.
Again, congrats.
 
Hello,
Do you have by any chance an historical track for all your trades?
Can you present them?
I'm interested to see your total performance since you started trading.
Thanks.
 
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