AUM $500,242
Regime TRANSITION
VIX 21.0
Signals 1
Cash $500,000

Pairs Trading — Strategy C

Cointegrated pair mean-reversion signals · max 3 active / 3 permitted
3
ACTIVE
0
CANDIDATES
6
COOLING OFF
SCAN INFO
Regime: TRANSITION  |  Source: yfinance (fallback) (cached)  |  Z-entry: ±2.0  |  Z-exit: ±0.5
2026-04-09 07:02:34
⚠ TRANSITION regime — new pairs are blocked. Existing pairs continue until health exit conditions are met.
Active Pairs
CE/EMN
Basic Materials
ACTIVE
SHORT SPREAD
MEDIUM
+2.62
Z-SCORE
67.7%
CORR (60D)
6.1d
HALF-LIFE
48605.1%
SPREAD VOL
WEAK
COINT CLASS
CE SELL @ $56.07
EMN BUY @ $69.57
$10,000/leg
WEAK cointegrated pair (EG p=0.091) · 68% corr · z=+2.62 (entry at ±2.0) · HL=6d · spread_vol=48605%
▶ Show legs
DUK/OGE
Utilities
ACTIVE
SHORT SPREAD
LOW
+2.04
Z-SCORE
76.2%
CORR (60D)
7.1d
HALF-LIFE
96.8%
SPREAD VOL
STRONG
COINT CLASS
DUK SELL @ $133.46
OGE BUY @ $48.39
$15,000/leg
STRONG cointegrated pair (EG p=0.042) · 76% corr · z=+2.04 (entry at ±2.0) · HL=7d · spread_vol=97%
▶ Show legs
EMR/IR
Industrials
ACTIVE
LONG SPREAD
LOW
-2.10
Z-SCORE
75.2%
CORR (60D)
5.5d
HALF-LIFE
69.5%
SPREAD VOL
WEAK
COINT CLASS
EMR BUY @ $131.11
IR SELL @ $83.72
$10,000/leg
WEAK cointegrated pair (EG p=0.140) · 75% corr · z=-2.10 (entry at ±2.0) · HL=6d · spread_vol=70%
▶ Show legs
Cooling Off (Suspended)
ETR/CNP SUSPENDED hedge ratio drifted 155%
ITW/PPG SUSPENDED hedge ratio drifted 82%
MTB/FITB SUSPENDED hedge ratio drifted 317%
RRC/CNX SUSPENDED price data unavailable
EXC/LNT SUSPENDED price data unavailable
FE/EVRG SUSPENDED price data unavailable