AUM $500,242
Regime ATTRIBUTION
VIX —
Signals 15
Cash $500,000

Pairs Trading — Strategy C

Cointegrated pair mean-reversion signals · max 4 active / 3 permitted
4
ACTIVE
0
CANDIDATES
0
COOLING OFF
SCAN INFO
Regime: BULL  |  Source: yfinance (fallback)  |  Z-entry: ±2.0  |  Z-exit: ±0.5
2026-05-24 15:05:18
Active Pairs
NVDA/AVGO
Information Technology
ACTIVE
SHORT SPREAD
LOW
+2.18
Z-SCORE
68.0%
CORR (60D)
6.7d
HALF-LIFE
58.2%
SPREAD VOL
WEAK
COINT CLASS
NVDA SELL @ $211.81
AVGO BUY @ $398.47
$10,000/leg
WEAK cointegrated pair (EG p=0.110) · 68% corr · z=+2.18 (entry at ±2.0) · HL=7d · spread_vol=58%
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PEP/KO
Consumer Staples
ACTIVE
LONG SPREAD
LOW
-2.07
Z-SCORE
65.0%
CORR (60D)
15.7d
HALF-LIFE
67.3%
SPREAD VOL
STRONG
COINT CLASS
PEP BUY @ $156.29
KO SELL @ $78.35
$15,000/leg
STRONG cointegrated pair (EG p=0.048) · 65% corr · z=-2.07 (entry at ±2.0) · HL=16d · spread_vol=67%
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IONQ/RGTI
Information Technology
ACTIVE
SHORT SPREAD
MEDIUM
+2.67
Z-SCORE
88.2%
CORR (60D)
34.0d
HALF-LIFE
100.5%
SPREAD VOL
WEAK
COINT CLASS
IONQ SELL @ $48.44
RGTI BUY @ $15.96
$10,000/leg
WEAK cointegrated pair (EG p=0.127) · 88% corr · z=+2.67 (entry at ±2.0) · HL=34d · spread_vol=101%
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RGTI/QUBT
Information Technology
ACTIVE
SHORT SPREAD
HIGH
+3.24
Z-SCORE
82.1%
CORR (60D)
15.5d
HALF-LIFE
211.7%
SPREAD VOL
STRONG
COINT CLASS
RGTI SELL @ $26.02
QUBT BUY @ $12.66
$15,000/leg
STRONG cointegrated pair (EG p=0.005) · 82% corr · z=+3.24 (entry at ±2.0) · HL=16d · spread_vol=212%
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