Wednesday, October 26, 2016

A Couple Pairs Teasers....10.26.16

Following yesterday's pairs post here are 2 more setups that have proven highly reliable over the past 2 years.  The metrics shown shown reflect only the last 6 months since, as we have painfully witnessed, paradigms change and standard deviation values then have to be adjusted accordingly.
For now both setups are slowly churning up the equity curve with modest drawdowns.
Setups shown have no money management stops in place, only a 10 day time stop.
(XLF= SPDR Financials sector ETF, TLT= IShares 20 year Treasuries ETF, SPLV=Powershares low volatility S&P ETF, SH=ProShares S&P500 Short ETF)
(click once on each chart to enlarge)