These 15 equity pairs were identified from 780 possible combinations (40 large-cap stocks) using 252-day rolling correlation and Engle-Granger cointegration tests as of November 17, 2025. Selection criteria: correlation > 0.75, cointegration p-value < 0.10.
Active signals are generated when pair spreads diverge beyond ±2 standard deviations, indicating potential mean-reversion opportunities.
The heatmap displays CURRENT pairwise correlation (rolling 252-day window, updated daily) to monitor relationship stability. Darker orange cells indicate stronger correlation.
15 pairs selected via correlation (>0.75) and cointegration (p < 0.10). Signals trigger at ±2σ.
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Original Selected Pairs
| Selected Pairs (Nov. 17, 2025) | |||
|---|---|---|---|
| PAIRS | CORR | P-VALUE | CONFIDENCE |
Current Signals for Identified Pairs
Portfolio Statistics
Active Signals:
Avg Correlation:
Strongest Signal:
Days in Position:
Signal Distribution
Risk Metrics