Monitored
pairs across 8 sectors
Pairs
Two names, one spread
Mean reversion across sector pairs — when cousins diverge, the spread usually remembers its manners.
The board
Z-score analysis · 15
| Pair | Z-score | Half-life | Signal |
|---|---|---|---|
| XOM/CVX | -1.91 | N/A | WATCH |
| KO/PEP | 1.54 | 169d | WATCH |
| GOOGL/META | 0.61 | 86d | NONE |
| V/MA | -0.6 | 229d | NONE |
| HD/LOW | 0.65 | N/A | NONE |
| DAL/UAL | -1.62 | 1422d | WATCH |
| AVGO/TXN | -1.46 | 54d | NONE |
| JPM/BAC | -1 | 1192d | NONE |
| CAT/DE | -0.36 | N/A | NONE |
| NEE/DUK | -0.87 | N/A | NONE |
| UNH/CVS | -2.3 | N/A | ENTRY |
| LIN/APD | 1.92 | N/A | WATCH |
| MCD/SBUX | -0.21 | 225d | NONE |
| PM/MO | 0.85 | N/A | NONE |
| RTX/LMT | 0.6 | 655d | NONE |
How to read it
Spread — log(priceA) − log(priceB), 60-day lookback. Z-score — (spread − 20d mean) ÷ 20d stdev.
Entry at |Z| > 2.0. Direction — Z > 0: short A, long B · Z < 0: long A, short B. Exit at |Z| < 0.5.
Half-life — estimated days for the spread to revert. Negative means it may not be mean-reverting at all.