BAC / JPM
Excluded- CointegrationAdjusted q-value
- 0.300Fail · threshold 0.1
- Spread stationarityAdjusted q-value
- 0.0638Pass · threshold 0.1
Why it did not qualify
- Corporate-action review is incomplete
- Long-term relationship is not supported
The research desk
Actual end-of-day findings, including pairs that did not qualify.
Source: Massive, split-adjusted daily closes. Research findings, not executable prices or trade recommendations. Model pairs-eg-bh-pit-2.2.0.