All daily resultsCalculated once per completed trading session and shared with every visitor. Weekends and exchange holidays retain the last trading session.
- CointegrationAdjusted q-value
- 0.771Fail · threshold 0.1
- Spread stationarityAdjusted q-value
- 0.317Fail · threshold 0.1
Why it did not qualify
- Corporate-action review is incomplete
- Returns are not sufficiently correlated
- Hedge ratio is unstable
- Current gap is too small
- Recent observations do not confirm the signal
- Long-term relationship is not supported
- Spread does not show sufficient mean reversion
Source: Massive, split-adjusted daily closes. Research findings, not executable prices or trade recommendations. Model pairs-eg-bh-pit-2.2.0.