ShadowTraderPro Pairs Trader for September 25, 2009
The ShadowTraderPro Pairs Trader
is a daily report which spotlights one equity pair which trades in a definable range and whose stocks are positively correlated. The objective of the newsletter is to present one such pair daily that may be coming into play currently, giving self-directed traders the opportunity to put the pair on watch for possible entry. Additionally, Pairs Trader sends out specific trade recommendations on selected equity pairs. These trades are managed actively via real-time email alerts and are tracked in the Pairs Trader Portfolio.
To get the most out of your subscription, please read our
Pairs Trader User's Guide
If you have any questions or comments regarding commentary or plays in this newsletter, please email to pairstrader@shadowtrader.net.
Pair of the Day
- Pair: OXY - RRC
- Sector: Independent Oil & Gas
- Spread 23.97
- Ratio: 1.47
- Correlation: 0.94
- Spread range: 22.00 - 23.20
This pair is clearly trending and thus you should only be interested in trading it directionally from the long side. This would mean a buy on OXY and a short on RRC. Trendline support is coming up nicely from the bottom and the RSI2 is lookng oversold.
Pairs Trader Portfolio
The matrix below shows all current ShadowTrader Pro Pairs Trader trades in the Portfolio. The Portfolio contains only those plays that are sent
out in real-time via email. The Pair of the Day setup above is not actively managed or or tracked. Appearance of a pair in Pair of the Day does not guarantee that the pair will be in play in the Portfolio at any time. Current open positions are on top, with
positions that were closed in the current calendar week on the bottom.
Closed positions are moved out of the matrix on Monday mornings and
posted in our performance page here.
To get the most out of your subscription and for detailed instructions
on how to structure your own portfolio, read our
Pairs Trader User's Guide
| OPEN POSITIONS - week of 09/21 - 09/25 |
| pair |
dir |
sizes |
date
entered |
entry
spread |
date
closed |
exit
spread |
target |
stop |
status |
mark
to
market |
p&l
points |
p&l
capital |
capital
commit |
|---|
| none |
|
|
|
|
|
|
|
|
|
|
|
|
$0.00 |
 |
| CLOSED POSITIONS week of 09/21 - 09/25 |
| sym |
dir |
size |
date
entered |
entry
spread |
date
closed |
exit
spread |
target |
stop |
status |
mark
to
market |
p&l
points |
p&l
capital |
capital
commit |
| RNR-WRB |
long |
94, 199 |
09/21 |
28.10 |
09/23 |
28.31 |
n/a |
n/a |
closed |
n/a |
0.21 |
20.00 |
0.00 |
|
| SPY-DIA |
short |
48, 52 |
09/10 |
8.22 |
09/24 |
8.13 |
n/a |
n/a |
closed |
n/a |
0.09 |
9.00 |
0.00 |
|
| GLD-AU |
short |
93, 18 |
09/23 |
58.13 |
09/24 |
58.08 |
n/a |
n/a |
closed |
n/a |
0.05 |
93.00 |
0.00 |
|
| |
TOTALS: |
|
open shares (open capital committed doesn't include closed trades) |
$0.00 |
Click here for year to date Pairs Trader Performance - 2009
|
