MUR-SSL

Sector: Oil & Gas Refining & Marketing
Currently converging from 0.73 standard deviations

Hedge ratio:

1.55

Cointegration:

Over 99%

Avg. holding period:

6 days

σ Equilibrium:

0.52

Profit potential:

299 ticks

You could…

Buy MUR and Short SSL

ACGL-THG

Sector: Property & Casualty Insurance
Currently converging from 0.74 standard deviations

Hedge ratio:

1.61

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.29

Profit potential:

271 ticks

You could…

Buy ACGL and Short THG

JPM-RY

Sector: Money Center Banks
Currently converging from 0.97 standard deviations

Hedge ratio:

0.88

Cointegration:

Over 99%

Avg. holding period:

10 days

σ Equilibrium:

0.3

Profit potential:

305 ticks

You could…

Buy JPM and Short RY