text 5 Feb Today’s hot pairs

DECK-VLCM

Sector: Textile - Apparel Footwear & Accessories
Currently converging from 0.69 standard deviations

Hedge ratio:

5.59

Cointegration:

Over 99%

Avg. holding period:

13 days

σ Equilibrium:

0.88

Profit potential:

767 ticks


You could…

Short DECK and Buy VLCM







LMT-ORB

Sector: Aerospace/Defense Products & Services
Currently converging from 0.17 standard deviations

Hedge ratio:

4.57

Cointegration:

Over 99%

Avg. holding period:

17 days

σ Equilibrium:

2.04

Profit potential:

155 ticks


You could…

Buy LMT and Short ORB







MDC-MHO

Sector: Residential Construction
Currently converging from 0.21 standard deviations

Hedge ratio:

2.49

Cointegration:

Over 99%

Avg. holding period:

8 days

σ Equilibrium:

1.49

Profit potential:

125 ticks


You could…

Short MDC and Buy MHO







GRMN-AFFX

Sector: Scientific & Technical Instruments
Currently converging from 0.16 standard deviations

Hedge ratio:

3.86

Cointegration:

Over 99%

Avg. holding period:

12 days

σ Equilibrium:

3.04

Profit potential:

102 ticks


You could…

Short GRMN and Buy AFFX




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