SFL-ULTR

Sector: Shipping
Currently converging from 0.22 standard deviations

Hedge ratio: 2.57

Cointegration: Over 99%

Avg. holding period: 6 days

σ Equilibrium: 2.71

Profit potential: 110 ticks

You could…

Short SFL and Buy ULTR

CMA-WTFC

Sector: Regional - Midwest Banks
Currently converging from 1 standard deviations

Hedge ratio: 1.09

Cointegration: Over 99%

Avg. holding period: 14 days

σ Equilibrium: 0.4

Profit potential: 285 ticks

You could…

Buy CMA and Short WTFC

THS-DMND

Sector: Processed & Packaged Goods
Currently converging from 1.03 standard deviations

Hedge ratio: 1.1

Cointegration: Over 99%

Avg. holding period: 8 days

σ Equilibrium: 0.13

Profit potential: 293 ticks

You could…

Buy THS and Short DMND

RWT-AFN

Sector: Mortgage Investment
Currently converging from 0.24 standard deviations

Hedge ratio: 14.4

Cointegration: Over 99%

Avg. holding period: 12 days

σ Equilibrium: 3.49

Profit potential: 129 ticks

You could…

Short RWT and Buy AFN