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Candidate pairs are the universe of tickers Money_Hedge considers entering. Each candidate is the result of a cointegration test that found the two tickers' prices move together over long horizons, even though either price alone trends. The system trades these pairs by going long the cheap leg and short the rich leg when the spread temporarily widens, then closing when the spread narrows back.

Glossary → · Statistical arbitrage

Last scan: 2026-06-15T13:10:12 · Filters: pvalue_threshold=0.01 · min_half_life_days=5 · max_half_life_days=25 · min_observations=250 · max_pairs_per_ticker=3 · universe_size=503 · as_of_date=2026-06-15

Column definitions

PairTwo tickers; the left is the long leg, the right is the short leg of a long-the-spread trade.
EG p-value Engle-Granger cointegration test p-value. Lower means stronger evidence of cointegration. We require p < 0.05.
Hedge ratio (β) Slope from regressing leg A's price on leg B's. We hold β shares of B short for every 1 share of A long.
Half-life (days) How many days it takes the spread to revert halfway to its mean. We filter to 5-60 days.
Current z Today's spread expressed in standard deviations from its long-run mean. Entry triggers at 1.5-3.0.
n obsNumber of daily price observations the cointegration relationship was fit on.

Candidates (178)

Universe-wide candidate list. Per-portfolio scoping arrives in Phase 3. Sorted by p-value ascending.

PairEG p-valueHedge ratioHalf-life (days)Current zn obs
MU / WDC0.0000+1.47823.3+5.071255
AKAM / SNDK0.0000+0.0407.2-2.77334
CCL / LH0.0000+0.21814.5+0.291255
BKNG / MA0.0000+0.54312.7-0.311255
DGX / MS0.0000+0.62821.3-1.331255
ADI / KLAC0.0000+1.45423.3-4.061255
JNJ / SATS0.0000+0.77920.9+2.281255
AMP / MSI0.0000+1.04623.5-0.171255
CHRW / SATS0.0000+0.87816.5+2.381255
AVGO / RL0.0000+1.20513.6-1.771255
MU / STX0.0000+0.96213.8+3.431255
EA / TEL0.0001+0.69818.9+1.741255
DGX / JCI0.0001+0.88415.0-0.541255
ANET / L0.0001+2.28716.9+1.251255
DE / GILD0.0001+2.63616.7+2.071255
CASY / PWR0.0001+1.11511.5+1.521255
MCO / META0.0001+0.38917.2+0.241255
ANET / TJX0.0001+1.27418.6+0.241255
AVGO / GE0.0001+1.18922.2+0.151255
BLK / SYF0.0002+10.24024.9-1.011255
AVGO / IBKR0.0002+5.34818.9-3.371255
SHW / SPGI0.0002+0.69823.3+1.371255
FE / RTX0.0002+0.12818.3+0.351255
AIG / TDG0.0002+0.03420.8-0.061255
MSFT / UBER0.0002+3.62818.6-0.411255
ANET / CBOE0.0002+0.67719.4+0.851255
RJF / VST0.0003+0.41016.5+0.861255
J / VST0.0003+0.22219.0-0.501255
NSC / NTRS0.0003+1.19318.4-1.351255
DGX / GS0.0003+0.11020.5-0.901255
APH / EA0.0003+1.25321.8+1.211255
HBAN / NDAQ0.0004+0.15218.9+0.981255
CBOE / PH0.0004+0.26119.2+0.941255
ALL / SNDK0.0004+0.0135.5-0.07334
J / ORCL0.0004+0.25619.5-0.311255
EMR / NVDA0.0004+0.31519.7+0.391255
IBKR / RL0.0004+0.22216.9+1.921255
AIG / WM0.0004+0.34519.4-0.361255
PPG / WST0.0004+0.17221.7-0.421255
COST / WM0.0004+6.40919.4+0.821255
AMP / APO0.0005+2.71119.7-1.041255
CBOE / EME0.0005+0.25917.0-0.561255
CMS / DUK0.0005+0.50918.2-0.551255
EMR / WMT0.0005+0.74219.9+0.241255
HLT / NVDA0.0005+0.94419.3+2.841255
HWM / IBKR0.0005+3.34321.0-1.481255
PPL / T0.0006+0.92224.9+2.181255
J / META0.0006+0.07420.0+0.131255
LH / MMM0.0006+0.83021.5+0.551255
CEG / ORLY0.0006+5.17721.7-0.771104
ADI / CAT0.0006+0.33519.5+1.621255
MCO / NWS0.0006+13.71719.6-0.121255
MGM / WST0.0006+0.05218.7+2.741255
CSX / HST0.0006+1.62420.2-0.031255
SYY / WEC0.0006+0.23020.2+0.371255
COF / TTWO0.0006+0.94420.3-0.101255
META / NWS0.0006+33.92122.0-0.241255
SYY / XEL0.0006+0.34720.3+0.351255
EMR / GE0.0007+0.22322.9-0.331255
EXPE / LH0.0007+1.53320.8+0.181255
AMZN / DLR0.0007+1.49020.5-0.251255
KR / NRG0.0008+0.20421.7+0.691255
SYY / TPR0.0008+0.07620.8+0.081255
BLK / CBRE0.0008+5.74424.1+1.431255
PFG / STLD0.0008+0.24821.1-0.771255
IBM / WRB0.0009+4.42723.9+0.951255
AMD / CSX0.0009+15.82122.3+4.081255
CINF / WELL0.0009+0.50221.2-0.591255
AMCR / KDP0.0009+1.31220.3-2.181255
CEG / WFC0.0009+5.45423.0-2.101104
CHRW / JNJ0.0010+1.05617.3+0.651255
BLK / CEG0.0010+1.70019.9+1.611104
EME / HLT0.0010+3.43322.9-0.491255
ICE / NWS0.0010+4.70622.3-1.551255
BKNG / V0.0010+0.87420.7-1.981255
MA / VST0.0010+1.27821.1-1.061255
TDG / WM0.0011+9.66023.9-0.221255
NDAQ / SYF0.0011+0.86021.8+0.011255
NXPI / TXT0.0011+2.98823.6+2.901255
AXON / WTW0.0011+4.23122.6+0.871255
AIG / RSG0.0012+0.26621.7+0.261255
EG / GEHC0.0013+0.58016.0-0.04875
CBRE / SYF0.0013+1.71919.2-2.491255
PH / TJX0.0013+6.73022.4-1.751255
CMS / KR0.0013+0.66721.7+1.331255
CINF / VTR0.0013+1.63422.2-0.311255
AMP / CTAS0.0013+2.14921.8+0.871255
CCI / SBAC0.0013+0.49423.7+0.031255
HSIC / PFE0.0014+0.48021.4+1.841255
MSCI / NCLH0.0015+8.47824.3+1.731255
KR / PPL0.0015+2.04124.1-0.581255
CSX / TER0.0015+0.05122.5+0.591255
CRL / MRNA0.0016+0.73324.9+0.411255
APP / UAL0.0016+7.48622.1-1.261255
ETN / URI0.0016+0.39319.8-2.681255
ADSK / COIN0.0016+0.39821.5-1.941255
ECL / MCO0.0016+0.53722.4+1.481255
CFG / NSC0.0016+0.30920.6+1.461255
ACGL / VRTX0.0016+0.22122.6+0.111255
FITB / PNC0.0018+0.23823.2+0.511255
FAST / RCL0.0018+0.08519.8+1.151255
AXON / MA0.0018+2.22922.8-0.331255
NSC / PNC0.0018+0.90923.0+0.291255
HD / SPGI0.0019+0.58323.4+0.471255
CINF / MO0.0019+1.97022.9-0.951255
AXP / WFC0.0019+4.15822.8-0.881255
AMGN / CB0.0020+0.90423.2+0.791255
IBM / ROL0.0020+6.43124.8+3.471255
OMC / PCG0.0020+2.85623.9-0.431255
EG / PCG0.0020+14.41620.2-0.241255
DRI / YUM0.0021+1.86823.0+0.851255
AME / MAR0.0021+0.47221.7-2.631255
NEE / O0.0022+1.75123.6-0.341255
CDNS / URI0.0022+0.28322.2-0.241255
APP / PLTR0.0022+3.25421.5+1.791255
IBM / SOLV0.0022+4.53313.0-0.06556
TDY / TPR0.0022+1.89519.5-0.031255
DHR / IQV0.0022+0.76624.0-1.761255
BBY / ZBRA0.0023+0.08523.9+2.301255
HD / KKR0.0024+1.13623.7-0.231255
AEP / RTX0.0024+0.45423.3+1.351255
NCLH / SW0.0024+0.51715.6-0.751255
HWM / MO0.0024+5.93020.8+0.201255
BBY / SW0.0025+1.04224.6+0.241255
DE / KMI0.0026+10.65123.9+1.161255
LNT / VTR0.0026+0.53820.4+1.011255
PEG / SOLV0.0026+0.36017.8-0.30556
ABBV / TRV0.0026+0.69624.2+0.131255
ALL / WSM0.0026+0.69322.2-0.191255
HSIC / UPS0.0027+0.12522.7+2.071255
L / NVDA0.0027+0.26519.9+0.521255
STE / TTWO0.0027+0.36024.5-1.601255
HSIC / MOS0.0028+0.33223.0+2.151255
HST / LRCX0.0028+0.02923.8+1.041255
TKO / YUM0.0029+3.00824.1+0.701255
ADI / VRT0.0029+0.72922.4+3.301255
ABNB / WST0.0029+0.20524.5-0.251255
POOL / ZTS0.0029+2.42123.5+1.881255
HON / JCI0.0030+0.62524.5-0.921255
ALL / TT0.0031+0.33724.2+0.841255
ITW / VMC0.0031+0.50624.7-0.171255
RL / WELL0.0032+1.96120.1+0.991255
ABBV / GD0.0032+0.68124.6-0.191255
FCX / HST0.0032+3.39724.4-0.761255
CIEN / LITE0.0032+0.54611.6-4.461255
BNY / GS0.0033+0.13819.7-0.591255
AMGN / GD0.0033+0.85124.8+0.321255
MGM / PPG0.0033+0.24522.5+3.221255
MSCI / SW0.0034+5.85820.5+1.251255
FRT / VTRS0.0034+3.74524.4+1.301255
AXON / V0.0034+3.63424.0-1.621255
PEG / PKG0.0036+0.29024.4-1.211255
APO / LII0.0036+0.24723.3+1.211255
TROW / XYZ0.0037+0.40816.0+1.671255
DE / WMT0.0038+2.41324.7+1.371255
PH / YUM0.0038+13.05325.0+0.741255
ADM / APA0.0038+1.30524.9+1.131255
CMS / DTE0.0039+0.49023.5-2.701255
HLT / WAB0.0042+1.11917.9+1.421255
ABNB / SNDK0.0042+0.00410.0-0.52334
NRG / WFC0.0043+2.67524.3-1.871255
HD / SHW0.0045+0.80921.4-0.821255
MMM / SOLV0.0050+2.27712.8+0.09556
DD / EXPD0.0051+0.35121.5-0.101255
EBAY / GEV0.0051+0.06311.6+0.99555
LITE / WDC0.0051+2.01419.6-4.341255
APP / FOXA0.0054+15.09717.9-0.971255
KMI / WMT0.0058+0.22220.1+0.701255
NEM / SATS0.0059+0.68323.1-1.281255
EME / L0.0065+12.04622.2+1.481255
CBRE / COF0.0073+0.65519.3+0.181255
GEHC / OMC0.0077+0.70419.5-1.72875
MO / NI0.0078+1.40117.6+2.021255
ADSK / DASH0.0087+0.60724.2-2.961255
CIEN / GLW0.0090+3.05022.9-2.221255
HIG / TT0.0091+0.24024.8-0.861255
EG / KVUE0.0095+0.55817.9-0.42780
CPAY / LII0.0096+0.32823.8+2.181255