← Dashboard as of 2026-10-23

CVX/COP

Energy
z today -0.10
p-value (EG) 0.0345
β (log) 0.906
μ spread 0.9090
σ spread 0.0340
half-life 13.8 d
corr 18m 0.821
setup 1Y 3
bollinger 1Y 6
%b today 0.32

CVX — Chevron Corporation

Oil & Gas Integrated · Energy
Chevron Corporation, through its subsidiaries, engages in the integrated energy and chemicals operations. It operates through Upstream and Downstream segments. The Upstream segment engages in the exploration for, development, production, and transportation of crude oil and natural gas; processing, liquefaction, transportation, and regasification of liquefied natural gas; transportation of crude oil through pipelines; transportation, storage, and marketing of natural gas; carbon capture and storage; and operation of a gas-to-liquids plant. The Downstream segment refines crude oil into petroleum products; markets crude oil, refined products, and lubricants; manufactures and markets renewable […]
Mkt cap: $455.1B Dipendenti: 43,039 Paese: United States sito ↗

COP — ConocoPhillips

Oil & Gas E&P · Energy
ConocoPhillips explores for, produces, transports, and markets crude oil, bitumen, natural gas, liquefied natural gas (LNG), and natural gas liquids. It operates in five segments: Alaska; Lower 48; Canada; Europe, Middle East and North Africa; and Asia Pacific. The company's portfolio includes unconventional plays in North America; conventional assets in North America, Europe, Asia, and Australia; global LNG developments; oil sands assets in Canada; and an inventory of global exploration prospects. It serves in the United States, Canada, China, Equatorial Guinea, Libya, Malaysia, Norway, Singapore, the United Kingdom, and internationally. ConocoPhillips was founded in 1917 and is […]
Mkt cap: $181.2B Dipendenti: 9,600 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(CVX) − β·ln(COP). La riga orizzontale al centro e’ il suo valore medio (μ), la banda grigia l’oscillazione normale (±σ e ±2σ). Come leggerlo: finche’ la linea resta nella banda le due azioni sono in equilibrio. Quando esce in alto, CVX e’ diventata cara rispetto a COP; quando esce in basso, il contrario. Piu’ e’ lontana dal centro (z elevato), piu’ ci si aspetta che rientri: e’ li’ che nasce il segnale di pair trading.
Setup contrarian: RSI(14) < 30 (ipervenduto) o > 70 (ipercomprato) sullo spread daily, in concomitanza con volume aggregato min(VCVX, VCOP) < SMA(20). Volume basso in fase estrema = forza del movimento in esaurimento ⇒ mean reversion più probabile. Le zone gialle sul grafico evidenziano i giorni triggered.
Setup volatilità: %b > 1 (spread sopra banda superiore ⇒ short spread) o %b < 0 (sotto banda inferiore ⇒ long spread), in concomitanza con BandWidth in pendenza piatta o negativa su 5 giorni (volatilità non in espansione ⇒ movimento esaurito). Bande di Bollinger SMA(20) ± 2σ rolling. Le zone gialle evidenziano i giorni triggered.

Ultime notizie

CVX

Nessuna news disponibile.

COP

Nessuna news disponibile.

Registra trade — CVX / COP

z attuale -0.10 · prezzi di carico presi alla chiusura piu' recente disponibile.

RadarStoricoTrade aperti