← Dashboard as of 2026-07-27

PSX/VLO

Energy
z today 1.25
p-value (EG) 0.0250
β (log) 0.645
μ spread 1.6038
σ spread 0.0353
half-life 12.5 d
corr 18m 0.860
setup 1Y 6
bollinger 1Y 3
%b today 0.81

PSX — Phillips 66

Oil & Gas Refining & Marketing · Energy
Phillips 66 operates as an integrated downstream energy provider in the United States, the United Kingdom, Germany, and internationally. It operates through five segments: Midstream, Chemicals, Refining, Marketing and Specialties (M&S), and Renewable Fuels. The Midstream segment provides crude oil and refined petroleum product transportation, terminaling, and storage services, as well as natural gas and natural gas liquids (NGL) gathering, processing, transportation, fractionation, storage and marketing services. It also exports liquefied petroleum gas. The Chemicals segment produces and markets ethylene and other olefin products; aromatics and styrenics products, such as benzene, […]
Mkt cap: $82.4B Dipendenti: 12,600 Paese: United States sito ↗

VLO — Valero Energy Corporation

Oil & Gas Refining & Marketing · Energy
Valero Energy Corporation manufactures, markets, and sells petroleum-based and low-carbon liquid transportation fuels and petrochemical products in the United States, Canada, the United Kingdom, Ireland, Latin America, Mexico, Peru, and internationally. It operates through three segments: Refining, Renewable Diesel, and Ethanol. The company produces California Reformulated Gasoline Blendstock for Oxygenate Blending (CARBOB) and Conventional Blendstock for Oxygenate Blending (CBOB) gasolines, CARB diesel, diesel, jet fuel, heating oil, and asphalt; feedstocks; aromatics; sulfur and residual fuel oil; intermediate oils; and sulfur, sweet, and sour crude oils. It sells its refined products […]
Mkt cap: $88.9B Dipendenti: 9,785 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(PSX) − β·ln(VLO). 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, PSX e’ diventata cara rispetto a VLO; 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(VPSX, VVLO) < 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

Registra trade — PSX / VLO

z attuale 1.25 · prezzi di carico presi alla chiusura piu' recente disponibile.

RadarStoricoTrade aperti