Storico segnalazioni
Cointegrate (p < 0.05) degli ultimi 20 giorni, come presentate ogni sera. |z| ≥ 2.0 evidenziato. Link attivo solo per coppie ancora cointegrate oggi.
27/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| MTB / PNC |
Financials |
0.89 |
0.0059 | 0.413 |
0.835 |
1.87 |
7.8 | 57 | >90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0041 | 0.413 |
0.959 |
1.60 |
7.5 | 79 | >99% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0102 | 0.413 |
0.795 |
-1.41 |
8.8 | 76 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0250 | 0.413 |
0.645 |
1.25 |
12.5 | 25 | <90% | — |
| BNY / STT |
Financials |
0.80 |
0.0386 | 0.413 |
0.912 |
-1.03 |
12.6 | 23 | <90% | — |
| AVB / MAA |
Real Estate |
0.86 |
0.0341 | 0.413 |
0.839 |
1.01 |
18.7 | 51 | >95% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0349 | 0.413 |
0.685 |
-0.71 |
12.5 | 42 | >90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0193 | 0.413 |
0.945 |
0.69 |
8.1 | 60 | >95% | — |
| KMI / WMB |
Energy |
0.84 |
0.0234 | 0.413 |
0.811 |
0.58 |
9.4 | 45 | >90% | — |
| ARES / KKR |
Financials |
0.85 |
0.0326 | 0.413 |
1.009 |
0.30 |
12.0 | 56 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0396 | 0.413 |
1.211 |
-0.21 |
8.6 | 46 | >90% | — |
| APO / ARES |
Financials |
0.81 |
0.0256 | 0.413 |
0.485 |
0.10 |
11.7 | 57 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0317 | 0.413 |
1.053 |
0.06 |
5.7 | 62 | >95% | — |
24/07/2026
— 15 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CMS / DUK |
Utilities |
0.82 |
0.0121 | 0.460 |
0.797 |
-1.69 |
8.9 | 68 | >95% | — |
| MTB / PNC |
Financials |
0.89 |
0.0042 | 0.344 |
0.834 |
1.42 |
7.6 | 52 | >90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0034 | 0.344 |
0.958 |
1.32 |
7.4 | 75 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0225 | 0.460 |
0.644 |
1.13 |
12.4 | 24 | <90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0475 | 0.460 |
0.733 |
1.05 |
12.0 | 57 | >95% | — |
| KIM / REG |
Real Estate |
0.80 |
0.0379 | 0.460 |
1.247 |
1.04 |
13.0 | 22 | <90% | — |
| HLT / MAR |
Consumer Discretionary |
0.86 |
0.0474 | 0.460 |
0.775 |
-0.81 |
14.7 | 20 | <90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0197 | 0.460 |
0.945 |
0.74 |
8.1 | 60 | >95% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0358 | 0.460 |
0.687 |
-0.73 |
12.6 | 56 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0410 | 0.460 |
1.211 |
-0.56 |
8.7 | 46 | >90% | — |
| BNY / STT |
Financials |
0.80 |
0.0332 | 0.460 |
0.913 |
-0.49 |
12.4 | 22 | <90% | — |
| ARES / KKR |
Financials |
0.85 |
0.0336 | 0.460 |
1.009 |
0.43 |
12.0 | 56 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0329 | 0.460 |
1.053 |
0.32 |
5.7 | 62 | >95% | — |
| APO / ARES |
Financials |
0.81 |
0.0266 | 0.460 |
0.485 |
-0.24 |
11.7 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.84 |
0.0203 | 0.460 |
0.811 |
-0.24 |
9.5 | 45 | >90% | — |
23/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CMS / DUK |
Utilities |
0.82 |
0.0140 | 0.465 |
0.801 |
-1.71 |
9.0 | 68 | >95% | — |
| MTB / PNC |
Financials |
0.89 |
0.0041 | 0.331 |
0.834 |
1.42 |
7.6 | 52 | >90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0032 | 0.331 |
0.957 |
1.32 |
7.4 | 76 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0218 | 0.465 |
0.644 |
1.13 |
12.4 | 24 | <90% | — |
| KIM / REG |
Real Estate |
0.80 |
0.0399 | 0.465 |
1.241 |
1.09 |
13.2 | 43 | >90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0323 | 0.465 |
0.732 |
1.05 |
11.6 | 57 | >95% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0213 | 0.465 |
0.945 |
0.73 |
8.3 | 60 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0335 | 0.465 |
1.213 |
-0.57 |
8.4 | 46 | >90% | — |
| BNY / STT |
Financials |
0.80 |
0.0441 | 0.465 |
0.914 |
-0.50 |
12.9 | 22 | <90% | — |
| ARES / KKR |
Financials |
0.85 |
0.0412 | 0.465 |
1.003 |
0.41 |
12.4 | 43 | >90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0406 | 0.465 |
1.053 |
0.32 |
5.7 | 73 | >99% | — |
| APO / ARES |
Financials |
0.81 |
0.0318 | 0.465 |
0.491 |
-0.23 |
12.2 | 56 | >95% | — |
| COP / XOM |
Energy |
0.83 |
0.0492 | 0.465 |
0.757 |
0.12 |
14.5 | 21 | <90% | — |
22/07/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| MTB / PNC |
Financials |
0.89 |
0.0057 | 0.456 |
0.833 |
1.95 |
7.8 | 58 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0359 | 0.494 |
1.114 |
1.66 |
11.5 | 65 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0423 | 0.494 |
0.719 |
1.43 |
12.7 | 27 | <90% | — |
| PSX / VLO |
Energy |
0.86 |
0.0255 | 0.494 |
0.644 |
1.41 |
12.5 | 28 | <90% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0121 | 0.494 |
0.803 |
-1.37 |
8.9 | 64 | >95% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0031 | 0.456 |
0.956 |
1.36 |
7.4 | 76 | >99% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0213 | 0.494 |
0.945 |
0.75 |
8.2 | 60 | >95% | — |
| BNY / STT |
Financials |
0.80 |
0.0462 | 0.494 |
0.915 |
-0.62 |
13.1 | 22 | <90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0360 | 0.494 |
0.731 |
0.60 |
11.8 | 57 | >95% | — |
| APO / ARES |
Financials |
0.81 |
0.0342 | 0.494 |
0.493 |
-0.09 |
12.3 | 43 | >90% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0373 | 0.494 |
1.213 |
-0.08 |
8.4 | 46 | >90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0396 | 0.494 |
1.053 |
0.05 |
5.7 | 62 | >95% | — |
21/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| MTB / PNC |
Financials |
0.89 |
0.0052 | 0.419 |
0.831 |
1.91 |
7.7 | 58 | >90% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0139 | 0.512 |
0.804 |
-1.83 |
8.9 | 69 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0354 | 0.512 |
1.116 |
1.78 |
11.4 | 67 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0462 | 0.512 |
0.719 |
1.59 |
12.8 | 30 | <90% | — |
| PSX / VLO |
Energy |
0.86 |
0.0231 | 0.512 |
0.643 |
1.33 |
12.3 | 27 | <90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0024 | 0.390 |
0.956 |
1.22 |
7.2 | 74 | >99% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0159 | 0.512 |
0.945 |
0.65 |
8.0 | 71 | >99% | — |
| BNY / STT |
Financials |
0.80 |
0.0354 | 0.512 |
0.917 |
-0.62 |
12.7 | 22 | <90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0391 | 0.512 |
0.730 |
0.61 |
11.9 | 57 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0133 | 0.512 |
1.053 |
0.58 |
5.8 | 62 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0442 | 0.512 |
1.214 |
0.53 |
8.4 | 46 | >90% | — |
| APO / ARES |
Financials |
0.81 |
0.0382 | 0.512 |
0.495 |
-0.28 |
12.6 | 42 | >90% | — |
| KMI / WMB |
Energy |
0.85 |
0.0326 | 0.512 |
0.805 |
0.14 |
8.9 | 70 | >99% | — |
20/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| MTB / PNC |
Financials |
0.89 |
0.0087 | 0.486 |
0.830 |
2.57 |
7.9 | 66 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0290 | 0.486 |
1.116 |
1.51 |
11.2 | 64 | >95% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0109 | 0.486 |
0.805 |
-1.50 |
8.7 | 65 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0386 | 0.486 |
0.718 |
1.36 |
12.5 | 27 | <90% | — |
| PSX / VLO |
Energy |
0.86 |
0.0192 | 0.486 |
0.642 |
0.97 |
12.1 | 43 | >90% | — |
| BNY / STT |
Financials |
0.80 |
0.0397 | 0.486 |
0.917 |
-0.91 |
12.9 | 22 | <90% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0495 | 0.486 |
1.213 |
0.91 |
8.5 | 46 | >90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0142 | 0.486 |
1.053 |
0.87 |
5.8 | 62 | >95% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0420 | 0.486 |
0.730 |
0.82 |
11.9 | 56 | >95% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0020 | 0.330 |
0.956 |
0.75 |
7.1 | 72 | >99% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0155 | 0.486 |
0.945 |
0.46 |
7.9 | 60 | >95% | — |
| APO / ARES |
Financials |
0.81 |
0.0390 | 0.486 |
0.495 |
-0.35 |
12.6 | 42 | >90% | — |
| KMI / WMB |
Energy |
0.85 |
0.0331 | 0.486 |
0.805 |
0.04 |
8.9 | 70 | >99% | — |
17/07/2026
— 14 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| MTB / PNC |
Financials |
0.89 |
0.0049 | 0.401 |
0.829 |
2.03 |
7.5 | 60 | >90% | — |
| KEY / USB |
Financials |
0.88 |
0.0435 | 0.478 |
1.089 |
-1.77 |
10.5 | 34 | <90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0297 | 0.478 |
1.116 |
1.58 |
11.1 | 64 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0429 | 0.478 |
0.718 |
1.57 |
12.6 | 29 | <90% | — |
| PSX / VLO |
Energy |
0.86 |
0.0190 | 0.478 |
0.641 |
0.93 |
12.0 | 43 | >90% | — |
| BNY / STT |
Financials |
0.80 |
0.0391 | 0.478 |
0.918 |
-0.87 |
12.8 | 22 | <90% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0491 | 0.478 |
1.212 |
0.87 |
8.5 | 46 | >90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0426 | 0.478 |
0.729 |
0.86 |
11.9 | 56 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0142 | 0.478 |
1.052 |
0.83 |
5.8 | 62 | >95% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0080 | 0.433 |
0.807 |
-0.51 |
8.6 | 70 | >99% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0155 | 0.478 |
0.945 |
0.36 |
7.9 | 60 | >95% | — |
| APO / ARES |
Financials |
0.81 |
0.0392 | 0.478 |
0.495 |
-0.33 |
12.6 | 42 | >90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0021 | 0.334 |
0.955 |
-0.20 |
7.2 | 72 | >99% | — |
| KMI / WMB |
Energy |
0.85 |
0.0340 | 0.478 |
0.805 |
0.03 |
8.9 | 70 | >99% | — |
16/07/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| MTB / PNC |
Financials |
0.89 |
0.0087 | 0.347 |
0.827 |
2.78 |
7.8 | 69 | >90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0495 | 0.532 |
0.717 |
1.87 |
12.8 | 33 | <90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0169 | 0.385 |
1.052 |
1.66 |
5.8 | 70 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0311 | 0.532 |
1.118 |
1.41 |
11.2 | 62 | >95% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0422 | 0.532 |
0.727 |
0.98 |
12.0 | 56 | >95% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0114 | 0.362 |
0.944 |
0.78 |
8.1 | 71 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0162 | 0.385 |
0.641 |
0.73 |
11.9 | 43 | >90% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0407 | 0.532 |
1.210 |
0.62 |
8.3 | 46 | >90% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0063 | 0.347 |
0.802 |
-0.32 |
8.4 | 71 | >99% | — |
| KMI / WMB |
Energy |
0.85 |
0.0068 | 0.347 |
0.802 |
-0.26 |
10.5 | 58 | >95% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0021 | 0.338 |
0.958 |
-0.26 |
7.2 | 72 | >99% | — |
| APO / ARES |
Financials |
0.81 |
0.0463 | 0.532 |
0.499 |
0.13 |
13.0 | 42 | >90% | — |
15/07/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| KLAC / LRCX |
Information Technology |
0.89 |
0.0420 | 0.523 |
0.716 |
1.72 |
12.6 | 31 | <90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0033 | 0.266 |
0.825 |
1.70 |
7.3 | 69 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0301 | 0.523 |
1.119 |
1.48 |
11.2 | 63 | >95% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0106 | 0.357 |
0.943 |
0.85 |
8.2 | 71 | >99% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0468 | 0.523 |
1.208 |
0.79 |
8.2 | 46 | >90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0388 | 0.523 |
0.725 |
0.79 |
11.9 | 56 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0123 | 0.357 |
0.801 |
-0.53 |
11.1 | 57 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0155 | 0.357 |
1.051 |
0.48 |
5.7 | 73 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0148 | 0.357 |
0.640 |
0.47 |
11.8 | 43 | >90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0022 | 0.266 |
0.959 |
-0.36 |
7.2 | 72 | >99% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0067 | 0.357 |
0.800 |
0.08 |
8.5 | 70 | >99% | — |
| APO / ARES |
Financials |
0.81 |
0.0474 | 0.523 |
0.501 |
-0.05 |
13.2 | 42 | >90% | — |
14/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| KLAC / LRCX |
Information Technology |
0.89 |
0.0424 | 0.528 |
0.716 |
1.81 |
12.5 | 32 | <90% | — |
| BNY / STT |
Financials |
0.80 |
0.0012 | 0.114 |
0.926 |
-1.57 |
10.3 | 65 | >95% | — |
| KEY / USB |
Financials |
0.86 |
0.0131 | 0.336 |
1.095 |
-1.55 |
8.8 | 66 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0246 | 0.437 |
1.121 |
1.47 |
11.0 | 63 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0438 | 0.528 |
1.205 |
1.20 |
8.2 | 62 | >95% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0124 | 0.336 |
0.943 |
0.97 |
8.3 | 71 | >99% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0450 | 0.528 |
0.724 |
0.83 |
12.1 | 56 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0271 | 0.437 |
0.800 |
-0.79 |
12.0 | 43 | >90% | — |
| PSX / VLO |
Energy |
0.86 |
0.0160 | 0.336 |
0.640 |
0.69 |
11.9 | 43 | >90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0021 | 0.114 |
0.824 |
0.50 |
7.2 | 60 | >95% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0019 | 0.114 |
0.957 |
-0.45 |
7.1 | 72 | >99% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0074 | 0.299 |
0.800 |
0.16 |
8.5 | 71 | >99% | — |
| FITB / PNC |
Financials |
0.89 |
0.0167 | 0.336 |
1.051 |
0.12 |
5.8 | 73 | >99% | — |
13/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| KEY / USB |
Financials |
0.86 |
0.0195 | 0.391 |
1.097 |
-1.83 |
8.6 | 56 | >90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0390 | 0.509 |
0.715 |
1.80 |
12.3 | 32 | <90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0325 | 0.509 |
1.122 |
1.68 |
11.2 | 66 | >95% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0472 | 0.509 |
0.723 |
1.21 |
12.2 | 59 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0347 | 0.509 |
1.201 |
1.17 |
8.3 | 62 | >95% | — |
| C / GS |
Financials |
0.82 |
0.0168 | 0.391 |
1.072 |
0.76 |
9.0 | 45 | >90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0017 | 0.109 |
0.942 |
0.72 |
8.3 | 71 | >99% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0021 | 0.109 |
0.956 |
-0.65 |
7.1 | 72 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0168 | 0.391 |
0.640 |
0.60 |
11.8 | 43 | >90% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0077 | 0.310 |
0.801 |
0.52 |
8.5 | 70 | >99% | — |
| KMI / WMB |
Energy |
0.85 |
0.0387 | 0.509 |
0.799 |
-0.51 |
11.8 | 23 | <90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0020 | 0.109 |
0.823 |
0.49 |
7.1 | 60 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0181 | 0.391 |
1.051 |
0.02 |
5.7 | 73 | >99% | — |
10/07/2026
— 13 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| KLAC / LRCX |
Information Technology |
0.89 |
0.0377 | 0.512 |
0.715 |
1.78 |
12.2 | 32 | <90% | — |
| KEY / USB |
Financials |
0.86 |
0.0178 | 0.378 |
1.099 |
-1.77 |
8.5 | 55 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0337 | 0.512 |
1.122 |
1.77 |
11.2 | 67 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0384 | 0.512 |
1.200 |
1.31 |
8.4 | 63 | >95% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0440 | 0.512 |
0.722 |
1.07 |
12.0 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0441 | 0.512 |
0.799 |
-0.90 |
11.9 | 23 | <90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0022 | 0.121 |
0.957 |
-0.89 |
7.2 | 72 | >99% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0018 | 0.121 |
0.942 |
0.83 |
8.3 | 71 | >99% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0084 | 0.342 |
0.800 |
0.78 |
8.5 | 70 | >99% | — |
| MTB / PNC |
Financials |
0.89 |
0.0021 | 0.121 |
0.823 |
0.64 |
7.1 | 60 | >95% | — |
| C / GS |
Financials |
0.82 |
0.0147 | 0.378 |
1.072 |
0.49 |
9.0 | 45 | >90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0187 | 0.378 |
1.051 |
0.14 |
5.7 | 73 | >99% | — |
| PSX / VLO |
Energy |
0.86 |
0.0156 | 0.378 |
0.639 |
0.09 |
11.8 | 43 | >90% | — |
09/07/2026
— 14 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| KEY / USB |
Financials |
0.86 |
0.0180 | 0.419 |
1.094 |
-2.02 |
9.2 | 58 | >90% | — |
| CFG / USB |
Financials |
0.87 |
0.0306 | 0.464 |
1.479 |
-1.83 |
11.1 | 34 | <90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0388 | 0.487 |
1.124 |
1.80 |
11.3 | 67 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0283 | 0.464 |
0.714 |
1.49 |
11.7 | 29 | <90% | — |
| CPT / UDR |
Real Estate |
0.90 |
0.0374 | 0.487 |
0.721 |
1.27 |
11.9 | 60 | >95% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0022 | 0.180 |
0.956 |
-0.98 |
7.2 | 72 | >99% | — |
| KMI / WMB |
Energy |
0.85 |
0.0301 | 0.464 |
0.798 |
-0.73 |
12.4 | 22 | <90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0015 | 0.180 |
0.942 |
0.69 |
8.6 | 70 | >99% | — |
| DVN / FANG |
Energy |
0.87 |
0.0462 | 0.497 |
1.073 |
-0.67 |
16.3 | 53 | >95% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0080 | 0.396 |
0.800 |
0.54 |
8.5 | 70 | >99% | — |
| CINF / L |
Financials |
0.80 |
0.0313 | 0.464 |
0.813 |
0.41 |
10.8 | 57 | >95% | — |
| C / GS |
Financials |
0.82 |
0.0137 | 0.396 |
1.074 |
0.31 |
9.0 | 45 | >90% | — |
| PSX / VLO |
Energy |
0.86 |
0.0146 | 0.396 |
0.640 |
0.28 |
11.9 | 43 | >90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0145 | 0.396 |
1.051 |
-0.17 |
5.8 | 73 | >99% | — |
08/07/2026
— 14 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| FOXA / FOX |
Communication Services |
0.99 |
0.0472 | 0.493 |
1.125 |
2.22 |
11.5 | 72 | >95% | — |
| KEY / USB |
Financials |
0.86 |
0.0290 | 0.435 |
1.096 |
-2.19 |
9.3 | 40 | <90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0270 | 0.435 |
0.714 |
1.61 |
11.6 | 31 | <90% | — |
| BNY / STT |
Financials |
0.80 |
0.0053 | 0.217 |
0.938 |
-1.53 |
11.7 | 75 | >99% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0391 | 0.493 |
1.191 |
1.19 |
8.1 | 62 | >95% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0019 | 0.104 |
0.941 |
0.94 |
8.7 | 59 | >95% | — |
| CMS / DUK |
Utilities |
0.82 |
0.0091 | 0.297 |
0.800 |
0.92 |
8.6 | 70 | >99% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0016 | 0.104 |
0.954 |
-0.90 |
7.0 | 72 | >99% | — |
| C / GS |
Financials |
0.82 |
0.0153 | 0.314 |
1.073 |
0.66 |
9.1 | 45 | >90% | — |
| MTB / PNC |
Financials |
0.90 |
0.0016 | 0.104 |
0.816 |
-0.57 |
7.0 | 60 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0424 | 0.493 |
0.798 |
-0.56 |
12.9 | 22 | <90% | — |
| FITB / USB |
Financials |
0.88 |
0.0292 | 0.435 |
0.969 |
0.55 |
9.2 | 59 | >95% | — |
| PSX / VLO |
Energy |
0.85 |
0.0153 | 0.314 |
0.639 |
-0.13 |
11.8 | 43 | >90% | — |
| FITB / PNC |
Financials |
0.89 |
0.0109 | 0.299 |
1.051 |
0.10 |
5.8 | 73 | >99% | — |