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.
26/10/2026
— 10 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0140 | 0.422 |
0.542 |
1.63 |
14.9 | 73 | >99% | — |
| KLAC / LRCX |
Information Technology |
0.88 |
0.0349 | 0.485 |
0.699 |
-1.46 |
12.8 | 62 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0168 | 0.422 |
1.140 |
-0.97 |
8.1 | 60 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0113 | 0.422 |
0.899 |
0.94 |
9.2 | 59 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0024 | 0.304 |
0.704 |
0.84 |
9.0 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0284 | 0.485 |
0.804 |
-0.65 |
11.2 | 57 | >95% | — |
| NSC / UNP |
Industrials |
0.89 |
0.0202 | 0.422 |
0.798 |
-0.37 |
34.3 | 38 | >95% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0442 | 0.552 |
0.619 |
-0.21 |
11.7 | 43 | >90% | — |
| CVX / COP |
Energy |
0.82 |
0.0345 | 0.485 |
0.906 |
-0.10 |
13.8 | 21 | <90% | — |
| MTB / PNC |
Financials |
0.86 |
0.0193 | 0.422 |
0.866 |
-0.03 |
8.6 | 59 | >95% | — |
23/10/2026
— 10 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0140 | 0.422 |
0.542 |
1.63 |
14.9 | 73 | >99% | — |
| KLAC / LRCX |
Information Technology |
0.88 |
0.0349 | 0.485 |
0.699 |
-1.46 |
12.8 | 62 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0168 | 0.422 |
1.140 |
-0.97 |
8.1 | 60 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0113 | 0.422 |
0.899 |
0.94 |
9.2 | 59 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0024 | 0.304 |
0.704 |
0.84 |
9.0 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0284 | 0.485 |
0.804 |
-0.65 |
11.2 | 57 | >95% | — |
| NSC / UNP |
Industrials |
0.89 |
0.0202 | 0.422 |
0.798 |
-0.37 |
34.3 | 38 | >95% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0442 | 0.552 |
0.619 |
-0.21 |
11.7 | 43 | >90% | — |
| CVX / COP |
Energy |
0.82 |
0.0345 | 0.485 |
0.906 |
-0.10 |
13.8 | 21 | <90% | — |
| MTB / PNC |
Financials |
0.86 |
0.0193 | 0.422 |
0.866 |
-0.03 |
8.6 | 59 | >95% | — |
22/10/2026
— 10 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0240 | 0.446 |
0.559 |
2.01 |
17.2 | 65 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0032 | 0.388 |
0.708 |
1.29 |
9.4 | 62 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0184 | 0.446 |
1.146 |
-1.08 |
8.7 | 60 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0147 | 0.446 |
0.899 |
1.08 |
9.4 | 60 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0256 | 0.446 |
0.699 |
-0.93 |
12.4 | 56 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0281 | 0.446 |
0.801 |
-0.63 |
11.2 | 57 | >95% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0437 | 0.580 |
0.620 |
-0.27 |
11.7 | 43 | >90% | — |
| NSC / UNP |
Industrials |
0.89 |
0.0295 | 0.446 |
0.810 |
-0.23 |
40.3 | 34 | >95% | — |
| MTB / PNC |
Financials |
0.86 |
0.0229 | 0.446 |
0.864 |
-0.23 |
8.7 | 59 | >95% | — |
| CVX / COP |
Energy |
0.82 |
0.0479 | 0.580 |
0.909 |
-0.01 |
14.5 | 21 | <90% | — |
21/10/2026
— 8 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0230 | 0.468 |
0.568 |
1.89 |
17.4 | 63 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0052 | 0.468 |
0.711 |
1.41 |
9.9 | 63 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0301 | 0.524 |
0.699 |
-1.27 |
12.6 | 59 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0155 | 0.468 |
0.899 |
1.05 |
9.4 | 59 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0228 | 0.468 |
1.148 |
-1.02 |
8.8 | 59 | >95% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0403 | 0.614 |
0.620 |
-0.21 |
11.6 | 43 | >90% | — |
| MTB / PNC |
Financials |
0.86 |
0.0090 | 0.468 |
0.864 |
-0.11 |
8.8 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0230 | 0.468 |
0.798 |
-0.04 |
11.0 | 57 | >95% | — |
20/10/2026
— 8 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0365 | 0.631 |
0.578 |
1.81 |
17.3 | 62 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0285 | 0.575 |
0.700 |
-1.17 |
12.5 | 58 | >95% | — |
| LNT / AEE |
Utilities |
0.86 |
0.0234 | 0.567 |
1.151 |
-0.80 |
8.4 | 59 | >95% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0132 | 0.532 |
0.899 |
0.68 |
9.2 | 59 | >95% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0436 | 0.649 |
0.621 |
-0.54 |
11.7 | 43 | >90% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0224 | 0.567 |
0.796 |
-0.39 |
11.1 | 57 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0075 | 0.532 |
0.713 |
0.34 |
10.4 | 69 | >99% | — |
| MTB / PNC |
Financials |
0.86 |
0.0098 | 0.532 |
0.863 |
-0.25 |
8.9 | 59 | >95% | — |
19/10/2026
— 8 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0346 | 0.581 |
0.590 |
1.67 |
16.8 | 61 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0134 | 0.521 |
1.154 |
-0.86 |
8.7 | 59 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0258 | 0.581 |
0.700 |
-0.83 |
12.3 | 56 | >95% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0124 | 0.521 |
0.899 |
0.52 |
9.1 | 59 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0040 | 0.478 |
0.717 |
0.40 |
10.1 | 69 | >99% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0387 | 0.581 |
0.622 |
-0.34 |
11.6 | 43 | >90% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0174 | 0.521 |
0.794 |
-0.33 |
10.9 | 57 | >95% | — |
| MTB / PNC |
Financials |
0.86 |
0.0295 | 0.581 |
0.863 |
-0.11 |
8.9 | 59 | >95% | — |
16/10/2026
— 8 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0346 | 0.586 |
0.590 |
1.67 |
16.8 | 61 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0134 | 0.525 |
1.154 |
-0.86 |
8.7 | 59 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0258 | 0.586 |
0.700 |
-0.83 |
12.3 | 56 | >95% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0124 | 0.525 |
0.899 |
0.52 |
9.1 | 59 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0040 | 0.482 |
0.717 |
0.40 |
10.1 | 69 | >99% | — |
| EXR / PSA |
Real Estate |
0.88 |
0.0387 | 0.586 |
0.622 |
-0.34 |
11.6 | 43 | >90% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0174 | 0.525 |
0.794 |
-0.33 |
10.9 | 57 | >95% | — |
| MTB / PNC |
Financials |
0.86 |
0.0295 | 0.586 |
0.863 |
-0.11 |
8.9 | 59 | >95% | — |
15/10/2026
— 7 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0330 | 0.571 |
0.605 |
1.84 |
19.6 | 61 | >95% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0145 | 0.486 |
0.899 |
0.86 |
9.3 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0241 | 0.486 |
0.791 |
-0.72 |
11.3 | 57 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0179 | 0.486 |
1.157 |
-0.57 |
8.8 | 59 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0231 | 0.486 |
0.700 |
-0.50 |
12.2 | 56 | >95% | — |
| MTB / PNC |
Financials |
0.87 |
0.0127 | 0.486 |
0.862 |
0.46 |
9.2 | 59 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0129 | 0.486 |
0.719 |
-0.42 |
11.1 | 68 | >99% | — |
14/10/2026
— 7 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CCL / NCLH |
Consumer Discretionary |
0.80 |
0.0297 | 0.506 |
0.617 |
2.01 |
21.3 | 62 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0161 | 0.478 |
0.898 |
1.17 |
9.4 | 61 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0211 | 0.478 |
1.160 |
-0.89 |
9.1 | 59 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0241 | 0.478 |
0.701 |
-0.60 |
12.2 | 56 | >95% | — |
| MTB / PNC |
Financials |
0.87 |
0.0135 | 0.478 |
0.862 |
0.57 |
9.3 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0121 | 0.478 |
0.788 |
-0.35 |
10.7 | 58 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0144 | 0.478 |
0.723 |
-0.22 |
11.3 | 68 | >99% | — |
13/10/2026
— 7 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| AEE / CNP |
Utilities |
0.82 |
0.0145 | 0.498 |
0.898 |
0.99 |
9.3 | 59 | >95% | — |
| MCO / SPGI |
Financials |
0.87 |
0.0406 | 0.646 |
0.472 |
0.82 |
13.8 | 55 | >95% | — |
| MTB / PNC |
Financials |
0.86 |
0.0137 | 0.498 |
0.862 |
0.68 |
9.2 | 59 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0251 | 0.498 |
1.162 |
-0.60 |
9.4 | 58 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0214 | 0.498 |
0.785 |
-0.59 |
11.2 | 57 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0231 | 0.498 |
0.701 |
-0.34 |
12.1 | 56 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0160 | 0.498 |
0.726 |
-0.31 |
11.6 | 68 | >99% | — |
12/10/2026
— 7 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| EXR / PSA |
Real Estate |
0.88 |
0.0477 | 0.614 |
0.626 |
-1.18 |
12.0 | 45 | >90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0145 | 0.577 |
0.898 |
0.99 |
9.3 | 59 | >95% | — |
| MTB / PNC |
Financials |
0.86 |
0.0127 | 0.577 |
0.862 |
0.68 |
9.2 | 59 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0401 | 0.614 |
1.163 |
-0.59 |
9.7 | 45 | >90% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0279 | 0.614 |
0.784 |
-0.59 |
11.6 | 57 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0230 | 0.614 |
0.701 |
-0.34 |
12.1 | 56 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0117 | 0.577 |
0.729 |
-0.18 |
11.4 | 57 | >95% | — |
09/10/2026
— 8 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| EXR / PSA |
Real Estate |
0.88 |
0.0456 | 0.596 |
0.626 |
-1.09 |
11.9 | 44 | >90% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0144 | 0.582 |
0.898 |
0.97 |
9.3 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0293 | 0.596 |
0.783 |
-0.73 |
11.6 | 57 | >95% | — |
| MCO / SPGI |
Financials |
0.87 |
0.0496 | 0.596 |
0.473 |
0.59 |
14.2 | 41 | >90% | — |
| MTB / PNC |
Financials |
0.86 |
0.0124 | 0.582 |
0.862 |
0.52 |
9.2 | 59 | >95% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0392 | 0.596 |
1.163 |
-0.43 |
9.6 | 45 | >90% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0230 | 0.596 |
0.701 |
-0.19 |
12.1 | 56 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0117 | 0.582 |
0.729 |
-0.18 |
11.4 | 57 | >95% | — |
08/10/2026
— 8 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| EXR / PSA |
Real Estate |
0.88 |
0.0305 | 0.520 |
0.631 |
-1.27 |
11.4 | 60 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0306 | 0.520 |
0.780 |
-0.72 |
11.8 | 57 | >95% | — |
| MTB / PNC |
Financials |
0.86 |
0.0122 | 0.520 |
0.862 |
0.63 |
9.1 | 59 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0124 | 0.520 |
0.897 |
0.54 |
9.1 | 59 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.87 |
0.0246 | 0.520 |
0.701 |
-0.53 |
12.2 | 43 | >90% | — |
| LNT / AEE |
Utilities |
0.87 |
0.0456 | 0.629 |
1.167 |
-0.41 |
9.8 | 45 | >90% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0184 | 0.520 |
0.735 |
-0.18 |
12.1 | 56 | >95% | — |
| MCO / SPGI |
Financials |
0.87 |
0.0268 | 0.520 |
0.476 |
0.13 |
13.7 | 42 | >90% | — |
07/10/2026
— 6 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| EXR / PSA |
Real Estate |
0.88 |
0.0445 | 0.805 |
0.633 |
-0.95 |
11.9 | 57 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0132 | 0.805 |
0.897 |
0.72 |
9.2 | 59 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.88 |
0.0257 | 0.805 |
0.701 |
-0.65 |
12.2 | 43 | >90% | — |
| MTB / PNC |
Financials |
0.87 |
0.0079 | 0.805 |
0.861 |
0.64 |
8.7 | 59 | >95% | — |
| CPT / UDR |
Real Estate |
0.88 |
0.0433 | 0.805 |
0.778 |
-0.43 |
12.2 | 56 | >95% | — |
| HLT / MAR |
Consumer Discretionary |
0.83 |
0.0306 | 0.805 |
0.737 |
-0.31 |
12.8 | 56 | >95% | — |