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.
10/09/2026
— 10 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0218 | 0.633 |
0.701 |
1.91 |
14.2 | 53 | >90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0027 | 0.245 |
0.865 |
1.66 |
8.4 | 79 | >99% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0309 | 0.633 |
0.710 |
-1.49 |
12.3 | 29 | <90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0096 | 0.393 |
0.857 |
1.10 |
8.7 | 47 | >90% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0043 | 0.245 |
0.631 |
-0.89 |
7.9 | 60 | >95% | — |
| CRWD / PANW |
Information Technology |
0.81 |
0.0045 | 0.245 |
0.944 |
0.84 |
11.5 | 57 | >95% | — |
| APO / ARES |
Financials |
0.81 |
0.0256 | 0.633 |
0.439 |
0.82 |
10.3 | 58 | >95% | — |
| CINF / L |
Financials |
0.81 |
0.0425 | 0.669 |
0.834 |
0.63 |
11.6 | 57 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0307 | 0.633 |
1.098 |
0.62 |
7.9 | 71 | >99% | — |
| MPC / PSX |
Energy |
0.87 |
0.0436 | 0.669 |
1.130 |
0.42 |
17.2 | 18 | <90% | — |
09/09/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0077 | 0.338 |
0.699 |
2.08 |
13.7 | 35 | <90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0041 | 0.338 |
0.860 |
1.47 |
8.8 | 76 | >99% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0051 | 0.338 |
0.630 |
-1.10 |
8.0 | 61 | >95% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0405 | 0.606 |
0.643 |
-1.07 |
11.2 | 44 | >90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0227 | 0.466 |
0.711 |
-1.06 |
11.9 | 44 | >90% | — |
| CRWD / PANW |
Information Technology |
0.81 |
0.0138 | 0.452 |
0.944 |
0.91 |
12.7 | 56 | >95% | — |
| MTB / PNC |
Financials |
0.89 |
0.0082 | 0.338 |
0.857 |
0.77 |
8.6 | 46 | >90% | — |
| CINF / L |
Financials |
0.81 |
0.0460 | 0.628 |
0.833 |
0.75 |
11.6 | 57 | >95% | — |
| APO / ARES |
Financials |
0.82 |
0.0224 | 0.466 |
0.439 |
0.66 |
10.1 | 58 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0194 | 0.466 |
1.098 |
0.57 |
7.8 | 71 | >99% | — |
| MPC / PSX |
Energy |
0.87 |
0.0319 | 0.581 |
1.131 |
0.47 |
16.9 | 19 | <90% | — |
| HIG / L |
Financials |
0.83 |
0.0407 | 0.606 |
0.556 |
0.27 |
11.9 | 43 | >90% | — |
08/09/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0103 | 0.335 |
0.696 |
2.30 |
13.7 | 38 | <90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0034 | 0.244 |
0.856 |
1.47 |
8.7 | 76 | >99% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0129 | 0.351 |
0.965 |
1.35 |
9.3 | 63 | >95% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0230 | 0.409 |
0.630 |
-1.35 |
7.9 | 51 | >90% | — |
| CRWD / PANW |
Information Technology |
0.80 |
0.0045 | 0.244 |
0.945 |
1.27 |
11.8 | 46 | >90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0376 | 0.557 |
0.644 |
-1.09 |
11.1 | 45 | >90% | — |
| CINF / L |
Financials |
0.81 |
0.0485 | 0.594 |
0.832 |
0.89 |
11.7 | 57 | >95% | — |
| APO / ARES |
Financials |
0.82 |
0.0251 | 0.409 |
0.439 |
0.86 |
10.2 | 58 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0168 | 0.391 |
0.711 |
-0.86 |
11.9 | 43 | >90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0078 | 0.316 |
0.857 |
0.58 |
8.5 | 46 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0027 | 0.244 |
1.098 |
0.52 |
7.6 | 71 | >99% | — |
| MPC / PSX |
Energy |
0.87 |
0.0212 | 0.409 |
1.133 |
0.37 |
16.5 | 19 | <90% | — |
04/09/2026
— 14 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CMS / DUK |
Utilities |
0.83 |
0.0474 | 0.548 |
0.760 |
-2.46 |
11.5 | 41 | <90% | — |
| PSX / VLO |
Energy |
0.87 |
0.0234 | 0.471 |
0.695 |
2.29 |
14.1 | 37 | <90% | — |
| COP / OXY |
Energy |
0.84 |
0.0445 | 0.548 |
0.935 |
1.86 |
12.6 | 33 | <90% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0017 | 0.141 |
0.851 |
1.44 |
8.5 | 76 | >99% | — |
| KMI / WMB |
Energy |
0.85 |
0.0494 | 0.548 |
0.826 |
-1.36 |
9.7 | 29 | <90% | — |
| CRWD / PANW |
Information Technology |
0.80 |
0.0013 | 0.141 |
0.947 |
1.23 |
11.2 | 60 | >95% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0288 | 0.514 |
0.645 |
-1.10 |
10.8 | 59 | >95% | — |
| CINF / L |
Financials |
0.80 |
0.0452 | 0.548 |
0.833 |
0.89 |
11.6 | 57 | >95% | — |
| APO / ARES |
Financials |
0.82 |
0.0227 | 0.471 |
0.439 |
0.86 |
10.1 | 58 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0177 | 0.471 |
0.712 |
-0.86 |
12.0 | 43 | >90% | — |
| BNY / STT |
Financials |
0.81 |
0.0476 | 0.548 |
0.881 |
-0.60 |
12.1 | 23 | <90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0065 | 0.261 |
0.857 |
0.57 |
8.4 | 46 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0034 | 0.181 |
1.099 |
0.53 |
7.7 | 71 | >99% | — |
| MPC / PSX |
Energy |
0.87 |
0.0150 | 0.471 |
1.134 |
0.36 |
16.2 | 40 | >90% | — |
03/09/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0178 | 0.557 |
0.690 |
2.71 |
16.3 | 41 | <90% | — |
| COP / OXY |
Energy |
0.84 |
0.0471 | 0.557 |
0.931 |
2.09 |
12.8 | 56 | >90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0396 | 0.557 |
0.969 |
1.68 |
8.9 | 68 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0269 | 0.557 |
0.713 |
-1.44 |
12.5 | 48 | >90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0021 | 0.338 |
0.840 |
1.29 |
8.9 | 74 | >99% | — |
| KMI / WMB |
Energy |
0.85 |
0.0464 | 0.557 |
0.826 |
-1.03 |
9.7 | 25 | <90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0240 | 0.557 |
0.648 |
-0.85 |
10.7 | 58 | >95% | — |
| APO / ARES |
Financials |
0.82 |
0.0222 | 0.557 |
0.439 |
0.79 |
10.0 | 58 | >95% | — |
| CRWD / PANW |
Information Technology |
0.80 |
0.0334 | 0.557 |
0.946 |
0.77 |
14.6 | 54 | >95% | — |
| RF / TFC |
Financials |
0.89 |
0.0401 | 0.557 |
1.190 |
0.61 |
12.3 | 22 | <90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0090 | 0.487 |
1.099 |
0.25 |
7.4 | 71 | >99% | — |
| MTB / PNC |
Financials |
0.89 |
0.0060 | 0.483 |
0.858 |
0.17 |
8.4 | 46 | >90% | — |
02/09/2026
— 12 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0146 | 0.547 |
0.687 |
2.56 |
15.9 | 39 | <90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0307 | 0.547 |
0.713 |
-1.71 |
12.7 | 31 | <90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0018 | 0.295 |
0.834 |
1.41 |
8.9 | 75 | >99% | — |
| KIM / REG |
Real Estate |
0.80 |
0.0372 | 0.547 |
1.318 |
1.41 |
12.6 | 27 | <90% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0399 | 0.547 |
0.970 |
1.32 |
8.7 | 74 | >99% | — |
| RF / TFC |
Financials |
0.89 |
0.0265 | 0.547 |
1.191 |
0.98 |
11.8 | 23 | <90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0209 | 0.547 |
0.649 |
-0.94 |
10.6 | 58 | >95% | — |
| CINF / L |
Financials |
0.80 |
0.0402 | 0.547 |
0.829 |
0.92 |
11.4 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0425 | 0.547 |
0.826 |
-0.88 |
9.8 | 24 | <90% | — |
| APO / ARES |
Financials |
0.82 |
0.0200 | 0.547 |
0.439 |
0.62 |
9.9 | 58 | >95% | — |
| MTB / PNC |
Financials |
0.89 |
0.0062 | 0.368 |
0.858 |
0.34 |
8.5 | 46 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0067 | 0.368 |
1.099 |
0.26 |
7.3 | 72 | >99% | — |
01/09/2026
— 14 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0147 | 0.476 |
0.686 |
2.56 |
16.6 | 38 | <90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0324 | 0.496 |
0.714 |
-1.71 |
12.8 | 31 | <90% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0181 | 0.476 |
0.625 |
-1.55 |
7.9 | 67 | >95% | — |
| KIM / REG |
Real Estate |
0.80 |
0.0456 | 0.496 |
1.318 |
1.41 |
13.0 | 47 | >90% | — |
| AEE / CNP |
Utilities |
0.81 |
0.0003 | 0.056 |
0.827 |
1.37 |
8.4 | 75 | >99% | — |
| DUK / WEC |
Utilities |
0.82 |
0.0379 | 0.496 |
0.971 |
1.32 |
8.7 | 74 | >99% | — |
| CFG / TFC |
Financials |
0.90 |
0.0473 | 0.496 |
1.799 |
1.26 |
12.5 | 26 | <90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0294 | 0.496 |
0.649 |
-0.94 |
10.9 | 57 | >95% | — |
| CINF / L |
Financials |
0.80 |
0.0384 | 0.496 |
0.828 |
0.92 |
11.3 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0499 | 0.496 |
0.825 |
-0.87 |
9.8 | 24 | <90% | — |
| RF / TFC |
Financials |
0.89 |
0.0195 | 0.476 |
1.192 |
0.64 |
11.5 | 43 | >90% | — |
| APO / ARES |
Financials |
0.82 |
0.0205 | 0.476 |
0.439 |
0.62 |
10.0 | 58 | >95% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0040 | 0.323 |
1.099 |
0.26 |
7.3 | 72 | >99% | — |
| MTB / PNC |
Financials |
0.89 |
0.0074 | 0.402 |
0.858 |
-0.02 |
8.5 | 46 | >90% | — |
31/08/2026
— 14 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0197 | 0.449 |
0.684 |
2.19 |
14.8 | 35 | <90% | — |
| LNT / EVRG |
Utilities |
0.80 |
0.0429 | 0.449 |
0.758 |
-2.16 |
9.8 | 39 | <90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0326 | 0.449 |
0.714 |
-1.74 |
12.7 | 31 | <90% | — |
| CFG / TFC |
Financials |
0.90 |
0.0259 | 0.449 |
1.799 |
1.37 |
11.7 | 48 | >90% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0112 | 0.449 |
0.624 |
-1.36 |
7.3 | 65 | >95% | — |
| RF / TFC |
Financials |
0.89 |
0.0179 | 0.449 |
1.193 |
1.19 |
11.6 | 46 | >90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0001 | 0.009 |
0.821 |
1.14 |
7.9 | 73 | >99% | — |
| APO / ARES |
Financials |
0.82 |
0.0222 | 0.449 |
0.440 |
1.13 |
10.0 | 60 | >95% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0338 | 0.449 |
0.972 |
1.09 |
8.5 | 72 | >99% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0350 | 0.449 |
0.650 |
-1.02 |
11.1 | 57 | >95% | — |
| CINF / L |
Financials |
0.81 |
0.0330 | 0.449 |
0.826 |
0.94 |
11.1 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0458 | 0.449 |
0.825 |
-0.57 |
9.8 | 24 | <90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0034 | 0.277 |
1.100 |
0.20 |
7.3 | 72 | >99% | — |
| MTB / PNC |
Financials |
0.89 |
0.0073 | 0.401 |
0.858 |
0.01 |
8.5 | 46 | >90% | — |
28/08/2026
— 16 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0204 | 0.402 |
0.682 |
2.29 |
14.8 | 36 | <90% | — |
| LNT / EVRG |
Utilities |
0.81 |
0.0347 | 0.440 |
0.759 |
-1.95 |
9.5 | 57 | >90% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0326 | 0.440 |
0.715 |
-1.77 |
12.6 | 32 | <90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0475 | 0.444 |
0.958 |
1.62 |
8.8 | 67 | >95% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0001 | 0.013 |
0.820 |
1.59 |
8.0 | 78 | >99% | — |
| KIM / REG |
Real Estate |
0.80 |
0.0468 | 0.444 |
1.315 |
1.26 |
13.1 | 45 | >90% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0369 | 0.440 |
0.972 |
1.25 |
8.5 | 74 | >99% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0099 | 0.337 |
0.625 |
-1.13 |
7.2 | 62 | >95% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0360 | 0.440 |
0.651 |
-1.07 |
11.2 | 58 | >95% | — |
| RF / TFC |
Financials |
0.89 |
0.0164 | 0.402 |
1.192 |
1.02 |
11.5 | 44 | >90% | — |
| CFG / TFC |
Financials |
0.90 |
0.0217 | 0.402 |
1.798 |
1.00 |
11.5 | 43 | >90% | — |
| CINF / L |
Financials |
0.80 |
0.0337 | 0.440 |
0.826 |
0.99 |
11.1 | 57 | >95% | — |
| APO / ARES |
Financials |
0.82 |
0.0205 | 0.402 |
0.440 |
0.93 |
9.9 | 58 | >95% | — |
| CNP / WEC |
Utilities |
0.80 |
0.0101 | 0.337 |
1.502 |
0.87 |
10.8 | 69 | >99% | — |
| MTB / PNC |
Financials |
0.89 |
0.0077 | 0.337 |
0.858 |
0.29 |
8.5 | 46 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0036 | 0.297 |
1.100 |
-0.21 |
7.3 | 72 | >99% | — |
27/08/2026
— 18 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.87 |
0.0295 | 0.393 |
0.679 |
2.16 |
14.2 | 56 | >90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0062 | 0.352 |
0.809 |
1.77 |
10.4 | 79 | >99% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0309 | 0.393 |
0.716 |
-1.64 |
12.4 | 30 | <90% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0405 | 0.393 |
0.975 |
1.54 |
8.6 | 66 | >95% | — |
| CFG / TFC |
Financials |
0.90 |
0.0243 | 0.393 |
1.798 |
1.23 |
11.9 | 59 | >95% | — |
| RF / TFC |
Financials |
0.89 |
0.0173 | 0.393 |
1.192 |
1.19 |
11.8 | 46 | >90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0370 | 0.393 |
0.957 |
1.17 |
8.8 | 61 | >95% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0085 | 0.352 |
0.624 |
-1.13 |
7.8 | 62 | >95% | — |
| CINF / L |
Financials |
0.80 |
0.0388 | 0.393 |
0.823 |
1.10 |
11.3 | 58 | >95% | — |
| BNY / STT |
Financials |
0.81 |
0.0394 | 0.393 |
0.884 |
-1.09 |
11.7 | 24 | <90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0300 | 0.393 |
0.653 |
-0.92 |
11.0 | 57 | >95% | — |
| CNP / WEC |
Utilities |
0.80 |
0.0223 | 0.393 |
1.513 |
0.89 |
11.5 | 68 | >99% | — |
| APO / ARES |
Financials |
0.82 |
0.0149 | 0.393 |
0.441 |
0.68 |
9.7 | 58 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0326 | 0.393 |
1.048 |
-0.62 |
5.5 | 73 | >99% | — |
| HIG / L |
Financials |
0.83 |
0.0473 | 0.434 |
0.565 |
0.40 |
12.3 | 22 | <90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0076 | 0.352 |
0.858 |
0.36 |
8.5 | 46 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0023 | 0.352 |
1.100 |
-0.30 |
7.7 | 71 | >99% | — |
| BAC / JPM |
Financials |
0.80 |
0.0351 | 0.393 |
1.133 |
-0.19 |
8.6 | 59 | >95% | — |
26/08/2026
— 19 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| CMS / DUK |
Utilities |
0.83 |
0.0309 | 0.416 |
0.742 |
-2.58 |
10.5 | 64 | >90% | — |
| PSX / VLO |
Energy |
0.87 |
0.0246 | 0.416 |
0.677 |
2.39 |
15.4 | 37 | <90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0186 | 0.416 |
0.804 |
1.91 |
11.5 | 80 | >99% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0243 | 0.416 |
0.716 |
-1.39 |
12.2 | 48 | >90% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0343 | 0.416 |
0.976 |
1.38 |
8.5 | 75 | >99% | — |
| RF / TFC |
Financials |
0.89 |
0.0296 | 0.416 |
1.192 |
1.23 |
12.5 | 45 | >90% | — |
| FITB / USB |
Financials |
0.89 |
0.0444 | 0.416 |
0.970 |
-1.22 |
9.1 | 48 | >90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0285 | 0.416 |
0.654 |
-1.08 |
11.0 | 45 | >90% | — |
| CFG / TFC |
Financials |
0.90 |
0.0310 | 0.416 |
1.798 |
1.06 |
12.2 | 44 | >90% | — |
| BNY / STT |
Financials |
0.81 |
0.0340 | 0.416 |
0.885 |
-0.96 |
11.5 | 23 | <90% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0122 | 0.416 |
0.624 |
-0.95 |
7.8 | 60 | >95% | — |
| MTB / PNC |
Financials |
0.89 |
0.0085 | 0.416 |
0.858 |
0.81 |
8.6 | 46 | >90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0377 | 0.416 |
0.956 |
0.75 |
8.6 | 59 | >95% | — |
| HIG / L |
Financials |
0.83 |
0.0475 | 0.416 |
0.567 |
0.74 |
12.4 | 22 | <90% | — |
| APO / ARES |
Financials |
0.82 |
0.0161 | 0.416 |
0.442 |
0.74 |
9.8 | 58 | >95% | — |
| CINF / L |
Financials |
0.81 |
0.0381 | 0.416 |
0.822 |
0.74 |
11.2 | 57 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0484 | 0.416 |
1.048 |
-0.65 |
5.5 | 73 | >99% | — |
| BAC / JPM |
Financials |
0.80 |
0.0418 | 0.416 |
1.133 |
0.17 |
8.6 | 46 | >90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0043 | 0.416 |
1.100 |
-0.10 |
7.8 | 71 | >99% | — |
25/08/2026
— 19 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.86 |
0.0081 | 0.332 |
0.675 |
2.25 |
15.4 | 36 | <90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0339 | 0.413 |
0.799 |
2.14 |
12.2 | 71 | >95% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0417 | 0.413 |
0.976 |
1.73 |
8.7 | 68 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0272 | 0.413 |
0.717 |
-1.54 |
12.2 | 29 | <90% | — |
| RF / TFC |
Financials |
0.89 |
0.0439 | 0.413 |
1.192 |
1.44 |
13.1 | 27 | <90% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0057 | 0.332 |
0.656 |
-1.31 |
9.5 | 49 | >90% | — |
| CFG / TFC |
Financials |
0.90 |
0.0310 | 0.413 |
1.798 |
1.13 |
12.3 | 44 | >90% | — |
| FITB / USB |
Financials |
0.89 |
0.0432 | 0.413 |
0.970 |
-1.12 |
9.1 | 47 | >90% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0140 | 0.413 |
0.624 |
-1.10 |
7.8 | 48 | >90% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0352 | 0.413 |
0.955 |
0.85 |
8.6 | 59 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0499 | 0.413 |
1.047 |
-0.74 |
5.4 | 73 | >99% | — |
| BNY / STT |
Financials |
0.81 |
0.0370 | 0.413 |
0.886 |
-0.74 |
11.7 | 43 | >90% | — |
| MTB / PNC |
Financials |
0.89 |
0.0074 | 0.332 |
0.857 |
0.66 |
8.5 | 46 | >90% | — |
| APO / ARES |
Financials |
0.82 |
0.0176 | 0.413 |
0.443 |
0.61 |
9.9 | 58 | >95% | — |
| CINF / L |
Financials |
0.81 |
0.0365 | 0.413 |
0.821 |
0.57 |
11.1 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0464 | 0.413 |
0.828 |
-0.41 |
9.8 | 24 | <90% | — |
| HIG / L |
Financials |
0.83 |
0.0479 | 0.413 |
0.568 |
0.33 |
12.4 | 22 | <90% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0048 | 0.332 |
1.100 |
0.13 |
8.1 | 71 | >99% | — |
| KEY / TFC |
Financials |
0.89 |
0.0349 | 0.413 |
1.311 |
-0.05 |
11.1 | 57 | >95% | — |
24/08/2026
— 18 coppie
| Coppia | Settore | corr | p-value | q-val |
β | z | half-life | score | Johansen | Sharpe 4y |
|---|
| PSX / VLO |
Energy |
0.86 |
0.0169 | 0.421 |
0.672 |
2.56 |
16.0 | 39 | <90% | — |
| AEE / CNP |
Utilities |
0.82 |
0.0488 | 0.421 |
0.796 |
2.12 |
12.7 | 70 | >95% | — |
| KLAC / LRCX |
Information Technology |
0.89 |
0.0254 | 0.421 |
0.718 |
-1.55 |
12.1 | 29 | <90% | — |
| COHR / LITE |
Information Technology |
0.80 |
0.0491 | 0.421 |
0.603 |
-1.45 |
11.5 | 29 | <90% | — |
| DUK / WEC |
Utilities |
0.83 |
0.0369 | 0.421 |
0.977 |
1.40 |
8.5 | 76 | >99% | — |
| EXR / PSA |
Real Estate |
0.89 |
0.0072 | 0.412 |
0.659 |
-1.13 |
9.8 | 60 | >95% | — |
| MTB / PNC |
Financials |
0.89 |
0.0069 | 0.412 |
0.856 |
1.07 |
8.4 | 47 | >90% | — |
| RF / TFC |
Financials |
0.89 |
0.0360 | 0.421 |
1.191 |
1.06 |
13.0 | 23 | <90% | — |
| AEE / EVRG |
Utilities |
0.80 |
0.0123 | 0.421 |
0.624 |
-0.91 |
7.8 | 60 | >95% | — |
| CFG / TFC |
Financials |
0.90 |
0.0250 | 0.421 |
1.797 |
0.90 |
12.2 | 43 | >90% | — |
| BNY / STT |
Financials |
0.81 |
0.0395 | 0.421 |
0.887 |
-0.75 |
11.8 | 23 | <90% | — |
| APO / ARES |
Financials |
0.82 |
0.0162 | 0.421 |
0.443 |
0.73 |
9.8 | 58 | >95% | — |
| NWSA / NWS |
Communication Services |
0.95 |
0.0330 | 0.421 |
0.955 |
0.66 |
8.6 | 59 | >95% | — |
| FITB / PNC |
Financials |
0.89 |
0.0405 | 0.421 |
1.047 |
-0.62 |
5.5 | 73 | >99% | — |
| FOXA / FOX |
Communication Services |
0.99 |
0.0075 | 0.412 |
1.100 |
0.46 |
8.3 | 71 | >99% | — |
| HIG / L |
Financials |
0.83 |
0.0297 | 0.421 |
0.570 |
0.40 |
11.8 | 23 | <90% | — |
| CINF / L |
Financials |
0.81 |
0.0316 | 0.421 |
0.821 |
0.33 |
11.0 | 57 | >95% | — |
| KMI / WMB |
Energy |
0.85 |
0.0483 | 0.421 |
0.828 |
-0.25 |
9.7 | 24 | <90% | — |