π Sector Rotation Pairs
Mean-reversion pair trading on sector ETFs β Z-score scale-in (Β±2.0 β Β±2.5) | loading...
Strategy: Scale-in pair trading on sector ETFs with OLS hedge ratio (60d lookback).
π’ LONG = Z < -2.0: long ETFβ, short ETFβ.
π΄ SHORT = Z > 2.0: short ETFβ, long ETFβ.
Extra entry at |Z| β₯ 2.5. Exit at Z = 0. Data: 2020βpresent. TR prices (incl. dividends).
| Pair | Ξ² | Prices | Chart | Z-Score | Signal | Trades | Win% | P&L | MDD |
