Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100107	ABFS		27.81	27.36	539096	1
20100107	ACG		7.9	7.88	574680	1, 3, 4, 5
20100107	AEE		27.2	25.11	1889299	1
20100107	AIG		28.58	21.39	30252334	1
20100107	BDX		77.64	69.47	1714990	1, 3, 4
20100107	CASY		30.71	28.56	415286	1
20100107	CPRT		36.04	33.64	457576	1
20100107	CPT		40.82	33.32	980733	1, 3, 4, 5
20100107	CWTR		5.32	5.59	1241832	2
20100107	ENER		12.41	13.38	2924705	2, 3, 4, 5
20100107	FRT		66.75	58.08	932842	1, 3
20100107	FRZ		3.8	3.25	319331	1
20100107	GPN		52.04	42.58	620183	1, 3, 4, 5
20100107	MERC		2.68	1.80	264891	1
20100107	NBG		5.67	5.74	752263	2
20100107	NST		35.47	31.96	545764	1
20100107	NTAP		33.27	23.81	6797287	1, 3
20100107	NVS		51.91	45.73	1533613	1, 5
20100107	PNRA		65.65	56.62	458719	1
20100107	PPDI		22.68	21.54	1303192	1, 3
20100107	SBCF		1.96	2.51	367840	2, 3, 4, 5
20100107	SCG		36.77	33.50	755009	1
20100107	SRE		53.84	49.98	1499151	1, 3
20100107	THQI		5.58	5.76	1259907	2, 3

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100106	ABFS		28.21	27.32	536034	1
20100106	AEE		27.46	25.09	1889492	1, 3
20100106	AIG		29.14	21.25	30303296	1
20100106	ALTH		6.83	6.96	2603950	2, 3
20100106	ARE		62.55	46.82	802710	1, 3
20100106	AVB		79.83	64.63	1542392	1
20100106	BDX		77.66	69.41	1708769	1
20100106	BWLD		39.89	38.62	373142	1, 3
20100106	CBRL		36.72	32.29	302026	1, 3
20100106	CHL		47.42	48.81	2004496	2
20100106	CPT		40.9	33.23	968781	1, 3, 4, 5
20100106	DIS		31.82	26.07	11783608	1
20100106	DRI		34.39	34.06	2631720	1, 3
20100106	DVR		8.02	8.76	1237991	2
20100106	FAF		31	29.27	723992	1, 3
20100106	FRT		66.77	57.97	936815	1
20100106	HIW		31.37	26.86	1033298	1, 3
20100106	HTZ		11.62	8.99	3056473	1
20100106	ITT		48.54	47.39	1501361	1, 3, 4, 5
20100106	NVS		52.37	45.66	1514580	1, 3, 4, 5
20100106	OREX		6.6	6.20	792650	1, 3, 4, 5
20100106	PNRA		65.74	56.56	460049	1, 3
20100106	PPDI		22.95	21.55	1291740	1, 3
20100106	PPS		18.87	15.67	778748	1, 3
20100106	PRE		72.33	70.84	665717	1, 3
20100106	PRSP		39.44	33.10	370526	1
20100106	SGMS		15.29	15.95	1052167	2, 3
20100106	SLG		47.7	31.69	2296177	1, 3
20100106	SPG		77.5	60.14	3636537	1
20100106	SRCL		54.63	51.14	716483	1, 3
20100106	THQI		5.46	5.75	1278154	2
20100106	UDR		16.08	12.47	2725550	1
20100106	WFR		14.61	16.18	5474621	2, 3, 4, 5
20100106	WMGI		18.55	16.20	417229	1, 3

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100105	AEE		27.65	25.07	1887356	1, 3
20100105	ARE		62.88	46.69	804062	1, 3
20100105	AVB		80.59	64.49	1547832	1
20100105	BIDU		405.9	331.58	1802587	1, 3
20100105	BWLD		40.07	38.61	372787	1
20100105	CPT		41.4	33.15	959130	1, 3, 4, 5
20100105	DTE		43.05	34.53	1154694	1, 3, 4, 5
20100105	DVR		8.01	8.75	1235344	2
20100105	EIX		34.46	31.96	2199491	1, 3
20100105	EQR		33.27	26.38	3911961	1, 3
20100105	FAF		31.23	29.25	720513	1, 3, 4, 5
20100105	FRT		66.95	57.87	941659	1, 3
20100105	FTO		13.29	13.72	2720712	2, 3
20100105	HIW		31.5	26.82	1027683	1, 3, 4, 5
20100105	HTZ		11.77	8.96	3074561	1, 3
20100105	LOW		22.92	20.86	14953159	1, 3
20100105	NFLX		51.51	46.66	1266437	1, 3, 4, 5
20100105	OREX		6.8	6.18	790251	1, 3, 4, 5
20100105	PCG		44	39.97	2077833	1, 3
20100105	POR		19.98	19.15	591583	1
20100105	PPS		19.2	15.63	775906	1, 3
20100105	SGMS		15.16	15.95	1052311	2, 3
20100105	SLG		48.02	31.52	2299253	1, 3
20100105	SLGN		55.11	50.98	281354	1, 4, 5
20100105	SPG		78.38	59.95	3635027	1, 3
20100105	SRCL		54.67	51.11	718213	1, 3
20100105	TE		15.96	13.08	1679927	1, 3, 4, 5
20100105	UDR		16.19	12.43	2731329	1
20100105	VCLK		10.57	10.74	1252600	2
20100105	VRX		31.51	25.75	748311	1
20100105	WMGI		18.64	16.17	421260	1, 3

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

• Selecting tradeable pairs: which measure to use?
  (tags: finance trading correlation pairstrading arbitrage statistics)

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20100104	AVB		81.2	64.31	1552509	1
20100104	BRE		32.69	26.71	782613	1, 3
20100104	BWLD		40.23	38.59	373351	1
20100104	ESS		82.62	71.47	520809	1
20100104	FAF		32.43	29.22	710853	1, 3
20100104	HTZ		11.88	8.91	3071677	1, 3, 4
20100104	JOE		28.45	26.66	775880	1, 3
20100104	KRC		30.39	24.60	683767	1
20100104	OREX		7.12	6.16	786659	1, 3, 4, 5
20100104	POR		20.37	19.14	593372	1
20100104	SGMS		14.83	15.95	1050465	2
20100104	SKT		38.83	35.31	492630	1
20100104	SKYW		16.9	13.95	365697	1
20100104	SNIC		11.62	4.80	347957	1, 3
20100104	SRCL		55.16	51.07	717638	1
20100104	TCO		35.4	28.78	1072063	1, 3
20100104	VCLK		10.55	10.72	1256686	2, 3
20100104	VRX		31.76	25.68	751295	1, 3, 4, 5

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20091231	AU		40.18	38.93	2944437	1
20091231	CCO		10.39	6.35	432225	1
20091231	CGA		14.7	10.27	941221	1
20091231	CL		82.15	72.50	2660252	1
20091231	CNX		49.8	39.54	2988359	1
20091231	CPA		54.47	41.13	286977	1
20091231	CSJ		103.96	103.04	477081	1, 3
20091231	CTSH		45.33	33.08	3456789	1
20091231	ESV		39.94	38.58	3677785	1
20091231	EVVV		13.34	10.87	861995	1
20091231	FAF		33.11	29.19	707667	1
20091231	FBCM		6.18	5.30	310286	1, 3
20091231	FCE/A		11.78	8.69	1396645	1
20091231	FNFG		13.91	12.69	2395632	1
20091231	GCA		7.49	7.02	510444	1
20091231	GGG		28.57	24.98	383211	1
20091231	GOLD		79.14	66.14	1552136	1
20091231	GPRO		42.92	42.28	506234	1
20091231	HMA		7.27	5.82	3436796	1
20091231	HOV		3.84	3.31	3895607	1
20091231	HP		39.88	34.74	1516671	1
20091231	HPY		13.13	10.64	301075	1
20091231	HUM		43.89	34.54	2401496	1
20091231	IMA		41.51	35.66	683020	1
20091231	JASO		5.7	4.20	6550692	1
20091231	JRCC		18.49	18.22	1041482	1
20091231	LTM		24.93	22.77	514618	1
20091231	MEE		42.01	26.02	4360840	1
20091231	MTW		9.97	7.47	5170970	1
20091231	NEM		47.31	44.53	8374621	1
20091231	NLY		17.35	16.35	9029309	1
20091231	ODP		6.45	4.94	6608199	1
20091231	OMX		12.69	9.36	1756438	1
20091231	OREX		7.44	6.14	777824	1
20091231	PETD		18.21	16.62	336349	1
20091231	PRU		49.76	41.91	4487848	1
20091231	REV		17.01	7.29	436153	1
20091231	SAH		10.39	9.19	1214713	1
20091231	SAPE		8.27	6.70	967230	1
20091231	SAY		4.61	4.28	2495797	1
20091231	SGMS		14.55	15.95	1050535	2
20091231	TCK		34.97	22.71	5914923	1, 3
20091231	UFS		55.41	26.03	877016	1
20091231	VB		57.35	49.56	482026	1
20091231	VBR		54.48	47.46	283442	1
20091231	VCLK		10.12	10.71	1255215	2
20091231	VISN		10.92	7.27	474054	1, 3
20091231	WSM		20.78	16.10	2330186	1
20091231	WU		18.85	17.55	4980340	1
20091231	YGE		15.81	11.81	5159436	1

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20091230	AUXL		29.63	29.56	535634	1
20091230	CCO		10.46	6.31	436528	1
20091230	CPA		54.69	40.99	288678	1
20091230	CSJ		103.99	103.02	475692	1
20091230	FAF		33.33	29.16	709863	1
20091230	FBCM		6.29	5.28	308431	1
20091230	IMA		41.84	35.59	685033	1
20091230	LMNX		15.07	16.10	310033	2
20091230	LTM		25.34	22.70	520302	1
20091230	NLY		17.57	16.34	9069487	1
20091230	ODP		6.55	4.91	6676185	1
20091230	OREX		7.66	6.12	779993	1
20091230	SAY		4.64	4.26	2510788	1
20091230	SEAC		6.7	7.24	268603	2
20091230	SOHU		57.51	58.58	847033	2
20091230	TNL		4.39	6.06	359054	2
20091230	VCLK		10.06	10.69	1257530	2
20091230	WSM		20.98	16.05	2336759	1

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20091229	ESI		96.62	100.01	802472	2
20091229	ILMN		30.68	35.61	2296893	2
20091229	KERX		2.33	1.38	2259821	1, 3, 5
20091229	LMNX		15.02	16.11	326857	2
20091229	LTM		25.44	22.62	524471	1
20091229	NUVA		32.79	37.51	868947	2
20091229	PIR		5.08	2.72	2449256	1
20091229	RDY		24.37	16.92	377027	1
20091229	SOHU		57.31	58.53	845200	2
20091229	STEC		16.76	21.13	5741384	2, 3, 4, 5
20091229	VCLK		10	10.68	1262002	2

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20091228	ALTH		6.5	6.96	2588804	2
20091228	BGY		11.6	10.66	380222	1
20091228	BND		78.49	78.18	594989	1, 3, 4, 5
20091228	ECA		32.92	50.76	2577547	2
20091228	ESI		96.3	100.03	805494	2
20091228	FCN		47.79	47.96	796314	2
20091228	HOTT		6.4	8.07	1149127	2, 3
20091228	HSY		36.57	37.21	1470165	2
20091228	ILMN		30.47	35.63	2293380	2
20091228	MATK		19.41	20.49	343883	2
20091228	NTRS		52.34	55.66	2258936	2
20091228	NUVA		32.29	37.49	867283	2
20091228	PGI		8.19	9.25	349290	2
20091228	RMIX		1	1.73	448110	2, 3
20091228	SOHU		57.24	58.47	850533	2
20091228	STEC		16.65	21.08	5782628	2, 3, 4, 5
20091228	TIP		103.75	102.06	1169934	1
20091228	VCLK		9.98	10.66	1275073	2
20091228	XNPT		18.5	18.89	327221	2

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!

Here is the list of my candidates for today. I will not trade all of those but will start watching them for short-term reversals.

Date	Sym	L/S	Close	MA(200)	Vol MA(100)	Reason
20091224	ACM		28.02	28.06	1130832	2
20091224	ADCT		6.55	7.00	2876338	2
20091224	AFFX		6.11	6.15	1090160	2
20091224	ALTH		6.39	6.96	2583952	2
20091224	ASBC		11.31	12.61	1936370	2
20091224	BGY		11.64	10.64	379110	1
20091224	BK		27.76	28.04	10266948	2
20091224	BND		78.66	78.17	573184	1
20091224	CSTR		27.65	30.56	897207	2
20091224	DNR		15.3	15.40	4159391	2
20091224	ECA		32.77	50.79	2590278	2
20091224	EPIQ		14.24	14.93	267040	2
20091224	ERTS		17.98	19.59	8553013	2
20091224	ESI		93.93	100.08	807676	2
20091224	HOTT		6.21	8.08	1141727	2
20091224	ILMN		30.14	35.65	2289142	2
20091224	MATK		18.93	20.48	341610	2
20091224	MDCO		8.9	8.92	519121	2
20091224	ME		12.33	12.42	1370703	2
20091224	MFC		18.26	18.75	2545164	2
20091224	NCR		11.34	11.39	2804708	2
20091224	NITE		15.56	17.53	1935017	2
20091224	NPBC		6	6.16	1752728	2
20091224	NTRS		52.2	55.69	2270554	2
20091224	NUVA		32.18	37.47	868306	2
20091224	OCN		9.58	11.26	990095	2
20091224	PAR		10.28	9.68	457377	1
20091224	PGI		8.1	9.25	352305	2
20091224	PHM		10.15	10.37	7764795	2
20091224	PNFP		14.39	15.04	260504	2
20091224	RRGB		18.4	18.82	285023	2
20091224	SA		24.28	25.80	371384	2
20091224	SOHU		56.67	58.43	852694	2
20091224	SONE		6.35	6.39	424634	2
20091224	STEC		15.7	21.04	5681758	2
20091224	THQI		5.02	5.66	1389547	2
20091224	TIP		103.78	102.03	1170274	1
20091224	TRLG		19.48	20.79	557440	2
20091224	UHS		31.99	52.88	643071	2
20091224	VCLK		9.91	10.64	1316251	2
20091224	WAL		3.98	5.87	574282	2
20091224	WFR		13.57	16.23	5391678	2
20091224	XNPT		18.16	18.89	325660	2

1. 5 Consecutive down days.
2. 5 Consecutive up days.
3. Volume is 30% over the 10-day moving average.
4. Volume is 70% over the 30-day moving average.
5. Volume is 50% over the 50-day moving average.

Happy Trading!