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Algokid

PAIR TRADING : GM VS. FORD

FORD MTR CO DEL (BATS:F)  
Algokid  
BATS:F   FORD MTR CO DEL
5
6
Correlation : 96 %
Co integration : 70 %

LONG F (GREEN) @ 9.63
SHORT GM ( RED) @ 21.87

AVG TRADE LENGTH : 12 DAYS.

WINNING % : 66.67 % ( based on past two year back testing)
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