SLV : XLF Pair Delight

Sometimes a picture (or 2) is worth a thousand words so here are two views of the SLV/XLF pair trade setup with an equity curve that should make any pair trader worth his salt take notice.  I've set the optimization routine to the new “z-rank” option and leave it to active subscribers to engage the DV setup so see how that affects the  performance metrics.  The trick, of course, is to find a pair with equal gains on either leg, otherwise the trader might just as well focus on the rolling z-score of a single ETF (such as silver) all by itself  (Ticker A option).

Related posts:

1. Deconstructing the SMH:SLV Pair
2. FXE / EWG Pair Trade
3. FXE / EZU Pair Trade
4. Part 3: Pair/Arbitrage Trading Ideas
5. Gold Digger Pair