Top Regression Equations
This is the summary of the best performing statistical regressions evaluated by our engine. We suggest prioritizing low ADF p-values indicating cointegration (the lower the ADF p, the more likely the model is to revert to the mean). Among these low ADF p models, we recommend looking for a sigma offset of 2 and above, or -2 and below, for sigma offets measured close to the current date. Meaning the current price is at one of the extremmes of the model range and likely to snap back to the average like an elastic (ADF p). We do not yet have the ticker names next to them on the report (coming soon). For the time being, you can find the ticker names by going to the ticker selector and searching for the ticker name in ETF or Stock search mode. For building your own regressions visit: Constrained Ratio Spread. Happy alpha searching!
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