SPY Pair Trading

Reference data
Symbol Price Change Date Time Remark
^GSPC 2496.66 -0.22% 2017-09-25 16:40 S&P 500 Index
SPY 248.95 -0.2% 2017-09-25 15:59 Yahoo Data (possible 15 min delay)
SPY 248.93 -0.2% 2017-09-25 16:00 SPDR S&P 500 ETF
SPY 249.23 -0.08% 2017-09-25 20:00 Post-Market Trading
^SPY-IV 248.69 -0.33% 2017-09-25 15:23 Net Value
SH 32.43 0.19% 2017-09-25 16:00 ProShares Short S&P 500
SH 32.42 0.15% 2017-09-25 20:00 Post-Market Trading
SDS 47.49 0.38% 2017-09-25 16:00 UltraShort S&P500 ProShares
SDS 47.38 0.15% 2017-09-25 20:00 Post-Market Trading
SPXU 14.15 0.57% 2017-09-25 16:00 ProShares UltraPro Short S&P500
SPXU 14.12 0.36% 2017-09-25 20:00 Post-Market Trading

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-09-25. SPY current trading price 248.93 comparing with Est. History
SMA Est Premium Days SPY Est Premium
5 Days 2501.93 -0.21% 47 249.49 -0.23%
10 Days 2501.38 -0.19% 37 249.44 -0.2%
20 Days 2484.16 0.5% 10 247.72 0.49%
Boll Up 2529.3 -1.29% 8 252.22 -1.31%
Boll Down 2439.02 2.36% 7 243.22 2.35%
5 Weeks 2485.11 0.46% 247.82 0.45%
10 Weeks 2466.59 1.22% 245.97 1.2%
20 Weeks 2448.4 1.97% 244.16 1.96%
5 Months 2444.29 2.14% 243.75 2.13%
10 Months 2378.38 4.97% 237.17 4.96%
20 Months 2236.65 11.63% 223.04 11.61%

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-09-25. SH current trading price 32.43 comparing with Est. History
SMA Est Premium Days SH Est Premium
5 Days 2501.93 -0.21% 47 32.36 0.21%
10 Days 2501.38 -0.19% 37 32.37 0.19%
20 Days 2484.16 0.5% 10 32.59 -0.5%
Boll Up 2529.3 -1.29% 8 32.01 1.32%
Boll Down 2439.02 2.36% 7 33.18 -2.25%
5 Weeks 2485.11 0.46% 32.58 -0.46%
10 Weeks 2466.59 1.22% 32.82 -1.19%
20 Weeks 2448.4 1.97% 33.06 -1.89%
5 Months 2444.29 2.14% 33.11 -2.05%
10 Months 2378.38 4.97% 33.96 -4.51%
20 Months 2236.65 11.63% 35.8 -9.4%

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-09-25. SDS current trading price 47.49 comparing with Est. History
SMA Est Premium Days SDS Est Premium
5 Days 2501.93 -0.21% 47 47.29 0.42%
10 Days 2501.38 -0.19% 37 47.31 0.38%
20 Days 2484.16 0.5% 10 47.96 -0.98%
Boll Up 2529.3 -1.29% 8 46.25 2.67%
Boll Down 2439.02 2.36% 7 49.67 -4.39%
5 Weeks 2485.11 0.46% 47.93 -0.91%
10 Weeks 2466.59 1.22% 48.63 -2.34%
20 Weeks 2448.4 1.97% 49.31 -3.7%
5 Months 2444.29 2.14% 49.47 -4%
10 Months 2378.38 4.97% 51.96 -8.61%
20 Months 2236.65 11.63% 57.32 -17.16%

Days of ^GSPC trading range covered the SMA in past 100 trading days starting from 2017-09-25. SPXU current trading price 14.15 comparing with Est. History
SMA Est Premium Days SPXU Est Premium
5 Days 2501.93 -0.21% 47 14.06 0.63%
10 Days 2501.38 -0.19% 37 14.07 0.57%
20 Days 2484.16 0.5% 10 14.36 -1.47%
Boll Up 2529.3 -1.29% 8 13.6 4.05%
Boll Down 2439.02 2.36% 7 15.12 -6.43%
5 Weeks 2485.11 0.46% 14.34 -1.36%
10 Weeks 2466.59 1.22% 14.66 -3.46%
20 Weeks 2448.4 1.97% 14.96 -5.44%
5 Months 2444.29 2.14% 15.03 -5.88%
10 Months 2378.38 4.97% 16.15 -12.36%
20 Months 2236.65 11.63% 18.54 -23.67%

Discussions and Suggestions

Development Record

Related software:
S&P 500 - ES UVXY SH513500 SZ161125
NASDAQ-100 - SH513100 SZ159941
A Shares - SZ150022 SZ150152
H-Shares - SZ150175 SH510900 SZ160717
Hang Seng Index - SZ150169 SH513660 SZ159920 SZ160924
ADR Tools Future ETF Gold ETF Graded Fund LOF Tools HK LOF Pair Trading Stock Groups
My Portfolio

More options? Please login or register account. metropolitan-tundra