Statistical Arbitrage · Pairs Ledger
Correl&ted
Vol. I · No. 5
FRIDAY, JUNE 5, 2026
Updated 19:17 · After close
Account value
$20,538
Total profit & loss
+623.95
+3.08% on invested  ·  realized +680  ·  unrealized -56
Realized
+680
Unrealized
-56
Invested
$20,224
Cash on hand
$313
01 Open Positions 3 held · $20,224 at market
CF
vs STLD
Materials
$114.03 ▼ $-41 · -1.41%
$103.00stop $115.65entry $135.94target
z -1.84σ 25 sh $2,851 exit Jun 28 −9.7% / +19.2%
SCHW
vs WFC
Financials
$88.02 ▲ $+6 · +0.07%
$83.25stop $87.96entry $93.14target
z -2.06σ 100 sh $8,802 exit Jul 5 −5.4% / +5.8%
PFE
vs MRK
Healthcare
$25.98 ▼ $-21 · -0.25%
$25.00stop $26.04entry $26.65target
z +2.25σ 330 sh $8,572 exit Jul 5 −3.8% / +2.6%
02 Spread Instruments rolling 60-day z-score
03 Closed Book realized +680.02 USD
TickerPairShEntry ExitNet P&LReturnClosed
C vs GS 65 $125.52 $132.21 $+414.95 +5.33% 06-05 · Target hit
USB vs PNC 250 $54.42 $55.56 $+265.07 +2.10% 06-05 · Target hit
04 Equity Curve indexed to entry
THE CORRELATED LEDGER
Prices via Yahoo Finance · self-refreshes every 5 min
Net of $9.99/trade commission
Entry |z| > 2.0   Exit |z| < 0.5   Stop |z| > 3.5
Rolling window 60d · Max hold 30d
Inception 2026-05-29