Statistical Arbitrage · Pairs Ledger
Correl&ted
Vol. I · No. 5
MONDAY, JUNE 15, 2026
Updated 22:33 · After close
Account value
$20,661
Total profit & loss
+747.08
+3.68% on invested  ·  realized +680  ·  unrealized +67
Realized
+680
Unrealized
+67
Invested
$20,347
Cash on hand
$313
01 Open Positions 3 held · $20,347 at market
CF
vs STLD
Materials
$106.90 ▼ $-219 · -7.57%
$103.00stop $115.65entry $135.94target
z -1.90σ 25 sh $2,673 exit Jun 28 −3.6% / +27.2%
SCHW
vs WFC
Financials
$90.95 ▲ $+299 · +3.40%
$83.25stop $87.96entry $93.14target
z -1.37σ 100 sh $9,095 exit Jul 5 −8.5% / +2.4%
PFE
vs MRK
Healthcare
$26.00 ▼ $-13 · -0.15%
$25.00stop $26.04entry $26.65target
z +0.72σ 330 sh $8,580 exit Jul 5 −3.8% / +2.5%
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