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Play It, Sam. Play 'As Time Goes By

"Play it, Sam. Play 'As Time Goes By.'"Ilsa Lund

Title from Ingrid BergmanCasablanca

have some useful correlations too

"XLI","2013/06/10","In... underperformed spread (100days MA) XLI(from MA100 9.6%)/IWM(from MA100 12.2%) 134 times spread closed near zero for the last 1000days. Max deviation trading days:83 current:94"

http://bit.ly/12DxuZF

"XLP","2013/06/10","In... underperformed spread (100days MA) XLP(from MA100 6.6%)/DIA(from MA100 8.0%) 82 times spread closed near zero for the last 1000days. Max deviation trading days:122 current:127"

http://bit.ly/12DxuZN

XLI Chart

XLI data by YCharts

DIA Chart

DIA data by YCharts

Data mined from marketmagic.eu