Wires·
Standing by — next sweep in ~10 min.
Markets
Dow-0.17%Russell 2000-0.09%Nasdaq-0.38%S&P 500-0.25%VXX+0.30%IEF+0.09%GLD-0.91%SLV-1.02%USO+0.05%UUP+0.29%Dow-0.17%Russell 2000-0.09%Nasdaq-0.38%S&P 500-0.25%VXX+0.30%IEF+0.09%GLD-0.91%SLV-1.02%USO+0.05%UUP+0.29%
No. I · Vol. I
Monday, September 14, 2026

Agent 19 — Pairs Trading

BULL + BEAR
HEALTHY

Statistical-arbitrage pairs trading on 4 hardcoded cointegrated pairs: KO/PEP, V/MA, XOM/CVX, JNJ/PG. For each, computes the 60-day z-score of the log-spread; enters long-short on |z|≥2, exits on |z|≤0.5, stops on |z|≥4. Daily cadence. The first market-neutral agent on the bench — its return profile is largely orthogonal to every long-only strategy. Gatev-Goetzmann-Rouwenhorst 1962-2002: ~11%/year before costs, ~5% after.

CUMULATIVE GAIN · 2026-05-27 → 2026-09-14 (live)−$3K−$2K−$741+$460Break-even · $0−$1KMay 27Jun 28Jul 31Sep 14
PAIRS TRADING
$98,554
-$1,446 (-1.45%)
since inception · on $100,000 allotted
Deployed capital
$46,466
46.5% of allotted in positions
Back to homeConnecting…
Today
Δ Equity
-$228.19
Δ %
-0.23%
Decisions
60
0 acted
Closed today
0

Scorecard

Open Positions

(2)

Every open position with the thesis logged at entry.

  • KOCoca-Cola Companyshortopened Jun 10, 2026
    307 sh × $81.34 ($24,971 cost)$89.21$27,387−$2,416.09−9.68%
  • PEPPepsiCo Inclongopened Jun 10, 2026
    175 sh × $142.78 ($24,987 cost)$136.63$23,910−$1,076.25−4.31%
open · 2 equity positionscost $49,958$51,298unrealized+$1,339.84+2.68%
realized + unrealized = total p/l+$2,046.49++$1,339.84=+$3,386.33

Closed Positions

(468)

Every position this agent has closed, win or lose. Click any to see why it was opened and closed.

TickerSideInOutHold$ P/L% P/L

Prompt performance

Closed-position stats broken out by the prompt version that authored each buy.

PromptTradesW / L / SWin rateAvg P/L %Total P/LAvg holdWindow
unknown468187 / 152 / 12955.2%+0.02%+$2,0460.1dJun 1, 2026 → Sep 10, 2026

Recent activity

(24)

What the agent has been looking at and what it's done about it.

  1. HOLDSep 14, 1:45 PM

    Pairs KO/PEP: holding (z=1.65 in [-4,-0.5]∪[0.5,4]).

  2. HOLDSep 14, 1:45 PM

    Pairs V/MA: flat (z=0.09 below entry threshold 1.75).

  3. HOLDSep 14, 1:45 PM

    Pairs XOM/CVX: flat (z=-1.53 below entry threshold 1.75).

  4. HOLDSep 14, 1:45 PM

    Pairs JNJ/PG: flat (z=0.68 below entry threshold 1.75).

  5. HOLDSep 14, 1:30 PM

    Pairs KO/PEP: holding (z=1.66 in [-4,-0.5]∪[0.5,4]).

  6. HOLDSep 14, 1:30 PM

    Pairs V/MA: flat (z=0.09 below entry threshold 1.75).

  7. HOLDSep 14, 1:30 PM

    Pairs XOM/CVX: flat (z=-1.51 below entry threshold 1.75).

  8. HOLDSep 14, 1:30 PM

    Pairs JNJ/PG: flat (z=0.68 below entry threshold 1.75).

  9. HOLDSep 14, 1:15 PM

    Pairs KO/PEP: holding (z=1.64 in [-4,-0.5]∪[0.5,4]).

  10. HOLDSep 14, 1:15 PM

    Pairs V/MA: flat (z=0.08 below entry threshold 1.75).

  11. HOLDSep 14, 1:15 PM

    Pairs XOM/CVX: flat (z=-1.46 below entry threshold 1.75).

  12. HOLDSep 14, 1:15 PM

    Pairs JNJ/PG: flat (z=0.71 below entry threshold 1.75).

  13. HOLDSep 14, 1:01 PM

    Pairs KO/PEP: holding (z=1.58 in [-4,-0.5]∪[0.5,4]).

  14. HOLDSep 14, 1:01 PM

    Pairs V/MA: flat (z=0.10 below entry threshold 1.75).

  15. HOLDSep 14, 1:01 PM

    Pairs XOM/CVX: flat (z=-1.54 below entry threshold 1.75).

  16. HOLDSep 14, 1:01 PM

    Pairs JNJ/PG: flat (z=0.69 below entry threshold 1.75).

  17. HOLDSep 14, 12:45 PM

    Pairs KO/PEP: holding (z=1.62 in [-4,-0.5]∪[0.5,4]).

  18. HOLDSep 14, 12:45 PM

    Pairs V/MA: flat (z=0.07 below entry threshold 1.75).

  19. HOLDSep 14, 12:45 PM

    Pairs XOM/CVX: flat (z=-1.60 below entry threshold 1.75).

  20. HOLDSep 14, 12:45 PM

    Pairs JNJ/PG: flat (z=0.68 below entry threshold 1.75).

  21. HOLDSep 14, 12:30 PM

    Pairs KO/PEP: holding (z=1.65 in [-4,-0.5]∪[0.5,4]).

  22. HOLDSep 14, 12:30 PM

    Pairs V/MA: flat (z=0.10 below entry threshold 1.75).

  23. HOLDSep 14, 12:30 PM

    Pairs XOM/CVX: flat (z=-1.57 below entry threshold 1.75).

  24. HOLDSep 14, 12:30 PM

    Pairs JNJ/PG: flat (z=0.67 below entry threshold 1.75).

Watching

(0)

Names this agent is tracking but hasn't entered.

Nothing on the watchlist right now.

Relevant news

(30)

Recent headlines on tickers this agent holds, watches, or has evaluated.

  1. Sep 14, 11:40 AMVvia finnhub

    Which dow jones stocks are moving on Monday?

  2. Sep 14, 11:16 AMVvia finnhub

    Visa Stock Offers Growth, but is it Worth Buying at 24.9X Forward P/E?

  3. Sep 14, 9:25 AMPEPvia finnhub

    Coca-Cola's Digital Strategy: Driving Sales or Just Hype?

  4. Sep 14, 9:25 AMKOvia finnhub

    Coca-Cola's Digital Strategy: Driving Sales or Just Hype?

  5. Sep 14, 9:07 AMKOvia finnhub

    Do the Math: Tax Man Goes Away When You Own These Dividend Stocks in a Roth IRA

  6. Sep 14, 9:07 AMVvia finnhub

    PayPal's Agentic Payments: Can These Unlock the Next Growth Leg?

  7. Sep 14, 9:07 AMKOvia finnhub

    Wall Street Lunch: Tesla's Roadster Could Be Ready To Take Flight

  8. Sep 14, 8:05 AMVvia finnhub

    HES FinTech and Acquired Expand Partnership to Put a Multi-Rail Payment Stack Behind Lending and Collections

  9. Sep 14, 8:00 AMVvia finnhub

    Visa Research: The Rise of the "Couch Economy" Is Reshaping Consumer Spending

  10. Sep 14, 7:52 AMVvia finnhub

    BlackRock and Visa Will Secure Circle's Arc. But, Meme Coin Traders Plan to Storm It

  11. Sep 14, 7:46 AMVvia finnhub

    Can Stocks Overcome These 3 Bearish Narratives?

  12. Sep 14, 7:30 AMVvia finnhub

    Zelis® Names Jim Young Chief Financial & Administrative Officer, Succeeding Retiring Brian Gladden

  13. Sep 14, 6:52 AMKOvia finnhub

    How Much You Need Invested to Cover Your Medicare Premiums With Dividend Income

  14. Sep 14, 4:26 AMPEPvia finnhub

    Inside PepsiCo’s dirty soda playbook

  15. Sep 14, 4:26 AMKOvia finnhub

    Inside PepsiCo’s dirty soda playbook

  16. Sep 14, 4:03 AMVvia finnhub

    2 Profitable Stocks for Long-Term Investors and 1 Facing Challenges

  17. Sep 14, 3:00 AMKOvia finnhub

    Zacks Investment Ideas feature highlights: Johnson & Johnson, Coca-Cola and Exxon Mobil

  18. Sep 14, 1:15 AMVvia finnhub

    Mastercard Is A Better Buy Than Visa Right Now

  19. Sep 13, 8:03 PMVvia finnhub

    AI agents to start spending your money with Visa, Mastercard

  20. Sep 13, 7:54 PMVvia finnhub

    Visa: The Market Is Still Underestimating This Resilient Growth Story

  21. Sep 13, 6:54 PMVvia finnhub

    Top 50 High-Quality Dividend Growth Stocks For September 2026

  22. Sep 13, 4:10 PMKOvia finnhub

    Coca-Cola vs. Pepsi: Five Years, Two Completely Different Outcomes

  23. Sep 13, 4:10 PMPEPvia finnhub

    Coca-Cola vs. Pepsi: Five Years, Two Completely Different Outcomes

  24. Sep 13, 1:50 PMPEPvia finnhub

    The 10-Year Treasury Bond Yields Nearly 5% Right Now. Here's Why I'd Still Choose PepsiCo for Passive Income.

  25. Sep 13, 7:35 AMPEPvia finnhub

    Even With 10-Year Treasury Yields at a 20-Month High, I'd Still Rather Buy This S&P 500 Dividend Stock for Passive Income in September.

  26. Sep 12, 4:33 PMVvia finnhub

    Agentic commerce: Is Payments the winner this time?

  27. Sep 12, 10:07 AMKOvia finnhub

    Pepsi has a convenience-store problem that's not Coca-Cola

  28. Sep 12, 10:07 AMPEPvia finnhub

    Pepsi has a convenience-store problem that's not Coca-Cola

  29. Sep 12, 9:35 AMPEPvia finnhub

    3 High-Yield Dividend Stocks Worth Loading Up On This Month

  30. Sep 12, 6:50 AMKOvia finnhub

    How Much Do You Really Need Invested in Dividend Stocks to Replace a $25,000 Income?

Macro & geopolitical context

(15)

High-severity world events that touch this agent's universe.

  1. Sep 14, 11:56 AMgeopolitical · severity 3/5

    US pursuing step-by-step agreement with Iran; oil prices declining on headlines.

  2. Sep 14, 8:39 AMgeopolitical · severity 4/5

    Middle East tensions drive crude oil toward $105 amid Saudi pipeline disruptions.

  3. Sep 14, 7:31 AMpolicy · severity 3/5

    Central bank week begins with USD strength and equity market pressure.

  4. Sep 14, 6:55 AMpolicy · severity 4/5

    Fed rate hike bets surge in September amid AI stock weakness and oil surge.

  5. Sep 14, 6:38 AMpolicy · severity 3/5

    EU imposes 24-72 hour vulnerability reporting requirements on crypto wallet providers.

  6. Sep 14, 5:53 AMpolicy · severity 3/5

    India's August CPI rises to 4.82%, signaling potential central bank rate hike.

  7. Sep 14, 5:12 AMpolicy · severity 3/5

    Bitcoin faces selloff risk ahead of FOMC decision and CLARITY Act vote.

  8. Sep 14, 5:00 AMpolicy · severity 3/5

    Bitcoin volatility expected ahead of Senate CLARITY Act vote and Fed rate decision.

  9. Sep 14, 4:55 AMgeopolitical · severity 3/5

    Saudi crown prince and US CENTCOM chief discuss Houthi escalation response.

  10. Sep 14, 4:29 AMpolicy · severity 3/5

    Fed, BOE, and BOJ interest-rate decisions set to influence cryptocurrency markets this week.

  11. Sep 14, 2:49 AMgeopolitical · severity 3/5

    AirBaltic files Chapter 11 bankruptcy amid Iran geopolitical tensions and rising costs.

  12. Sep 13, 7:50 PMgeopolitical · severity 3/5

    Trump dismisses report of Chinese entities aiding Iran in attack on US forces.

  13. Sep 13, 7:01 PMgeopolitical · severity 3/5

    Oil markets show resilience amid Iran tensions; sustained impact expected.

  14. Sep 13, 6:40 PMgeopolitical · severity 3/5

    Canada explores EU associate membership amid US tariff tensions and trade realignment.

  15. Sep 13, 11:58 AMgeopolitical · severity 3/5

    Houthis' Yemen advances create strategic dilemma for Gulf state allies and regional stability.

Recent runs

(20)

Every scheduled run for this agent. Most are no-op; the interesting ones show what changed.

  1. Sep 14, 1:45 PMPairs tick: 4 pairs evaluated, 0 orders.
  2. Sep 14, 1:30 PMPairs tick: 4 pairs evaluated, 0 orders.
  3. Sep 14, 1:15 PMPairs tick: 4 pairs evaluated, 0 orders.
  4. Sep 14, 1:01 PMPairs tick: 4 pairs evaluated, 0 orders.
  5. Sep 14, 12:45 PMPairs tick: 4 pairs evaluated, 0 orders.
  6. Sep 14, 12:30 PMPairs tick: 4 pairs evaluated, 0 orders.
  7. Sep 14, 12:15 PMPairs tick: 4 pairs evaluated, 0 orders.
  8. Sep 14, 12:01 PMPairs tick: 4 pairs evaluated, 0 orders.
  9. Sep 14, 11:45 AMPairs tick: 4 pairs evaluated, 0 orders.
  10. Sep 14, 11:30 AMPairs tick: 4 pairs evaluated, 0 orders.
  11. Sep 14, 11:15 AMPairs tick: 4 pairs evaluated, 0 orders.
  12. Sep 14, 11:03 AMPairs tick: 4 pairs evaluated, 0 orders.
  13. Sep 14, 10:46 AMPairs tick: 4 pairs evaluated, 0 orders.
  14. Sep 14, 10:31 AMPairs tick: 4 pairs evaluated, 0 orders.
  15. Sep 14, 10:15 AMPairs tick: 4 pairs evaluated, 0 orders.
  16. Sep 14, 10:01 AMPairs tick: 4 pairs evaluated, 0 orders.
  17. Sep 14, 9:45 AMPairs tick: 4 pairs evaluated, 0 orders.
  18. Sep 14, 9:30 AMPairs tick: 4 pairs evaluated, 0 orders.
  19. Sep 14, 9:15 AMPairs tick: 4 pairs evaluated, 0 orders.
  20. Sep 14, 9:01 AMPairs tick: 4 pairs evaluated, 0 orders.
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