Wires·
Standing by — next sweep in ~6 min.
Markets
Dow+0.90%Russell 2000-0.62%Nasdaq+2.37%S&P 500+1.59%VXX-3.97%IEF-0.05%GLD-1.20%SLV-1.09%USO+1.92%UUP-0.28%Dow+0.90%Russell 2000-0.62%Nasdaq+2.37%S&P 500+1.59%VXX-3.97%IEF-0.05%GLD-1.20%SLV-1.09%USO+1.92%UUP-0.28%
No. I · Vol. I
Monday, June 29, 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 → 2026-06-29 (live)−$2K−$1K−$534+$406Break-even · $0−$2KMay 27Jun 7Jun 18Jun 29
PAIRS TRADING
$97,782
-$2,218 (-2.22%)
since inception · on $100,000 allotted
Deployed capital
$73,704
73.7% of allotted in positions
Back to homeConnecting…
Today
Δ Equity
-$525.33
Δ %
-0.53%
Decisions
4
1 acted
Closed today
0

Scorecard

Open Positions

(3)

Every open position with the thesis logged at entry.

  • PGProcter & Gamble Companylongopened Jun 29, 2026
    169 sh × $147.65 ($24,953 cost)$147.52$24,931−$21.97−0.09%
  • KOCoca-Cola Companyshortopened Jun 10, 2026
    307 sh × $81.34 ($24,971 cost)$82.35$25,281−$310.07−1.24%
  • PEPPepsiCo Inclongopened Jun 10, 2026
    175 sh × $142.78 ($24,987 cost)$137.78$24,112−$875.00−3.50%
open · 3 equity positionscost $74,911$74,324unrealized−$586.90−0.78%
realized + unrealized = total p/l−$1,010.84+−$586.90=−$1,597.74

Closed Positions

(62)

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
unknown6218 / 27 / 1740%-0.07%-$1,0110.2dJun 1, 2026 → Jun 26, 2026

Recent activity

(24)

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

  1. HOLDJun 29, 8:51 AM

    Pairs KO/PEP: holding (z=1.84 in [-4,-0.5]∪[0.5,4]).

  2. HOLDJun 29, 8:51 AM

    Pairs V/MA: flat (z=1.10 below entry threshold 1.75).

  3. HOLDJun 29, 8:51 AM

    Pairs XOM/CVX: flat (z=-0.42 below entry threshold 1.75).

  4. ENTERJun 29, 8:51 AM

    Pairs JNJ/PG entry at z=2.61 (A above B by 2.61σ → short A, long B).

  5. HOLDJun 26, 12:35 PM

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

  6. HOLDJun 26, 12:35 PM

    Pairs V/MA: flat (z=1.21 below entry threshold 1.75).

  7. HOLDJun 26, 12:35 PM

    Pairs XOM/CVX: flat (z=-0.49 below entry threshold 1.75).

  8. ORPHAN_REPAIRJun 26, 12:35 PM

    Pairs JNJ/PG: closing orphan PG leg (pair was half-open, not market-neutral).

  9. HOLDJun 26, 11:49 AM

    Pairs KO/PEP: holding (z=1.54 in [-4,-0.5]∪[0.5,4]).

  10. HOLDJun 26, 11:49 AM

    Pairs V/MA: flat (z=1.20 below entry threshold 1.75).

  11. HOLDJun 26, 11:49 AM

    Pairs XOM/CVX: flat (z=-0.48 below entry threshold 1.75).

  12. ENTERJun 26, 11:49 AM

    Pairs JNJ/PG entry at z=2.14 (A above B by 2.14σ → short A, long B).

  13. HOLDJun 26, 10:50 AM

    Pairs KO/PEP: holding (z=1.49 in [-4,-0.5]∪[0.5,4]).

  14. HOLDJun 26, 10:50 AM

    Pairs V/MA: flat (z=1.32 below entry threshold 1.75).

  15. HOLDJun 26, 10:50 AM

    Pairs XOM/CVX: flat (z=-0.37 below entry threshold 1.75).

  16. ORPHAN_REPAIRJun 26, 10:50 AM

    Pairs JNJ/PG: closing orphan PG leg (pair was half-open, not market-neutral).

  17. HOLDJun 26, 9:48 AM

    Pairs XOM/CVX: flat (z=-0.32 below entry threshold 1.75).

  18. ENTERJun 26, 9:48 AM

    Pairs JNJ/PG entry at z=2.04 (A above B by 2.04σ → short A, long B).

  19. HOLDJun 26, 9:48 AM

    Pairs KO/PEP: holding (z=1.50 in [-4,-0.5]∪[0.5,4]).

  20. HOLDJun 26, 9:48 AM

    Pairs V/MA: flat (z=1.21 below entry threshold 1.75).

  21. HOLDJun 26, 9:36 AM

    Pairs XOM/CVX: flat (z=-0.32 below entry threshold 1.75).

  22. ORPHAN_REPAIRJun 26, 9:36 AM

    Pairs JNJ/PG: closing orphan PG leg (pair was half-open, not market-neutral).

  23. HOLDJun 26, 9:36 AM

    Pairs KO/PEP: holding (z=1.54 in [-4,-0.5]∪[0.5,4]).

  24. HOLDJun 26, 9:36 AM

    Pairs V/MA: flat (z=1.19 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. Jun 29, 11:40 AMPGvia finnhub

    Stay informed with the top movers within the dow jones index on Monday.

  2. Jun 29, 10:44 AMKOvia finnhub

    Coca-Cola Stock's Loudest Signal Is The One It Stopped Saying

  3. Jun 29, 10:44 AMPEPvia finnhub

    Coca-Cola Stock's Loudest Signal Is The One It Stopped Saying

  4. Jun 29, 10:00 AMKOvia finnhub

    The Coca-Cola Company Announces Timing of Second Quarter 2026 Earnings Release

  5. Jun 29, 8:00 AMPGvia finnhub

    Here is What to Know Beyond Why Procter & Gamble Company (The) (PG) is a Trending Stock

  6. Jun 29, 6:55 AMPEPvia finnhub

    This is Why Morgan Stanley Believes The Coca-Cola Company (KO) is a Top Beverage Stock To Buy

  7. Jun 29, 6:55 AMKOvia finnhub

    This is Why Morgan Stanley Believes The Coca-Cola Company (KO) is a Top Beverage Stock To Buy

  8. Jun 29, 6:17 AMPGvia finnhub

    Florida, Pennsylvania, Or California? Which Retiree Keeps The Most Money?

  9. Jun 29, 6:00 AMKOvia finnhub

    2 Covered Call Ideas on KO Stock

  10. Jun 29, 5:23 AMPEPvia finnhub

    How TikTok Shop is changing innovation for food and beverage brands

  11. Jun 29, 4:15 AMPEPvia finnhub

    Saks Global exits Chapter 11 as Exemplar Luxury Group

  12. Jun 29, 4:15 AMPGvia finnhub

    Saks Global exits Chapter 11 as Exemplar Luxury Group

  13. Jun 29, 4:12 AMPGvia finnhub

    Let Your Dividends Do The Housework For You. Literally.

  14. Jun 29, 1:00 AMPGvia finnhub

    Exclusive Networks Appoints Sergio Amodeo as Group Chief Financial Officer

  15. Jun 28, 3:54 PMPEPvia finnhub

    My Top 10 High-Yield Picks For July 2026: One Yields More Than 13%

  16. Jun 28, 8:55 AMPGvia finnhub

    These Household Names Are Dividend Kings. They’re Rock-Solid For Income.

  17. Jun 28, 8:55 AMKOvia finnhub

    These Household Names Are Dividend Kings. They’re Rock-Solid For Income.

  18. Jun 28, 6:11 AMPGvia finnhub

    Why Today’s Retirees May Need More Stocks Than Their Parents Did

  19. Jun 28, 6:11 AMKOvia finnhub

    Why Today’s Retirees May Need More Stocks Than Their Parents Did

  20. Jun 28, 6:10 AMKOvia finnhub

    SpaceX Has Real Value—But These 3 Stocks Have Better Odds Right Now

  21. Jun 28, 6:05 AMPEPvia finnhub

    America can't get enough of protein. The dairy industry can't keep up

  22. Jun 28, 5:15 AMKOvia finnhub

    ‘High on Coke’: Elon Musk floored by Berkshire Hathaway's Coca-Cola dividend windfall. How to tap in and get rich

  23. Jun 28, 4:54 AMPGvia finnhub

    Why Paying Off Your Mortgage Early May Be A Retirement Mistake

  24. Jun 28, 4:54 AMKOvia finnhub

    Why Paying Off Your Mortgage Early May Be A Retirement Mistake

  25. Jun 28, 4:30 AMKOvia finnhub

    It's Time To Go All-In On SCHD

  26. Jun 28, 4:30 AMPGvia finnhub

    It's Time To Go All-In On SCHD

  27. Jun 28, 2:13 AMPGvia finnhub

    3 Favorite Stocks to Buy Without Hesitation

  28. Jun 28, 1:49 AMKOvia finnhub

    Berkshire May Just Save You From A Likely Market Crash

  29. Jun 27, 10:32 PMPEPvia finnhub

    Is PepsiCo (PEP) One of the 10 Best Dividend Stocks to Buy for Passive Income?

  30. Jun 27, 8:00 PMKOvia finnhub

    From protein coffee to CBD soda: How brands are cashing in on the functional beverage boom

Macro & geopolitical context

(15)

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

  1. Jun 29, 10:27 AMpolicy · severity 3/5

    Kalshi traders predict upcoming jobs report will miss Wall Street consensus expectations.

  2. Jun 29, 7:40 AMgeopolitical · severity 4/5

    U.S. envoys Kushner and Witkoff to meet Iran in Doha negotiations.

  3. Jun 29, 6:24 AMgeopolitical · severity 3/5

    US-Iran de-escalation channels established ahead of diplomatic talks.

  4. Jun 29, 5:01 AMgeopolitical · severity 3/5

    EU's MiCA deadline threatens unlicensed crypto firms with regulatory wipeout.

  5. Jun 29, 1:03 AMgeopolitical · severity 3/5

    Bitcoin declines to $59,700 as Iran tensions ease, benefiting equities over crypto.

  6. Jun 29, 12:31 AMpolicy · severity 4/5

    BIS warns AI investment surge poses systemic financial risk via leveraged debt structures.

  7. Jun 29, 12:02 AMgeopolitical · severity 3/5

    Iranian cyberattacks on Israel escalated in 2026, raising regional security concerns.

  8. Jun 28, 9:56 PMgeopolitical · severity 4/5

    US-Iran strikes lift oil prices while Fed rate hike expectations weigh on gold.

    Tickers:GLDCOPCVXXOM
  9. Jun 28, 9:48 PMpolicy · severity 4/5

    BOJ aligns monetary policy with Japanese government's economic growth targets.

  10. Jun 28, 9:22 PMgeopolitical · severity 3/5

    China blacklists 20 Japanese entities in dual-use export restrictions; normal trade unaffected.

  11. Jun 28, 8:40 PMgeopolitical · severity 4/5

    US-Iran tensions ease temporarily; oil rallies while equities remain choppy.

  12. Jun 28, 8:31 PMgeopolitical · severity 3/5

    Iran tensions and Fed rate outlook impact Indian rupee and bond markets.

  13. Jun 28, 3:36 PMgeopolitical · severity 4/5

    Israel destroys Hezbollah underground infrastructure in southern Lebanon amid escalating conflict.

  14. Jun 28, 2:53 PMgeopolitical · severity 4/5

    Iran cancels technical talks participation following recent military attacks in region.

  15. Jun 28, 1:58 PMpolicy · severity 3/5

    BIS warns stablecoins risk fragmenting global financial system, urges central bank digital currency development.

Recent runs

(20)

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

  1. Jun 29, 8:51 AMPairs tick: 4 pairs evaluated, 2 orders.
  2. Jun 26, 12:35 PMPairs tick: 4 pairs evaluated, 1 orders.
  3. Jun 26, 11:49 AMPairs tick: 4 pairs evaluated, 2 orders.
  4. Jun 26, 10:50 AMPairs tick: 4 pairs evaluated, 1 orders.
  5. Jun 26, 9:48 AMPairs tick: 4 pairs evaluated, 2 orders.
  6. Jun 26, 9:36 AMPairs tick: 4 pairs evaluated, 1 orders.
  7. Jun 26, 9:20 AMPairs tick: 4 pairs evaluated, 2 orders.
  8. Jun 26, 8:49 AMPairs tick: 4 pairs evaluated, 0 orders.
  9. Jun 26, 8:36 AMPairs tick: 4 pairs evaluated, 0 orders.
  10. Jun 26, 8:17 AMPairs tick: 4 pairs evaluated, 0 orders.
  11. Jun 25, 4:47 PMPairs tick: 4 pairs evaluated, 0 orders.
  12. Jun 25, 4:31 PMPairs tick: 4 pairs evaluated, 0 orders.
  13. Jun 25, 4:16 PMPairs tick: 4 pairs evaluated, 0 orders.
  14. Jun 25, 4:04 PMPairs tick: 4 pairs evaluated, 0 orders.
  15. Jun 25, 3:46 PMPairs tick: 4 pairs evaluated, 0 orders.
  16. Jun 25, 3:32 PMPairs tick: 4 pairs evaluated, 0 orders.
  17. Jun 25, 3:21 PMPairs tick: 4 pairs evaluated, 0 orders.
  18. Jun 25, 2:47 PMPairs tick: 4 pairs evaluated, 0 orders.
  19. Jun 25, 2:33 PMPairs tick: 4 pairs evaluated, 0 orders.
  20. Jun 25, 2:18 PMPairs tick: 4 pairs evaluated, 0 orders.
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