Recently Mr. Teetor, a subscriber of mine, has posted an enthusiastic comment on trading the XLE-USO spread that I suggested. While Mr. Teetor has a lot of success trading this spread, I must say that I have lost faith in the cointegrating characteristic of this spread because of two reasons: 1) The spread appeared to have experienced a regime-shift since the historic backtest period before August 2006: th[...]
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[Source: The Money Blogs]
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