Empirasign Strategies LLC

Smarter Trade Research

Double Condor Trade Report

Based off of Thursday July 29, 2010 Settlement Prices.
50 Trading Day History

wing1	mid1	mid2	wing2	last	previous	zscore
EDU0	EDZ0	EDM1	EDU1	-0.005	0.005	-1.5
EDZ0	EDH1	EDU1	EDZ1	0.005	-0.005	0.3
EDH1	EDM1	EDZ1	EDH2	-0.04	-0.045	1
EDM1	EDU1	EDH2	EDM2	-0.03	-0.03	0.1
EDU1	EDZ1	EDM2	EDU2	0.005	0.005	-0.9
EDZ1	EDH2	EDU2	EDZ2	0.005	0.005	2
EDH2	EDM2	EDZ2	EDH3	-0.025	-0.03	1
EDM2	EDU2	EDH3	EDM3	0.005	0	-0.2
EDU2	EDZ2	EDM3	EDU3	0.025	0.03	0
EDZ2	EDH3	EDU3	EDZ3	-0.015	-0.015	-1.2
EDH3	EDM3	EDZ3	EDH4	-0.02	-0.02	1.7
EDM3	EDU3	EDH4	EDM4	0	0.005	0.3
EDU3	EDZ3	EDM4	EDU4	0.02	0.015	-1
EDZ3	EDH4	EDU4	EDZ4	-0.01	-0.01	-2.1
EDH4	EDM4	EDZ4	EDH5	-0.04	-0.035	-2.6
EDM4	EDU4	EDH5	EDM5	0	0	-0.3
EDU4	EDZ4	EDM5	EDU5	0.025	0.025	-1.4
EDZ4	EDH5	EDU5	EDZ5	-0.005	0	0.2
EDH5	EDM5	EDZ5	EDH6	-0.015	-0.02	0.6
EDM5	EDU5	EDH6	EDM6	0.005	0.005	0.3
EDU5	EDZ5	EDM6	EDU6	0.02	0.025	0.1
EDZ5	EDH6	EDU6	EDZ6	-0.01	-0.01	-0.5
EDH6	EDM6	EDZ6	EDH7	0	-0.005	-0.3
EDM6	EDU6	EDH7	EDM7	0.01	0.005	0.1
EDU6	EDZ6	EDM7	EDU7	0	0.005	-1.1
EDZ6	EDH7	EDU7	EDZ7	0.005	0.01	1.5
EDH7	EDM7	EDZ7	EDH8	0.005	0.005	0.5
EDM7	EDU7	EDH8	EDM8	-0.005	-0.01	-0.5
EDU7	EDZ7	EDM8	EDU8	0.01	0.01	1.5
EDZ7	EDH8	EDU8	EDZ8	0.005	0	-0.8
EDH8	EDM8	EDZ8	EDH9	-0.005	-0.005	1.9