Empirasign Strategies LLC

Smarter Trade Research

Standard 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	EDH1	EDM1	-0.075	-0.08	-0.9
EDZ0	EDH1	EDM1	EDU1	-0.07	-0.085	0.9
EDH1	EDM1	EDU1	EDZ1	-0.075	-0.08	0.4
EDM1	EDU1	EDZ1	EDH2	-0.035	-0.035	0
EDU1	EDZ1	EDH2	EDM2	-0.005	-0.005	0
EDZ1	EDH2	EDM2	EDU2	-0.01	-0.01	0.6
EDH2	EDM2	EDU2	EDZ2	-0.015	-0.015	-1.2
EDM2	EDU2	EDZ2	EDH3	0.01	0.015	-2.1
EDU2	EDZ2	EDH3	EDM3	0.005	0.015	-1.9
EDZ2	EDH3	EDM3	EDU3	-0.02	-0.015	-1.3
EDH3	EDM3	EDU3	EDZ3	-0.005	0	-1
EDM3	EDU3	EDZ3	EDH4	0.015	0.02	-2.7
EDU3	EDZ3	EDH4	EDM4	0.015	0.015	-2.9
EDZ3	EDH4	EDM4	EDU4	-0.005	0	-4
EDH4	EDM4	EDU4	EDZ4	0.005	0.01	-2.9
EDM4	EDU4	EDZ4	EDH5	0.045	0.045	0.5
EDU4	EDZ4	EDH5	EDM5	0.045	0.045	0.9
EDZ4	EDH5	EDM5	EDU5	0.02	0.02	2.1
EDH5	EDM5	EDU5	EDZ5	0.025	0.02	1.9
EDM5	EDU5	EDZ5	EDH6	0.04	0.04	0.8
EDU5	EDZ5	EDH6	EDM6	0.035	0.035	0.6
EDZ5	EDH6	EDM6	EDU6	0.015	0.01	0.3
EDH6	EDM6	EDU6	EDZ6	0.025	0.02	1
EDM6	EDU6	EDZ6	EDH7	0.025	0.025	1
EDU6	EDZ6	EDH7	EDM7	0.015	0.02	1.3
EDZ6	EDH7	EDM7	EDU7	0.015	0.015	2.6
EDH7	EDM7	EDU7	EDZ7	0.01	0.005	1.1
EDM7	EDU7	EDZ7	EDH8	0.005	0	0.7
EDU7	EDZ7	EDH8	EDM8	0.01	0.01	1.5
EDZ7	EDH8	EDM8	EDU8	0	0	0.1
EDH8	EDM8	EDU8	EDZ8	-0.005	0	0.8
EDM8	EDU8	EDZ8	EDH9	0	0.005	-3.1