pair trading results summary

Last update July 03, 2018.

Since the inception of long/short pairs publication, all 13 pairs (26 stocks total) are included in the following table. Five pairs had one stock hitting the price target, thus closing off the pair trade, the rest are still on-going.

Please note that the results in the table are hypothetical and are for information purpose only. Only updated from time to time.
 Symbol  Day Publication  Direction  Target Price  Expected Holding Time  Close Price after Publication P&L  Date Target Reached  Close Price at Exit  Close Price
Apr 09, 2018
 PDCO  06-Dec-2017  long  $43  3-6 months  $35.21 4.74%   23-Jan-2018 $36.88 Trade Closed 
 XRAY  06-Dec-2017  short  $60  3-6 months  $64.9  7.55%  23-Jan-2018  $60  Trade Closed
          L/S Pair P&L  12.29%      
JCI  07-Dec-2017  long    3 months $37.15 -9.48%   $33.63
 LOW  07-Dec-2017  short  $75  3 months $85.6 -11.05%  
$95.06
          L/S Pair P&L   -20.5%      
 GSUM  10-Dec-2017  long  $13  3-6 months  $8.37 55.32%   22-Jan-2018 $13 Trade Closed 
 YNDX  10-Dec-2017  short  $25  3-6 months  $33.29  -14.06%  22-Jan-2018  $37.97  Trade Closed
          L/S Pair P&L   41.26%      
 SLM  19-Dec-2017  long    6 months $11.18 3.22%  
$11.54
 SC  19-Dec-2017  short $15.5  6 months  $18.28 6.24% 

$19.42
          L/S Pair P&L   -3.02%      
 VEEV  07-Jan-2018  long  $80  6-12 months  $57.71 38.62%  01-Jun-2018 $80 Trade Closed
 CPSI  07-Jan-2018  short  6-12 months  $30.15  -8.46% 01-Jun-2018 $32.7 Trade Closed
          L/S Pair P&L   30.17%      
 CRTO  19-Jan-2018  long  6-9 months $25.26 29.85% 
$32.28
 LPSN  19-Jan-2018  short $8  6-9 months  $11.95  -81.17%  
$21.65
          L/S Pair P&L    -51.31%      
 MEET    14-Feb-2018  long      $2.68  74.63%      $4.68
SNAP  14-Feb-2018  short      $19.75  33.42%      $13.15
           L/S Pair P&L  108.04%      
 SONC  20-Feb-2018  long $28.5  3-6 months  $24.6  15.85%  07-Jun-2018 $28.5  Trade Closed
 RRGB  20-Feb-2018  short  $45  3-6 months  $52.3  3.44% 07-Jun-2018  $50.5   Trade Closed
           L/S Pair P&L  19.30%      
 MTN  25-Feb-2018  long  $250  6-9 months  $212.04  17.90% 04-Jun-2018  $250   Trade Closed
 SIX  25-Feb-2018  short  $58  6-9 months  $66.73  0.51% 04-Jun-2018  $66.39   Trade Closed
           L/S Pair P&L  18.41%      
 ALK  16-Mar-2018  long  $85  12 months  $65.1  -7.82% 27-Jun-2018  $60.01  Trade Closed
 LTM  16-Mar-2018  short  $10  12 months  $15.53  35.61% 27-Jun-2018  $10  Trade Closed
           L/S Pair P&L  27.79%      
 CLW  26-Mar-2018  long  $49  6-9 months  $37.8  -37.04%      $23.8
 LPX  26-Mar-2018  short  $21  6-9 months  $28.5  2.63%      $27.75
           L/S Pair P&L  -34.41%      
 AEIS  08-Apr-2018  long  $75  6-9 months  $61.48  -6.39%      $57.55
 ENTG  08-Apr-2018  short  $25  6-9 months  $34.6  1.59%      $34.05
           L/S Pair P&L  -4.80%      
 GSUM    19-Apr-2018  long  $10.5  6-9 months  $7.29  -8.09%      $6.7
 YNDX  19-Apr-2018  short    6-9 months  $33.72  -4.12%      $35.11
           L/S Pair P&L  -12.22%      
                   
        > 1 month  Pair Sum P&L  130.97%      
         > 1 month  Pair Avg P&L  10.07%      

This is NOT an actual portfolio P&L. The sum and average P&L is calculated for information only.
The L/S pairs research that are less than one month are not included, unless the trades are closed.
The entry prices used are the close price of the first full trading session after the research publication, which could be during a trading day or outside a trading day.
Each L/S pair has 1 or 2 target price, as soon as one target price is reached, both long and short side are closed, and the close price of that day is used in calculation.
The weighting of long and short side in the above table is dollar-equal.
The L/S pair sum and average P&L is NOT directly comparable to S&P 500 index return during the same period, because each pair's portfolio weighting is not specified.
The calculation is not taking into the consideration of dividend received (or paid if short), nor the borrowing cost of the short position.