We were discussing that, if you loof for the most profitable pairs with the pre-screened pair tool, you will see that most of the best pairs profit comes from one big movement of one of the shares. it's maybe a Google finance error, or maybe it's a real movemente, it doesn't matter, the problem is not that.

The problem is: how can a "mean reverting" strategy make money with those big movements AGAINST the mean?

??. You have the ratio between two shares, you have a mean of that ratio, and you have the bollinger bands of that ratio. The strategy should be:

- The ratio should go down to the mean when it croos below, FROM UP TO DOWN, the UPPER band, so you will open the orders to bet to that.

- The ratio sould go up to the mean when it cross above, FROM DOWN TO UP, the LOWER ban, so you will open the orders to bet to that.

That should be the right way, so.....there is something wrong with the calculations of all the pair trading strategies of the site....I will continue investigating.