DislikedI'm glad to find this thread with so many experienced contributors. I've been trading this method for some time and think that the best basket pairs for this strategy are EC,EU,UC ; BBS or SSB. The reason is minimum drawdown compared to other baskets because in the long term spread chart for this basket has smoothest shift. I've an indicator which tells me price spread of the basket. In my view, the best strategy could be a grid trade with this basket because the price variations are not huge and long term shifts in basket price value is minimum...Ignored