long spread · 5× leverage
Signal
| Metric | Value |
|---|
| Rolling z-score | -0.92 |
| Z-score | -2.76 at entry · -2.57 pair |
| Correlation | 0.73 · cointegrated |
| Half-life | 2.1h |
| Hurst | 0.89 |
| Hedge ratio | 0.92 · long-term beta 0.85 |
| Beta stability | stable · current 0.92 · range 0.32–2.10 · 0 sign changes |
| Lead–lag peak corr | 0.73 |
| Pair volatility | 28.03% |
Backtest
| Metric | Value |
|---|
| Win rate | 76.00% — 19W / 6L over 25 trades |
| Sharpe | 2.69 |
| Total return | +1.66% |
| Max drawdown | 1.05% |
Pair Analysis: BB / BIGTIME
- Roll Z-Score (1h): -1.26 (Snapshot ~1.3h old)
- Roll Z-Score (4h): -1.69 (Snapshot ~5.3h old)
- Roll Z-Score (1d): -2.18 (Snapshot ~1.9d old)
- Correlation: 0.71–0.73
- Hedge Ratio (4h): 1.20
Setup Remark:
The pair is currently exhibiting a negative z-score across all timeframes, indicating that BB is statistically "cheap" relative to BIGTIME. The Long BB / Short BIGTIME setup is a mean-reversion play betting on the spread widening back toward the mean.
- Technical Context: The 1h and 4h z-scores are moderately negative, suggesting the divergence is established but not yet extreme. The 1d z-score is more deeply negative (-2.18), which may indicate a more significant historical deviation.
- Sentiment: No specific sentiment data is available for BB, and BIGTIME sentiment is neutral.
- Execution Note: BB is listed on the
xyz deployer (10x max leverage), while BIGTIME is a core listing (3x max leverage). Ensure your account has the necessary collateral for both legs, as they operate on different deployers.
BB
BIGTIME