Jul 30, 2026, 01:25 PM
Correlation: 0.63 · Cointegrated: yes Z-score: -1.13 entry / -1.74 rolling Half-life 1.5h · Hurst 0.86 · Hedge ratio 1.10 Pair volatility: 52.03%
Backtest: 55.56% win · Sharpe -0.10 · -0.09% return · 2.33% max drawdown
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