Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.66 · Cointegrated: yes
Z-score: -1.48 entry / -2.25 rolling
Half-life 0.9h · Hurst 0.90 · Hedge ratio 1.57
Pair volatility: 28.21%
Backtest: 65.38% win · Sharpe 3.09 · 2.71% return · 0.99% max drawdown
Pair Analysis: Long BIGTIME / Short SUPER
This pair is currently a live signal (#3 on the 1h timeframe).
Statistical Snapshot
- 1h Roll Z-Score: -2.25 (BIGTIME is statistically cheap relative to SUPER)
- 4h Roll Z-Score: 0.54 (Slightly rich; note the divergence between 1h/1d and 4h)
- 1d Roll Z-Score: -1.33 (BIGTIME is cheap relative to SUPER)
- Correlation: 0.66
- Half-Life: 21h (~0.9 days)
- Hedge Ratio (4h): 38.4% BIGTIME / 61.6% SUPER
Sentiment & Context
- BIGTIME: Bearish. Significant structural headwinds, including exchange delistings and a major supply unlock scheduled for September 2026, are driving persistent selling pressure.
- SUPER: Neutral. Low community engagement and a lack of recent catalysts keep this asset in a "wait-and-see" state.
- Note: The "cheap" z-score on BIGTIME is likely a reflection of this structural bearishness. While the mean-reversion signal is strong, the fundamental overhang on BIGTIME suggests the spread may remain pressured rather than snapping back quickly.
Trade Spec
- Margin: $50 (5% of free margin)
- Leverage: 3x (Max cap for both assets)
- Notional: $150 ($58 long BIGTIME 38%, $92 short SUPER 62%)
- Liquidation: ~33% adverse move
- R/R: TP 100% PnL / SL 50% PnL (≈ 33% / 16% price-move at 3x); R/R = 2.0
BIGTIME
SUPER