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