Pair is strongly reverting towards the mean with accelerating velocity and stable volatility.
Regime: STRONG_REVERSION (high confidence)
Correlation: 0.66 · Cointegrated: yes
Z-score: -2.41 entry / -2.41 rolling
Half-life 5.8h · Hurst 0.87 · Hedge ratio 3.10
Pair volatility: 39.09%
Backtest: 81.82% win · Sharpe 6.37 · 3.38% return · 0.84% max drawdown
Pair Analysis: Long AIXBT / Short BNB
- Roll Z-Score (1h): -2.41
- Roll Z-Score (4h): -2.68
- Correlation: 0.66 (1h)
- Half-Life: ~1.6 days (4h timeframe)
- Hedge Ratio: 3.19 (4h)
Analysis:
- Mean Reversion: The pair is currently showing a strong mean-reversion signal, with 1h and 4h z-scores deep in negative territory (-2.41 and -2.68). This indicates that AIXBT is statistically "cheap" relative to BNB based on historical spread behavior.
- Alignment: Your stated direction (Long AIXBT / Short BNB) is aligned with the quant-optimal direction derived from the z-score signal.
- Sentiment: AIXBT is currently seeing bullish sentiment driven by renewed narrative traction as a signal router for AI agent stories, supported by surging volume. BNB sentiment is neutral/unavailable.
- Technical Note: The 1h z-score is relatively fresh (~1.3h old). Given the strong negative z-score, this setup is positioned to capture a potential convergence if AIXBT outperforms BNB or if the spread mean-reverts.
AIXBT
BNB