Jun 9, 2026, 07:15 AM
Pair is reverting towards the mean, but either the movement is decelerating or volatility is elevated.
Regime: WEAK_REVERSION (medium confidence) Correlation: 0.71 · Cointegrated: yes Z-score: -2.32 entry / -2.04 rolling Half-life 138.3h · Hurst 0.91 · Hedge ratio 1.69 Pair volatility: 28.24%
Backtest: 63.64% win · Sharpe -0.56 · -0.33% return · 0.99% max drawdown
7-Day Performance
Lifecycle
Leg Breakdown
Activity
SAND
UMA