Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.63 · Cointegrated: yes
Z-score: -1.27 entry / -3.49 rolling
Half-life 1.4h · Hurst 0.92 · Hedge ratio 1.10
Pair volatility: 27.00%
Backtest: 55.56% win · Sharpe 0.14 · 0.08% return · 1.67% max drawdown
Pair Analysis: Long SUPER / Short XRP
- Roll Z-Score (1h): -3.49
- Roll Z-Score (4h): -1.37
- Correlation: 0.63 (1h)
- Half-Life: 33h (1h timeframe)
- Hedge Weights (4h): 47.2% SUPER / 52.8% XRP
Analysis & Sentiment
- Statistical Alignment: The negative z-scores across all timeframes (1h, 4h, 1d) indicate that SUPER is currently statistically "cheap" relative to XRP. Your chosen direction (Long SUPER / Short XRP) is aligned with the quant-optimal mean-reversion signal.
- Sentiment Divergence: The setup benefits from a sentiment mismatch. XRP is currently facing bearish headwinds, characterized by a significant drop in whale activity and institutional outflows. SUPER remains neutral, with mixed community sentiment but potential supply-side risks from investor token unlocks.
- Trade Context: The 1h z-score of -3.49 is a strong signal, suggesting a significant deviation from the historical mean. Given the 33-hour half-life, this pair is exhibiting mean-reverting behavior over a multi-day horizon.
Note: 1h z-score is ~1.3h old; verify recent price action before entry.
SUPER
XRP