Correlation: 0.72 · Cointegrated: yes
Z-score: -0.78 entry / -1.53 rolling
Half-life 0.6h · Hurst 0.87 · Hedge ratio 1.17
Pair volatility: 34.56%
Backtest: 87.50% win · Sharpe 5.00 · 4.08% return · 0.99% max drawdown
Pair Analysis: Long AIXBT / Short SUPER
- Roll Z-Score (1h): -2.76 (Strongly oversold; indicates AIXBT is statistically cheap relative to SUPER)
- Correlation: 0.71
- Cointegration: True (1h/4h)
- Half-Life: 16h (1h) / 5h (4h)
- Hedge Weights (4h): 41.9% AIXBT / 58.1% SUPER
Setup Remark:
This is a mean-reversion setup where you are betting on AIXBT outperforming SUPER. The -2.76 1h Z-Score is a high-conviction signal that the spread has deviated significantly from its historical mean, suggesting AIXBT is currently undervalued relative to SUPER.
Sentiment & Context:
- AIXBT: Bullish sentiment driven by a surge in social volume and narrative traction.
- SUPER: Bullish sentiment fueled by whale accumulation and the Superseed migration catalyst.
- Trade Note: While both assets are currently bullish, the pair trade is a relative value play. You are effectively betting that AIXBT's momentum will outpace SUPER's, or that SUPER's recent 20%+ surge has left it overextended relative to AIXBT. Be mindful that the SUPER migration deadline (August 15) may introduce volatility that could decouple the pair from its historical correlation.
AIXBT
SUPER