Pair is still diverging, but the momentum is slowing. A potential reversal candidate.
long spread · 18× leverage · regime PEAK_DIVERGENCE (medium confidence)
Signal
| Metric | Value |
|---|
| Rolling z-score | -2.65 |
| Z-score | -1.42 at entry |
| Correlation | 0.60 · cointegrated |
| Half-life | 3.0h |
| Hurst | 0.90 |
| Hedge ratio | 0.70 · long-term beta 0.70 |
| Beta stability | stable · current 1.26 · range 0.30–1.26 · 0 sign changes |
| Lead–lag peak corr | 0.60 |
| Pair volatility | 28.80% |
| Momentum | z-velocity -0.17 · acceleration +0.07 · vol ratio 0.41 |
Backtest
| Metric | Value |
|---|
| Win rate | 70.59% — 12W / 5L over 17 trades |
| Sharpe | 2.09 |
| Total return | +3.18% |
| Max drawdown | 2.70% |
GALA
RENDER