Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.73 · Cointegrated: yes
Z-score: 1.68 entry / 1.59 rolling
Half-life 1.6h · Hurst 0.90 · Hedge ratio 0.85
Pair volatility: 34.97%
Backtest: 75.00% win · Sharpe 1.31 · 0.92% return · 1.38% max drawdown
Pair Analysis: Long SUPER / Short STRK
This setup is currently supported by both statistical mean-reversion signals and fundamental sentiment divergence.
- Roll Z-Score: 1.59 (1h) / 2.53 (4h). The positive z-score indicates that STRK is statistically "rich" relative to SUPER. Your chosen direction (Long SUPER / Short STRK) aligns with the quant-optimal mean-reversion trade.
- Correlation: 0.73 (1h) — moderate-to-high correlation, suggesting the pair moves together enough for a spread trade to be viable.
- Sentiment:
- SUPER (Bullish): Benefiting from strong speculative momentum and the Superseed migration catalyst.
- STRK (Bearish): Facing structural headwinds from a significant, ongoing token unlock schedule that creates a persistent supply overhang.
- Note on Stats: The 4h z-score (2.53) is significantly elevated, suggesting the spread has widened notably. Ensure you monitor for any rapid intraday price shifts, as the 1h snapshot is ~1.3 hours old.
Summary: The trade is well-aligned with current market structure. You are effectively fading the relative strength of STRK while capitalizing on the fundamental tailwinds behind SUPER.
SUPER
STRK