Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.70 · Cointegrated: yes
Z-score: 1.43 entry / 2.12 rolling
Half-life 2.9h · Hurst 0.91 · Hedge ratio 1.19
Pair volatility: 30.60%
Backtest: 66.67% win · Sharpe 1.36 · 1.10% return · 1.41% max drawdown
Pair Analysis: SUPER / RSR
- Direction: Long SUPER / Short RSR
- Roll Z-Score (1h): 2.12 (RSR is statistically rich relative to SUPER)
- Roll Z-Score (4h): 0.68
- Roll Z-Score (1d): 1.04
- Correlation: 0.70 (1h)
- Hedge Weights (4h): 38.2% SUPER / 61.8% RSR
Analysis & Sentiment:
- Setup: This is a mean-reversion trade. The positive 1h Roll Z-Score (2.12) indicates that RSR has recently outperformed SUPER relative to their historical relationship. By going Long SUPER / Short RSR, you are betting that this divergence will close as RSR mean-reverts or SUPER catches up.
- Sentiment Context: Both assets are currently supported by bullish narratives, which may introduce volatility. SUPER is benefiting from speculative momentum tied to the "Superseed" migration, while RSR is driven by a structural governance proposal to burn ~30% of its supply.
- Note: The 1h z-score is ~1.3 hours old; verify recent price action, as a significant intraday move could have already compressed this spread. The 4h and 1d z-scores are lower, suggesting the divergence is most pronounced on shorter timeframes.
SUPER
RSR