Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.72 · Cointegrated: yes
Z-score: -1.71 entry / -2.19 rolling
Half-life 0.7h · Hurst 0.85 · Hedge ratio 1.76
Pair volatility: 34.21%
Backtest: 84.00% win · Sharpe 4.81 · 3.92% return · 0.99% max drawdown
Pair Analysis: Long AIXBT / Short SUPER
This setup is a relative value play capitalizing on AIXBT's current statistical undervaluation against SUPER.
- Roll Z-Score: -2.19 (1h) | -1.86 (4h) | -0.93 (1d)
- Interpretation: The negative z-scores indicate AIXBT is currently "cheap" relative to SUPER. The 1h z-score of -2.19 suggests a strong mean-reversion signal, as the spread has deviated significantly from its historical mean.
- Correlation: 0.72 (1h)
- Hedge Weights (4h): 34.9% AIXBT / 65.1% SUPER
- Sentiment:
- AIXBT: Bullish. Renewed narrative traction and social volume (2.19x 5-day avg) support momentum.
- SUPER: Bullish. Whale accumulation and the upcoming Superseed migration catalyst are driving price action, though near-term volatility is expected ahead of the August 15 deadline.
- Remark: The trade is aligned with the quant-optimal direction (Long cheap / Short rich). While both assets share bullish sentiment, the statistical divergence (z-score < -2) provides a compelling entry for mean reversion. Monitor the 1h z-score closely; if the spread continues to widen, the mean-reversion thesis may be challenged by the strong idiosyncratic momentum in SUPER.
AIXBT
SUPER