Pair is strongly reverting towards the mean with accelerating velocity and stable volatility.
Regime: STRONG_REVERSION (high confidence)
Correlation: 0.76 · Cointegrated: yes
Z-score: -3.41 entry / -1.66 rolling
Half-life 2.6h · Hurst 0.89 · Hedge ratio 1.90
Pair volatility: 28.06%
Backtest: 70.00% win · Sharpe -0.59 · -0.43% return · 1.62% max drawdown
Pair Analysis: Long BB / Short SUPER
This setup is a mean-reversion play targeting the relative undervaluation of BB against SUPER.
- Roll Z-Score: -1.66 (1h) / -1.81 (4h) / -2.01 (1d)
- Interpretation: The spread is significantly below its mean (negative z-score), indicating BB is statistically "cheap" relative to SUPER.
- Correlation: 0.76 (1h) / 0.75 (4h) — moderate-to-high correlation supports the pair's stability.
- Sentiment/Context:
- SUPER: Bearish sentiment; technicals show a breakdown below key support levels with high volume, suggesting continued weakness.
- BB: Neutral/No specific catalyst; the trade relies primarily on the statistical divergence (mean reversion) rather than a specific bullish fundamental for BB.
- Trade Logic: You are buying the statistically undervalued asset (BB) and selling the technically weak asset (SUPER). The negative z-score across all timeframes suggests the spread is stretched, providing a strong statistical basis for this long/short configuration.
Asset Details:
- BB (xyz:BB): Tradeable on Hyperliquid (Max 10x).
- SUPER (core:SUPER): Tradeable on Hyperliquid (Max 3x).
- Note: Ensure you have sufficient collateral for both legs; BB settles in USDC via the
xyz deployer, while SUPER settles in USDC via the core deployer.
BB
SUPER