Jul 30, 2026, 09:25 AM
Correlation: 0.79 · Cointegrated: yes Z-score: 2.02 entry / 1.06 rolling Half-life 2.5h · Hurst 0.94 · Hedge ratio 0.63 Pair volatility: 26.66%
Backtest: 63.64% win · Sharpe -0.73 · -0.57% return · 2.42% max drawdown
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