Pair is strongly reverting towards the mean with accelerating velocity and stable volatility.
Regime: STRONG_REVERSION (high confidence)
Correlation: 0.69 · Cointegrated: yes
Z-score: -1.82 entry / -2.69 rolling
Half-life 1.5h · Hurst 0.89 · Hedge ratio 1.54
Pair volatility: 25.11%
Backtest: 78.26% win · Sharpe 1.83 · 1.35% return · 1.45% max drawdown
Pair Analysis: Long ANIME / Short SUPER
This setup is a statistical mean-reversion play currently supported by a strong divergence in relative value.
- Roll Z-Score: -2.69 (1h) / -4.49 (4h).
- Interpretation: ANIME is statistically "cheap" relative to SUPER. The negative z-score indicates the spread has deviated significantly below its historical mean, suggesting a potential snap-back.
- Signal Status: Active (1h timeframe).
- Edge: The trade is aligned with the quant-optimal direction (Long ANIME / Short SUPER).
- Sentiment Divergence:
- ANIME (Bearish): Facing structural headwinds from heavy monthly supply unlocks, which may be suppressing price action despite the statistical undervaluation.
- SUPER (Bullish): Benefiting from strong speculative momentum and the Superseed migration catalyst.
- Technical Context:
- Correlation: 0.69 (1h) / 0.65 (4h).
- Half-Life: 36h (1h) / 10h (4h). The 4h half-life suggests the mean-reversion pressure is relatively active.
Remark:
This is a high-conviction statistical setup (z-score < -2.5) that is currently fighting a fundamental sentiment headwind. You are essentially betting that the statistical mean-reversion force will overpower the current supply-side pressure on ANIME and the speculative momentum behind SUPER. Given the bearish sentiment on ANIME, ensure your stop-loss is strictly defined, as the "cheap" valuation could persist if supply unlocks continue to dominate price action.
ANIME
SUPER