Jul 30, 2026, 10:25 AM
Correlation: 0.80 · Cointegrated: yes Z-score: 2.10 entry / 1.04 rolling Half-life 5.8h · Hurst 0.91 · Hedge ratio 0.29 Pair volatility: 23.91%
Backtest: 50.00% win · Sharpe -1.88 · -0.59% return · 1.05% max drawdown
7-Day Performance
Leg Breakdown
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