Correlation: 0.72 · Cointegrated: yes
Z-score: -1.54 entry / -1.17 rolling
Half-life 0.7h · Hurst 0.87 · Hedge ratio 1.80
Pair volatility: 34.49%
Backtest: 82.61% win · Sharpe 4.69 · 3.78% return · 1.00% max drawdown
Pair Analysis: Long AIXBT / Short SUPER
- Roll Z-Score (1h): -1.49 (Spread is currently below the mean; indicates AIXBT is statistically "cheap" relative to SUPER).
- Correlation: 0.72 (1h)
- Cointegration: True (1h, 4h)
- Half-Life: 17h (1h timeframe)
- Hedge Ratio (4h): 1.79 (Size ~1.79 units of SUPER short for every 1 unit of AIXBT long).
Sentiment & Technical Context:
- AIXBT: Bullish. Renewed narrative traction as a signal router is driving social sentiment, with no immediate supply overhang noted.
- SUPER: Bullish. Momentum is supported by whale accumulation and the Superseed migration narrative. However, the crowd is heavily positioned, which often serves as a contrarian signal for potential exhaustion.
- Setup Remark: The negative Z-score (-1.49) confirms the spread is currently stretched, supporting the Long AIXBT / Short SUPER thesis. The trade effectively captures the mean reversion of the spread while playing the relative strength of AIXBT's narrative against the potential crowd-exhaustion risk in SUPER.
Note: Z-scores are snapshots (1h age); verify recent price action before execution.
AIXBT
SUPER