Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.67 · Cointegrated: yes
Z-score: 1.30 entry / 1.73 rolling
Half-life 5.8h · Hurst 0.93 · Hedge ratio 0.39
Pair volatility: 32.23%
Backtest: 66.67% win · Sharpe 0.33 · 0.22% return · 3.08% max drawdown
Pair Analysis: Long SUPER / Short ADA
This setup is a mean-reversion trade aligned with both statistical signals and current market sentiment.
- Roll Z-Score: 1.73 (1h) / 1.74 (4h)
- Interpretation: The positive z-score indicates that ADA is currently "rich" relative to SUPER. The pair is trading at a statistical extreme, favoring a reversion where SUPER outperforms ADA.
- Correlation: 0.67 (1h) / 0.61 (4h)
- Interpretation: Moderate correlation suggests the pair will move together, but with enough divergence to capture the mean-reversion spread.
- Sentiment:
- SUPER (Bullish): Strong speculative momentum driven by the Superseed migration catalyst and whale accumulation.
- ADA (Bearish): Negative funding rates and technical rejection at the 50-day EMA suggest continued downward pressure.
- Hedge Weights (4h): 35.4% SUPER / 64.6% ADA
- Note: Use these weights for sizing to maintain a neutral exposure profile.
Remark: This is a high-conviction setup. The statistical mean-reversion signal (z-score > 1.7) is strongly supported by the fundamental divergence in sentiment, where SUPER is benefiting from specific migration catalysts while ADA faces technical headwinds. The 4h hedge weights (35.4%/64.6%) are recommended for sizing.
SUPER
ADA