Pair is strongly diverging away from the mean. High risk of further deviation.
short spread · 5× leverage · regime STRONG_DIVERGENCE (low confidence)
Signal
| Metric | Value |
|---|
| Rolling z-score | 1.73 |
| Z-score | 1.73 at entry · 1.23 pair |
| Correlation | 0.62 · cointegrated |
| Half-life | 0.5h |
| Hurst | 0.84 |
| Hedge ratio | 1.42 · long-term beta 1.65 |
| Beta stability | stable · current 1.42 · range 0.26–1.77 · 0 sign changes |
| Lead–lag peak corr | 0.62 |
| Pair volatility | 35.17% |
| Momentum | z-velocity +1.53 · acceleration +1.62 · vol ratio 0.41 |
Backtest
| Metric | Value |
|---|
| Win rate | 71.43% — 10W / 4L over 14 trades |
| Sharpe | 3.58 |
| Total return | +1.86% |
| Max drawdown | 1.18% |
- Pair: Long LRCX / Short GLW
- Roll Z-Score:
- 1h: +1.73 — snapshot age ~1.3h; GLW rich versus LRCX
- 4h: +0.31 — snapshot age ~6.3h
- 1d: +0.18 — snapshot age ~1.6d
- Correlation: 0.62 (1h), 0.66 (4h), 0.87 (1d)
- Cointegration: True across 1h/4h/1d
- Half-life: 13h (1h), 4h (4h), ~1h (1d)
- Hurst: 0.84 (1h), 0.74 (4h), 0.50 (1d)
- 4h hedge weights: 58.6% LRCX / 41.4% GLW; use these for sizing
- Technical remark: The apparent divergence is concentrated in the 1h snapshot; 4h and 1d spreads are near equilibrium. This is a weak/late mean-reversion setup rather than a strong multi-timeframe entry.
- News/sentiment: Not verified—sentiment lookup timed out, and no current news data was returned.
- Price levels: Unavailable; no live price source was returned for these HIP-3 equity listings.
- Venue: Both listed on Hyperliquid’s
para venue, USDC collateral, 10× max leverage each.
- Direction note: The stats response contains an internal directional-label inconsistency; preserve the requested Long LRCX / Short GLW direction, but do not treat the current data as high-conviction.
LRCX
GLW