Pair is strongly reverting towards the mean with accelerating velocity and stable volatility.
Regime: STRONG_REVERSION (high confidence)
Correlation: 0.67 · Cointegrated: yes
Z-score: -1.34 entry / -2.66 rolling
Half-life 0.9h · Hurst 0.89 · Hedge ratio 1.37
Pair volatility: 28.52%
Backtest: 69.23% win · Sharpe 3.07 · 2.68% return · 0.99% max drawdown
Pair Analysis: BIGTIME / SUPER
Statistical Snapshot
- Roll Z-Score (1h): -2.66 (BIGTIME is statistically "cheap" relative to SUPER)
- Roll Z-Score (4h): -2.08
- Correlation: 0.67
- Hedge Weights (4h): 51.0% BIGTIME / 49.0% SUPER
- Status: The pair is showing a strong mean-reversion signal (negative z-score), suggesting BIGTIME has diverged significantly below its historical relationship with SUPER.
Sentiment & Fundamental Context
- BIGTIME: Bearish. Sentiment is heavily pressured by recent Binance delistings and a significant upcoming supply unlock (17.49% of market cap), which creates a structural supply overhang and liquidity concerns.
- SUPER: Neutral. The project is currently in a "wait-and-see" phase following the completion of major investor token releases.
Analysis Note
There is a material conflict between the statistical signal and the fundamental outlook. While the negative z-score (-2.66) indicates a classic mean-reversion setup (Long BIGTIME / Short SUPER), the bearish fundamental catalysts for BIGTIME (supply unlock/delisting) suggest this divergence may be structural rather than temporary. The "cheap" statistical reading risks becoming a value trap if the supply unlock drives further selling pressure on BIGTIME.
BIGTIME
SUPER