Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.77 · Cointegrated: yes
Z-score: -1.86 entry / -1.64 rolling
Half-life 1.0h · Hurst 0.91 · Hedge ratio 1.27
Pair volatility: 26.90%
Backtest: 60.00% win · Sharpe 1.03 · 0.71% return · 1.25% max drawdown
Pair Analysis: Long DOT / Short SUPER
- Roll Z-Score: -1.64 (1h) / -1.32 (4h) / -1.53 (1d)
- Interpretation: The pair is statistically "cheap" (negative z-score), suggesting DOT is currently undervalued relative to SUPER based on historical correlation.
- Correlation: 0.77 (1h)
- Hedge Weights (4h): 40.4% DOT / 59.6% SUPER
- Sentiment:
- DOT: Bearish. Market sentiment is currently weak, characterized by low engagement and a lack of active narrative, which may continue to pressure the asset despite technical oversold conditions.
- SUPER: Bullish. Strong speculative momentum and whale accumulation, fueled by the upcoming Superseed migration catalyst.
- Remark: This setup is a classic "mean-reversion vs. momentum" conflict. While the statistical z-score (-1.64) suggests a mean-reversion opportunity (Long DOT / Short SUPER), the fundamental sentiment is working against you. You are effectively betting that the statistical relationship will hold despite DOT's lack of narrative and SUPER's strong, catalyst-driven momentum. Proceed with caution; the statistical edge is present, but the fundamental trend is currently fighting the reversion.
DOT
SUPER