Pair is strongly diverging away from the mean. High risk of further deviation.
Regime: STRONG_DIVERGENCE (low confidence)
Correlation: 0.73 · Cointegrated: yes
Z-score: -1.30 entry / -1.68 rolling
Half-life 5.8h · Hurst 0.89 · Hedge ratio 0.37
Pair volatility: 42.85%
Backtest: 78.57% win · Sharpe 3.89 · 2.59% return · 1.09% max drawdown
Pair Analysis: BOME / FARTCOIN
- Roll Z-Score: -1.68 (1h), -1.29 (4h), -1.40 (1d)
- Note: Z-scores are negative across all timeframes, indicating the spread is currently "cheap" (BOME is undervalued relative to FARTCOIN based on historical mean).
- Correlation: 0.73 (1h), 0.68 (4h/1d)
- Hedge Weights (4h): 71.8% BOME / 28.2% FARTCOIN
- Directional Alignment: Your stated direction (Long BOME / Short FARTCOIN) is aligned with the quant-optimal direction derived from the z-score.
Sentiment & Technical Context
- Sentiment Divergence: The statistical "cheapness" of BOME is currently fighting a fundamental headwind. BOME sentiment is Bearish with sparse social engagement, while FARTCOIN is Neutral with recent smart-money accumulation and a 13% intraday surge.
- Technical Outlook: While the negative z-score suggests a mean-reversion opportunity (Long BOME / Short FARTCOIN), the sentiment profile suggests the spread may remain depressed or widen further if FARTCOIN continues to attract capital while BOME remains stagnant.
- Execution Note: Both assets are available on Hyperliquid (core). Ensure you are comfortable with the sentiment divergence before entering, as the statistical signal is currently running against the prevailing market momentum.
BOME
FARTCOIN