Jul 10, 2026, 07:25 AM
Correlation: 0.64 · Cointegrated: yes Z-score: -1.20 entry / -1.70 rolling Half-life 2.3h · Hurst 0.91 · Hedge ratio 1.90 Pair volatility: 36.24%
Backtest: 68.00% win · Sharpe 2.35 · 2.13% return · 1.79% max drawdown
7-Day Performance
Lifecycle
Leg Breakdown
Activity