Pair is reverting towards the mean, but either the movement is decelerating or volatility is elevated.
Regime: WEAK_REVERSION (medium confidence)
Correlation: 0.71 · Cointegrated: yes
Z-score: -2.32 entry / -2.04 rolling
Half-life 138.3h · Hurst 0.91 · Hedge ratio 1.69
Pair volatility: 28.24%
Backtest: 63.64% win · Sharpe -0.56 · -0.33% return · 0.99% max drawdown
SAND
UMA