Pair explorer
Every pair the stat-arb engine is allowed to trade, and the tests it had to pass. A pair qualifies on an Engle–Granger cointegration p-value below 0.05 and an OU half-life inside the holding horizon. When a pair stops qualifying we kill it here, publicly, with the reason.
DELAYED· screen ran 2026-08-04 23:16 UTC · stats update with each published screen, not live
| Pair | Coint. p | ADF | Half-life | Z at screen | Status | Qualified because |
|---|---|---|---|---|---|---|
| JITOSOL / SOL JITOSOL/SOL from a GeckoTerminal Orca pool, SOL/USD from Coinbase — both USD-denominated 1-minute bars | <0.001 | -4.83 | 0.1h | +2.17 | Qualified | Cointegration holds across the whole stored window and the residual reverts in roughly six minutes — far inside the holding horizon. A half-life that short also means most of the spread is microstructure noise, so position sizing, not the filter, is the binding constraint. |
Trading bands
- exit
- ±0.5
- rotate
- ±2
- stop (kill)
- ±4
The standardized innovation from the online filter is traded against these bands — full mechanics on the methodology page.
Kill history
- Desk launchNo kills — pair added at desk launch.