Pair Trading Screener
Statistical Arbitrage for Crypto & Equity Markets
How to read this screener
Z-Score
How far the current spread sits from its historical average. |Z| < 1 = normal, |Z| > 2 = extreme, likely to revert. Higher |Z| = stronger entry signal.
Cointegration
Tells you whether the two assets are statistically tied together. A low p-value (p < 0.05) ✅ means the spread is mean-reverting — trades are reliable. p ≥ 0.05 ❌ means the pair drifts apart — don't trade.
Half-Life
Average days it takes for the spread to return to its mean. Useful to size your holding period and set a stop-loss horizon.
What to trade
BUY spread when Z < -2 (long A / short B). SELL spread when Z > +2 (short A / long B). WAIT if |Z| < 1.5. AVOID if cointegration fails.
Active Signals (|Z-Score| > 2)
| Pair | Signal | Z-Score | Correlation | Coint. p-value | Half-Life | Spread | Entry Level | Action |
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