AI / STRK ratio and spread
1 AI = 0.3718556 STRK. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.761 and the correlation between the legs is 0.38.
If you hold AI · If you hold STRK
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Key numbers
over 389 daily candles
How each of these is computed: regression spread, hedge ratio, spread z-score, half-life, correlation.
What the numbers say
The legs barely move together: correlation of daily log returns is only 0.38. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread is at -1.84 standard deviations from its rolling mean: away from the norm, but not far enough to call it stretched.
Historically the spread covers half the way back to its mean in about 15 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits mid-range — 25% of the way from the low to the high of the last 389 daily candles.
When this happened before
Divergences over 210 candles: 3. Closed by a return to the norm: 2. The median return took 20 days, the longest one 32 days.
The last closed one ran from 30.06.2026 to 07.07.2026, 7 days: peak z = 2.73, AI was expensive against STRK.
One is running right now: it started on 19.09.2026, has lasted 33 days, peak z = -5.36, STRK was expensive against AI. It has not returned to the norm yet.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 20 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 30.06.2026 — 07.07.2026 | AI | 2.73 | 7 d |
| 14.05.2026 — 15.06.2026 | AI | 3.30 | 32 d |
A divergence here is the spread z-score leaving ±2σ; the return is the first value back inside ±0.5σ. Two thresholds rather than one: otherwise chatter right at the border would count as a dozen separate divergences. The first bars of the window are skipped — there z is computed on partial history.
Frequently asked
How many STRK is 1 AI?
1 AI is worth 0.371856 STRK at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the AI/STRK range?
Over the last 389 daily candles the ratio traded between 0.169793 (12.10.2026) and 0.978605 (29.09.2025).
Are AI and STRK correlated?
The correlation of daily log returns between AI and STRK is 0.38, which counts as a weak link. Log returns are used rather than prices: two rising assets correlate almost by default, joint day-to-day movement is what matters.
What is the AI/STRK spread z-score now?
The z-score is -1.84 — the spread is within its usual range. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.
Is AI/STRK suitable for a pair trade?
Weakly. Correlation is only 0.38, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do AI and STRK diverge?
Over 210 daily candles the spread left ±2σ 3 times. The median return to the norm took 20 days.
Related pairs
Other pairs sharing a leg with this one.
All figures are computed from exchange data and describe past behaviour. Nothing here is investment advice.