BFUSD / U ratio and spread
1 BFUSD = 0.9998 U. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is -0.186 and the correlation between the legs is -0.08.
If you hold BFUSD · If you hold U
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Key numbers
over 282 daily candles
How each of these is computed: regression spread, hedge ratio, spread z-score, half-life, correlation.
What the numbers say
The fitted hedge ratio is negative: over the window BFUSD and U moved in opposite directions. A pair trade assumes the legs move together, so this combination does not qualify as one.
The spread is at 1.24 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 2 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits in the upper part of its range — 89% of the way from the low to the high of the last 282 daily candles.
When this happened before
Divergences over 103 candles: 4. Closed by a return to the norm: 4. The median return took 8 days, the longest one 15 days.
The last closed one ran from 15.09.2026 to 30.09.2026, 15 days: peak z = 2.12, BFUSD was expensive against U.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 8 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 15.09.2026 — 30.09.2026 | BFUSD | 2.12 | 15 d |
| 30.08.2026 — 06.09.2026 | BFUSD | 2.45 | 7 d |
| 21.08.2026 — 29.08.2026 | BFUSD | 2.85 | 8 d |
| 15.08.2026 — 17.08.2026 | BFUSD | 2.56 | 2 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 U is 1 BFUSD?
1 BFUSD is worth 0.9998 U at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the BFUSD/U range?
Over the last 282 daily candles the ratio traded between 0.992851 (13.01.2026) and 1.0007 (07.09.2026).
Are BFUSD and U correlated?
The correlation of daily log returns between BFUSD and U is -0.08, 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 BFUSD/U spread z-score now?
The z-score is 1.24 — 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 BFUSD/U suitable for a pair trade?
No. The fitted hedge ratio is negative, meaning the legs moved in opposite directions over the window — the market-neutral construction that pair trading relies on does not hold here.
How often do BFUSD and U diverge?
Over 103 daily candles the spread left ±2σ 4 times. The median return to the norm took 8 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.