HAEDAL / LTC ratio and spread
1 HAEDAL = 0.0004907 LTC. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 1.893 and the correlation between the legs is 0.59.
If you hold HAEDAL · If you hold LTC
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Key numbers
over 394 daily candles
How each of these is computed: regression spread, hedge ratio, spread z-score, half-life, correlation.
What the numbers say
The legs move together only moderately — correlation of daily log returns is 0.59, with a hedge ratio of 1.89. Signals from this pair carry more noise than on a tightly linked one.
The spread is at -0.45 standard deviations from its rolling mean, which is effectively at its own norm.
Historically the spread covers half the way back to its mean in about 27 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits mid-range — 22% of the way from the low to the high of the last 394 daily candles.
When this happened before
Divergences over 215 candles: 3. Closed by a return to the norm: 3. The median return took 51 days, the longest one 66 days.
The last closed one ran from 22.08.2026 to 27.10.2026, 66 days: peak z = -3.72, LTC was expensive against HAEDAL.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 51 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 22.08.2026 — 27.10.2026 | LTC | -3.72 | 66 d |
| 16.07.2026 — 18.08.2026 | LTC | -3.10 | 33 d |
| 19.04.2026 — 09.06.2026 | HAEDAL | 2.36 | 51 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 LTC is 1 HAEDAL?
1 HAEDAL is worth 0.000490669 LTC at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the HAEDAL/LTC range?
Over the last 394 daily candles the ratio traded between 0.000274008 (04.10.2026) and 0.00124652 (29.09.2025).
Are HAEDAL and LTC correlated?
The correlation of daily log returns between HAEDAL and LTC is 0.59, which counts as a moderate 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 HAEDAL/LTC spread z-score now?
The z-score is -0.45 — 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 HAEDAL/LTC suitable for a pair trade?
The mechanics hold up: correlation is 0.59 and the spread historically covers half the way back to its mean in about 27 days. That is a description of past behaviour, not a forecast or a recommendation.
How often do HAEDAL and LTC diverge?
Over 215 daily candles the spread left ±2σ 3 times. The median return to the norm took 51 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.