HBAR / PARTI ratio and spread
1 HBAR = 1.228 PARTI. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.364 and the correlation between the legs is 0.25.
If you hold HBAR · If you hold PARTI
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Key numbers
over 397 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 0.25. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread currently sits at -2.13 standard deviations from its rolling mean — HBAR is cheap relative to PARTI by the standards of this window.
Reversion is slow: the spread needs roughly 34 days to cover half the way back to its mean. A position would have to be held for a long time.
The current ratio sits near the bottom of its range — only 11% of the way from the low to the high of the last 397 daily candles.
When this happened before
Divergences over 218 candles: 2. Closed by a return to the norm: 1. The median return took 55 days, the longest one 55 days.
The last closed one ran from 21.08.2026 to 15.10.2026, 55 days: peak z = 4.08, HBAR was expensive against PARTI.
One is running right now: it started on 30.10.2026, has lasted 0 days, peak z = -2.13, PARTI was expensive against HBAR. 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 55 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 21.08.2026 — 15.10.2026 | HBAR | 4.08 | 55 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 PARTI is 1 HBAR?
1 HBAR is worth 1.22759 PARTI at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the HBAR/PARTI range?
Over the last 397 daily candles the ratio traded between 0.835409 (09.02.2026) and 4.51801 (29.09.2026).
Are HBAR and PARTI correlated?
The correlation of daily log returns between HBAR and PARTI is 0.25, 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 HBAR/PARTI spread z-score now?
The z-score is -2.13 — the spread is stretched beyond two standard deviations. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.
Is HBAR/PARTI suitable for a pair trade?
Weakly. Correlation is only 0.25, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do HBAR and PARTI diverge?
Over 218 daily candles the spread left ±2σ 2 times. The median return to the norm took 55 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.