HOT / SUI ratio and spread
1 HOT = 0.0005973 SUI. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.552 and the correlation between the legs is 0.64.
If you hold HOT · If you hold SUI
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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 move together only moderately — correlation of daily log returns is 0.64, with a hedge ratio of 0.55. Signals from this pair carry more noise than on a tightly linked one.
The spread is at 1.58 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 6 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits in the upper part of its range — 100% 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: 3. The median return took 25 days, the longest one 35 days.
The last closed one ran from 30.10.2026 to 02.11.2026, 3 days: peak z = -2.26, SUI was expensive against HOT.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 25 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 30.10.2026 — 02.11.2026 | SUI | -2.26 | 3 d |
| 09.06.2026 — 04.07.2026 | SUI | -2.06 | 25 d |
| 26.04.2026 — 31.05.2026 | HOT | 2.00 | 35 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 SUI is 1 HOT?
1 HOT is worth 0.000597266 SUI at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the HOT/SUI range?
Over the last 389 daily candles the ratio traded between 0.000234234 (11.10.2025) and 0.000597266 (03.11.2026).
Are HOT and SUI correlated?
The correlation of daily log returns between HOT and SUI is 0.64, 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 HOT/SUI spread z-score now?
The z-score is 1.58 — 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 HOT/SUI suitable for a pair trade?
The mechanics hold up: correlation is 0.64 and the spread historically covers half the way back to its mean in about 6 days. That is a description of past behaviour, not a forecast or a recommendation.
How often do HOT and SUI diverge?
Over 210 daily candles the spread left ±2σ 3 times. The median return to the norm took 25 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.