HUMA / U ratio and spread
1 HUMA = 0.02493 U. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 15.410 and the correlation between the legs is -0.06.
If you hold HUMA · If you hold U
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Key numbers
over 287 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 -0.06. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread is at -0.14 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 17 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits mid-range — 54% of the way from the low to the high of the last 287 daily candles.
When this happened before
Divergences over 108 candles: 1. Closed by a return to the norm: 1. The median return took 28 days, the longest one 28 days.
The last closed one ran from 27.09.2026 to 25.10.2026, 28 days: peak z = 3.65, HUMA was expensive against U.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 28 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 27.09.2026 — 25.10.2026 | HUMA | 3.65 | 28 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 HUMA?
1 HUMA is worth 0.02493 U at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the HUMA/U range?
Over the last 287 daily candles the ratio traded between 0.0121 (26.02.2026) and 0.0356914 (05.10.2026).
Are HUMA and U correlated?
The correlation of daily log returns between HUMA and U is -0.06, 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 HUMA/U spread z-score now?
The z-score is -0.14 — 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 HUMA/U suitable for a pair trade?
Weakly. Correlation is only -0.06, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do HUMA and U diverge?
Over 108 daily candles the spread left ±2σ 1 times. The median return to the norm took 28 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.