IOST / SUI ratio and spread
1 IOST = 0.0009692 SUI. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.976 and the correlation between the legs is 0.40.
If you hold IOST · If you hold SUI
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Key numbers
over 386 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 0.40, with a hedge ratio of 0.98. Signals from this pair carry more noise than on a tightly linked one.
The spread is at 0.64 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 9 days, so a divergence here tends to resolve within weeks rather than months.
The current ratio sits near the bottom of its range — only 13% of the way from the low to the high of the last 386 daily candles.
When this happened before
Divergences over 207 candles: 3. Closed by a return to the norm: 3. The median return took 19 days, the longest one 56 days.
The last closed one ran from 09.09.2026 to 14.09.2026, 5 days: peak z = 5.48, IOST was expensive against SUI.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 19 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 09.09.2026 — 14.09.2026 | IOST | 5.48 | 5 d |
| 14.07.2026 — 08.09.2026 | SUI | -2.80 | 56 d |
| 10.05.2026 — 29.05.2026 | SUI | -2.67 | 19 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 IOST?
1 IOST is worth 0.00096918 SUI at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the IOST/SUI range?
Over the last 386 daily candles the ratio traded between 0.000669811 (22.08.2026) and 0.00295153 (09.09.2026).
Are IOST and SUI correlated?
The correlation of daily log returns between IOST and SUI is 0.40, 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 IOST/SUI spread z-score now?
The z-score is 0.64 — 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 IOST/SUI suitable for a pair trade?
The mechanics hold up: correlation is 0.40 and the spread historically covers half the way back to its mean in about 9 days. That is a description of past behaviour, not a forecast or a recommendation.
How often do IOST and SUI diverge?
Over 207 daily candles the spread left ±2σ 3 times. The median return to the norm took 19 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.