IOST / WLD ratio and spread
1 IOST = 0.0018507 WLD. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.754 and the correlation between the legs is 0.35.
If you hold IOST · If you hold WLD
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Key numbers
over 387 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 0.35. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread is at -0.02 standard deviations from its rolling mean, which is effectively at its own norm.
Reversion is slow: the spread needs roughly 33 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 16% of the way from the low to the high of the last 387 daily candles.
When this happened before
Divergences over 208 candles: 4. Closed by a return to the norm: 4. The median return took 25 days, the longest one 98 days.
The last closed one ran from 01.06.2026 to 07.09.2026, 98 days: peak z = -5.44, WLD was expensive against IOST.
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 |
|---|---|---|---|
| 01.06.2026 — 07.09.2026 | WLD | -5.44 | 98 d |
| 26.05.2026 — 28.05.2026 | WLD | -2.46 | 2 d |
| 18.04.2026 — 22.05.2026 | IOST | 2.18 | 34 d |
| 27.03.2026 — 11.04.2026 | IOST | 2.58 | 15 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 WLD is 1 IOST?
1 IOST is worth 0.00185071 WLD at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the IOST/WLD range?
Over the last 387 daily candles the ratio traded between 0.00117029 (17.06.2026) and 0.00529985 (09.09.2026).
Are IOST and WLD correlated?
The correlation of daily log returns between IOST and WLD is 0.35, 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 IOST/WLD spread z-score now?
The z-score is -0.02 — 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/WLD suitable for a pair trade?
Weakly. Correlation is only 0.35, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do IOST and WLD diverge?
Over 208 daily candles the spread left ±2σ 4 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.