LSK / STX ratio and spread
1 LSK = 0.756 STX. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 1.033 and the correlation between the legs is 0.25.
If you hold LSK · If you hold STX
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Key numbers
over 398 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 is at 0.91 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 6% of the way from the low to the high of the last 398 daily candles.
When this happened before
Divergences over 219 candles: 3. Closed by a return to the norm: 3. The median return took 21 days, the longest one 23 days.
The last closed one ran from 12.09.2026 to 05.10.2026, 23 days: peak z = 9.62, LSK was expensive against STX.
For a holder this answers not “what to do” but “how long it usually took”: the median return is 21 days. That is no guarantee — past divergences closed, this one may not.
| Period | Expensive leg | Peak z | Return |
|---|---|---|---|
| 12.09.2026 — 05.10.2026 | LSK | 9.62 | 23 d |
| 22.08.2026 — 12.09.2026 | STX | 6.14 | 21 d |
| 06.08.2026 — 22.08.2026 | LSK | -3.44 | 16 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 STX is 1 LSK?
1 LSK is worth 0.756 STX at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the LSK/STX range?
Over the last 398 daily candles the ratio traded between 0.327931 (25.08.2026) and 7.14031 (13.09.2026).
Are LSK and STX correlated?
The correlation of daily log returns between LSK and STX 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 LSK/STX spread z-score now?
The z-score is 0.91 — 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 LSK/STX 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 LSK and STX diverge?
Over 219 daily candles the spread left ±2σ 3 times. The median return to the norm took 21 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.