PROM / XPL ratio and spread
1 PROM = 69.68 XPL. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.987 and the correlation between the legs is 0.10.
If you hold PROM · If you hold XPL
PROM has been more expensive against XPL than now only 4 % of the time over 1.1 years. If you hold PROM, this is worth a look at rotating into XPL.
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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 0.10. A spread built on such a weak link reverts by coincidence rather than by mechanism.
The spread is at 1.32 standard deviations from its rolling mean: away from the norm, but not far enough to call it stretched.
Reversion is slow: the spread needs roughly 68 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 mid-range — 79% of the way from the low to the high of the last 398 daily candles.
When this happened before
Divergences over 219 candles: 1, and none of them has closed with a return to the norm yet.
One is running right now: it started on 27.07.2026, has lasted 96 days, peak z = 3.72, PROM was expensive against XPL. It has not returned to the norm yet.
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 XPL is 1 PROM?
1 PROM is worth 69.6819 XPL at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.
What is the PROM/XPL range?
Over the last 398 daily candles the ratio traded between 6.18106 (02.04.2026) and 87.0381 (30.08.2026).
Are PROM and XPL correlated?
The correlation of daily log returns between PROM and XPL is 0.10, 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 PROM/XPL spread z-score now?
The z-score is 1.32 — 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 PROM/XPL suitable for a pair trade?
Weakly. Correlation is only 0.10, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.
How often do PROM and XPL diverge?
Over 219 daily candles the spread left ±2σ 1 times, and none of those divergences has closed with a return to the norm yet.
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.