Pair Comparison & Ratio Z-Score Analysis

Compare relative performance (normalized to 100%), monitor the price ratio (Asset A / Asset B), and detect mean-reversion signals with rolling Ratio Z-Scores.

Popular Pairs: QQQ / QQQE SPY / RSP QQQ / SPY SPY / IWM NVDA / AMD SMH / QQQ AAPL / MSFT META / GOOGL TSLA / RIVN COIN / HOOD GLD / SLV TLT / SPY LLY / NVO
Asset A Latest

V: $413.59

Current Close Price
Asset B Latest

XLF: $56.57

Current Close Price
Pair Ratio (A / B)

7.3111

Multiple of V / XLF
Ratio Z-Score (60D)

+1.78σ

Bullish Stretch (+1σ)
Pairs Trading & Ratio Z-Score Mean-Reversion Guide
Z-Score ≥ +2.0σ (Overbought Zone)
The price ratio (V / XLF) is trading +2 standard deviations above its 60-day rolling mean. In mean-reversion setups, V is historically expensive relative to XLF.
-1.0σ ≤ Z-Score ≤ +1.0σ (Equilibrium)
The pair ratio is fluctuating within typical statistical noise around its 60-day moving average. Indicates relative equilibrium or trend continuation between the two assets.
Z-Score ≤ -2.0σ (Oversold Zone)
The price ratio (V / XLF) is trading -2 standard deviations below its 60-day rolling mean. In mean-reversion setups, V is historically discounted relative to XLF.
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