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0.4054536 LSK

WLD = 0.3866 USDT

LSK = 0.9535 USDT

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Derived series only: the ratio of the two legs and the spread z-score. Exchange candles are not included.

WLD / LSK ratio and spread

1 WLD = 0.4054536 LSK. Below is the price ratio chart and the regression spread z-score. Hedge ratio β is 0.658 and the correlation between the legs is 0.19.

Set an alert on this pair The spread z-score is -6.17 right now. Get a message when it reaches your level — instead of watching the chart.

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Hedge ratio β 0.658

Spread z-score -6.17

Correlation 0.19

Half-life 86.8 1d

The spread is beyond −2σ: historically such a divergence closed in about 87 days.

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Key numbers

Current ratio0.405454

Change 1d-63.86%

Change 7d-90.03%

Change 30d-90.79%

Period high7.53021

Period low0.405454

Hedge ratio β0.658

Spread z-score-6.17

Correlation0.19

Half-life87 d

over 350 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 0.19. A spread built on such a weak link reverts by coincidence rather than by mechanism.

The spread currently sits at -6.17 standard deviations from its rolling mean — WLD is cheap relative to LSK by the standards of this window.

Reversion is slow: the spread needs roughly 87 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 0% of the way from the low to the high of the last 350 daily candles.

Frequently asked

How many LSK is 1 WLD?

1 WLD is worth 0.405454 LSK at the latest exchange quotes. The figure is the ratio of the two USDT prices and updates every minute.

What is the WLD/LSK range?

Over the last 350 daily candles the ratio traded between 0.405454 (13.09.2026) and 7.53021 (17.06.2026).

Are WLD and LSK correlated?

The correlation of daily log returns between WLD and LSK is 0.19, 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 WLD/LSK spread z-score now?

The z-score is -6.17 — the spread is stretched beyond two standard deviations. It measures how far the regression residual log(A) − β·log(B) sits from its rolling mean, in standard deviations.

Is WLD/LSK suitable for a pair trade?

Weakly. Correlation is only 0.19, so the legs do not reliably move together and the spread carries mostly idiosyncratic noise.

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.