Current cross-asset relationships
Rolling 30D Pearson correlation between the asset returns and ETH (daily returns), computed only on common valid dates.
| Reference | 30D | 90D | 180D | 365D | 730D | 1460D |
|---|---|---|---|---|---|---|
| ETH | 0.83 | 0.73 | 0.74 | 0.81 | 0.72 | 0.72 |
| SPY | 0.58 | 0.35 | 0.37 | 0.41 | 0.35 | 0.36 |
| QQQ | 0.64 | 0.32 | 0.38 | 0.42 | 0.36 | 0.37 |
| GLD | 0.40 | 0.40 | 0.32 | 0.21 | 0.15 | 0.12 |
| Broad USD | -0.15 | -0.31 | -0.26 | -0.17 | -0.09 | -0.16 |
| 10Y yield Δ | 0.17 | 0.06 | -0.06 | 0.03 | 0.03 | -0.03 |
| Real yield Δ | 0.16 | 0.00 | -0.10 | -0.03 | -0.03 | -0.08 |
| VIX Δ | -0.41 | -0.35 | -0.39 | -0.41 | -0.36 | -0.34 |
| HY spread Δ | -0.26 | -0.23 | -0.19 | -0.26 | -0.23 | — |
Colour is the signed correlation on a fixed −1 … +1 scale; zero is the neutral centre. Blue reads negative, mauve positive — the sign is not a judgement about the asset.