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 | 0.79 | 0.53 | 0.59 | 0.74 | 0.76 | 0.71 |
| SPY | 0.42 | 0.30 | 0.33 | 0.41 | 0.36 | 0.32 |
| QQQ | 0.45 | 0.28 | 0.32 | 0.38 | 0.36 | 0.34 |
| GLD | 0.54 | 0.40 | 0.27 | 0.16 | 0.09 | 0.06 |
| Broad USD | -0.13 | -0.30 | -0.23 | -0.16 | -0.09 | -0.13 |
| 10Y yield Δ | 0.06 | -0.08 | -0.14 | 0.00 | 0.04 | -0.01 |
| Real yield Δ | 0.02 | -0.10 | -0.15 | -0.04 | -0.02 | -0.05 |
| VIX Δ | -0.40 | -0.30 | -0.34 | -0.39 | -0.36 | -0.29 |
| HY spread Δ | -0.25 | -0.23 | -0.18 | -0.29 | -0.27 | — |
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.