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 | 0.80 | 0.67 | 0.66 | 0.80 | 0.72 | 0.69 |
| SPY | 0.50 | 0.35 | 0.36 | 0.37 | 0.28 | 0.27 |
| QQQ | 0.61 | 0.38 | 0.38 | 0.37 | 0.28 | 0.27 |
| GLD | 0.30 | 0.38 | 0.30 | 0.19 | 0.12 | 0.09 |
| Broad USD | -0.14 | -0.43 | -0.24 | -0.19 | -0.15 | -0.15 |
| 10Y yield Δ | 0.22 | 0.03 | -0.06 | 0.01 | 0.04 | -0.03 |
| Real yield Δ | 0.14 | -0.02 | -0.07 | -0.04 | 0.00 | -0.04 |
| VIX Δ | -0.35 | -0.37 | -0.34 | -0.35 | -0.29 | -0.27 |
| HY spread Δ | -0.40 | -0.31 | -0.26 | -0.29 | -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.