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 | 0.94 | 0.75 | 0.77 | 0.79 | 0.78 | 0.74 |
| SPY | 0.62 | 0.36 | 0.36 | 0.39 | 0.34 | 0.16 |
| QQQ | 0.66 | 0.35 | 0.38 | 0.38 | 0.33 | 0.15 |
| GLD | 0.34 | 0.38 | 0.28 | 0.17 | 0.11 | 0.04 |
| Broad USD | -0.23 | -0.35 | -0.26 | -0.19 | -0.09 | -0.07 |
| 10Y yield Δ | 0.00 | -0.03 | -0.07 | 0.01 | 0.04 | 0.00 |
| Real yield Δ | -0.06 | -0.09 | -0.10 | -0.04 | -0.02 | -0.04 |
| VIX Δ | -0.33 | -0.31 | -0.35 | -0.40 | -0.32 | -0.26 |
| HY spread Δ | -0.25 | -0.22 | -0.24 | -0.25 | -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.