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 | 0.81 | 0.72 | 0.78 | 0.86 | 0.80 | 0.75 |
| SPY | 0.32 | 0.25 | 0.34 | 0.42 | 0.38 | 0.34 |
| QQQ | 0.37 | 0.22 | 0.34 | 0.40 | 0.38 | 0.34 |
| GLD | 0.05 | 0.29 | 0.26 | 0.16 | 0.11 | 0.08 |
| Broad USD | -0.01 | -0.26 | -0.20 | -0.16 | -0.11 | -0.15 |
| 10Y yield Δ | 0.21 | 0.04 | -0.07 | 0.03 | 0.04 | -0.01 |
| Real yield Δ | 0.19 | 0.02 | -0.07 | -0.01 | -0.01 | -0.06 |
| VIX Δ | -0.19 | -0.28 | -0.35 | -0.42 | -0.38 | -0.34 |
| HY spread Δ | -0.11 | -0.16 | -0.17 | -0.28 | -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.