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 | 0.92 | 0.83 | 0.84 | 0.88 | 0.80 | 0.72 |
| SPY | 0.53 | 0.34 | 0.39 | 0.43 | 0.37 | 0.34 |
| QQQ | 0.60 | 0.32 | 0.38 | 0.42 | 0.36 | 0.34 |
| GLD | 0.37 | 0.43 | 0.32 | 0.19 | 0.12 | 0.08 |
| Broad USD | -0.16 | -0.32 | -0.19 | -0.16 | -0.11 | -0.15 |
| 10Y yield Δ | 0.15 | -0.05 | -0.12 | -0.04 | 0.02 | -0.03 |
| Real yield Δ | 0.10 | -0.07 | -0.13 | -0.07 | -0.04 | -0.07 |
| VIX Δ | -0.38 | -0.35 | -0.38 | -0.42 | -0.35 | -0.29 |
| HY spread Δ | -0.27 | -0.25 | -0.19 | -0.27 | -0.25 | — |
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.