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 |
|---|---|---|---|---|---|
| ETH | 0.86 | 0.64 | 0.64 | 0.76 | 0.73 |
| SPY | 0.58 | 0.39 | 0.33 | 0.41 | 0.33 |
| QQQ | 0.58 | 0.38 | 0.35 | 0.40 | 0.32 |
| GLD | 0.38 | 0.36 | 0.26 | 0.15 | 0.09 |
| Broad USD | -0.21 | -0.30 | -0.20 | -0.13 | -0.09 |
| 10Y yield Δ | 0.01 | -0.03 | -0.10 | 0.00 | 0.05 |
| Real yield Δ | -0.04 | -0.08 | -0.11 | -0.04 | -0.01 |
| VIX Δ | -0.35 | -0.32 | -0.31 | -0.39 | -0.31 |
| HY spread Δ | -0.07 | -0.12 | -0.12 | -0.24 | -0.24 |
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.