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 | 0.79 | 0.81 | 0.82 | 0.67 | 0.61 |
| SPY | 0.63 | 0.25 | 0.34 | 0.42 | 0.32 | 0.28 |
| QQQ | 0.69 | 0.27 | 0.36 | 0.41 | 0.32 | 0.29 |
| GLD | 0.41 | 0.38 | 0.32 | 0.24 | 0.15 | 0.09 |
| Broad USD | -0.12 | -0.30 | -0.25 | -0.15 | -0.07 | -0.13 |
| 10Y yield Δ | 0.10 | 0.00 | -0.08 | 0.02 | 0.02 | 0.00 |
| Real yield Δ | 0.06 | -0.06 | -0.12 | -0.05 | -0.02 | -0.04 |
| VIX Δ | -0.43 | -0.24 | -0.31 | -0.39 | -0.31 | -0.26 |
| HY spread Δ | -0.33 | -0.20 | -0.21 | -0.30 | -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.