DAILY INTELLIGENCE
Correlation Matrix
When correlations break, opportunities emerge
18 pair measurements across multiple timeframes. Last updated: 2026-06-04.
SECTION 01
Cross-Asset Correlations
Rolling correlation coefficients. +1 = perfect positive correlation. -1 = perfect inverse. Watch for regime changes — correlation breaks signal market stress or new macro regimes.
| Pair | Coefficient | Lookback | Regime |
|---|---|---|---|
| btc_spy | -0.803 | 20d | Strong Negative |
| btc_spy | +0.703 | 60d | Strong Positive |
| copper_aud | +0.253 | 20d | Weak Positive |
| copper_aud | +0.807 | 60d | Strong Positive |
| eth_btc | +0.979 | 20d | Strong Positive |
| eth_btc | +0.646 | 60d | Moderate Positive |
| gold_dxy | -0.946 | 20d | Strong Negative |
| gold_dxy | -0.314 | 60d | Weak Negative |
| oil_xle | +0.866 | 20d | Strong Positive |
| oil_xle | +0.246 | 60d | Weak Positive |
| spy_qqq | +0.982 | 20d | Strong Positive |
| spy_qqq | +0.992 | 60d | Strong Positive |
| spy_tlt | +0.412 | 20d | Moderate Positive |
| spy_tlt | -0.448 | 60d | Moderate Negative |
| vix_spy | -0.811 | 20d | Strong Negative |
| vix_spy | -0.922 | 60d | Strong Negative |
| yields_spy | +0.412 | 20d | Moderate Positive |
| yields_spy | -0.448 | 60d | Moderate Negative |
Risk Signal: When historically uncorrelated assets start moving together, it often signals a liquidity event or macro regime shift. This is when diversification fails and risk management matters most.
This is analysis, not financial advice. Past performance does not guarantee future results. Always manage your risk.
Data refreshed daily. Last update: 04 Jun 2026 05:29 UTC