Cross-asset correlations
One timeline, a shared baseline and daily-change correlations.
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Switch lines on/off above. Scroll or drag to zoom. The dates above are the actual shared comparison window.
Correlation of daily changes
Pearson r: +1 = move together, −1 = opposite moves, 0 = no linear relationship. Calculated from changes, not price levels; at least 20 paired observations. Hover or focus a cell for sample size.
The matrix uses the selected filter period; chart zoom does not recalculate it. Different markets have different daily fixing times. This is a descriptive relationship, not a next-day forecast.
| Instrument | Close / date | Period change | Source / history |
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All selected lines start at 0% on the same date. Only common US stock-market session dates are used, so BTC weekend moves enter the next session-to-session comparison. Missing session values are not interpolated; both adjacent returns are excluded. Actual date coverage is shown above.
VIX and DXY are index levels; TNX is the 10-year Treasury yield, not a bond price. Its chart shows relative yield changes, not percentage-point changes. TLT, SPY, QQQ and GLD are exchange-traded products. BRENT is Yahoo BZ=F, a futures series: contract rolls can affect the chart and correlations.
ETF prices are already split-adjusted. Optional Adj Close includes vendor distribution adjustments. Sources: Cboe for VIX, Yahoo Finance unofficial chart API for the other instruments. Only fully completed UTC days and completed US sessions are eligible; source checks are cached for four hours. This tab does not change the regime model or backtests.