Crypto vs Macro Asset Correlation Matrix.
Interactive crypto macro correlation matrix. Track Pearson co-movement coefficients between Bitcoin, Ethereum, Solana, S&P 500, Gold, and the US Dollar Index across 30D, 90D, 365D, and 3Y horizons to identify decoupling and macro regimes.
Understanding your results.
A rigorous breakdown of the mathematical equations, market assumptions, and step-by-step calculations powering this tool.
Cryptocurrency asset valuations do not exist in a vacuum; they operate at the intersection of global central bank liquidity, traditional equities sentiment, and sovereign currency debasement. Tracking Pearson correlations across rolling 30D to 3Y windows provides quantitative proof of whether crypto is trading as high-beta tech risk, digital gold, or an independent uncorrelated alternative.
Pearson Correlation & Covariance Formulation.
Normalizes the co-variance of daily log returns between Asset X and Asset Y by the product of their individual standard deviations, guaranteeing a standardized output between -1.0 and +1.0.
Measures the exact proportion of variance in Asset X that is statistically explained by movements in Asset Y. If r = 0.80, exactly 64% of price action is coupled to shared systemic drivers.
How to Use Correlation Data to Protect Capital
When Bitcoin's correlation with the S&P 500 drops below +0.20, crypto is trading on endogenous industry fundamentals rather than macro fear.
Monitor the DXY inversion. Strong negative correlation (-0.60 or lower) indicates dollar strength is the primary headwind capping crypto momentum.
Pairing assets with negative or low correlation allows rebalancing bonuses: taking profits from rallying assets to acquire temporarily discounted alternatives.
Frequently asked questions.
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