Correlations · daily returns over the last 30 common sessions
| NAS100 | XAUUSD | GER40 | USDJPY | US10Y | DXY | VIX | SOX | OIL | BTC |
|---|
| NAS100 |
1 |
0.45 |
0.50 |
-0.23 |
-0.34 |
-0.25 |
-0.73 |
0.84 |
-0.52 |
0.70 |
| XAUUSD |
0.45 |
1 |
0.26 |
-0.41 |
-0.50 |
-0.44 |
-0.63 |
0.35 |
-0.10 |
0.38 |
| GER40 |
0.50 |
0.26 |
1 |
-0.14 |
-0.43 |
-0.19 |
-0.45 |
0.35 |
-0.52 |
0.38 |
| USDJPY |
-0.23 |
-0.41 |
-0.14 |
1 |
0.28 |
0.56 |
0.39 |
-0.14 |
0.09 |
-0.39 |
| US10Y |
-0.34 |
-0.50 |
-0.43 |
0.28 |
1 |
0.41 |
0.53 |
-0.18 |
0.15 |
-0.40 |
| DXY |
-0.25 |
-0.44 |
-0.19 |
0.56 |
0.41 |
1 |
0.46 |
-0.21 |
-0.15 |
-0.30 |
| VIX |
-0.73 |
-0.63 |
-0.45 |
0.39 |
0.53 |
0.46 |
1 |
-0.66 |
0.30 |
-0.33 |
| SOX |
0.84 |
0.35 |
0.35 |
-0.14 |
-0.18 |
-0.21 |
-0.66 |
1 |
-0.44 |
0.44 |
| OIL |
-0.52 |
-0.10 |
-0.52 |
0.09 |
0.15 |
-0.15 |
0.30 |
-0.44 |
1 |
-0.34 |
| BTC |
0.70 |
0.38 |
0.38 |
-0.39 |
-0.40 |
-0.30 |
-0.33 |
0.44 |
-0.34 |
1 |
Green = move together, red = move apart, depth = strength. Use it for correlation stacking: two positions with +0.7 between them are one position at double size. The desk's drivers model already uses these links (yields ↔ NAS100, dollar ↔ gold); this table shows whether they hold this month.