Trading Hub v2 / Cross-Asset Correlation Matrix

Cross-Asset Correlation Matrix

Data as of — · updated nightly

Rolling Pearson r of daily close-to-close returns for 10 cross-asset ETFs. Toggle 30/60/90-day windows, inspect drift vs 90-day average, and read the crisis gauge. Cells with p > 0.05 shown faded.

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Avg Correlation (30d)

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vs 90d avg

Diversification Score

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equal-weight 10-asset

Regime Level

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Correlation Heatmap

-1.0 -0.5 0 +0.5 +1.0

Faded cells = p > 0.05

Crisis / Regime Indicator

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r=0 (Decoupled) r=0.35 (Elevated) r=0.5+ (Crisis)

Average cross-asset correlation above 0.50 signals crowded positioning or forced deleveraging — historically precedes sharp drawdowns. A reading below 0.20 is healthy for a diversified portfolio.

Key Diversification Pairs

Diversification Scores

Score = 1 - avg correlation. Higher = more diversified. Optimal uses equal-weight across all 10 assets vs classic 60% SPY / 40% TLT.

Correlation Stability — Most Volatile Pairs