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VELARION
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VELARION
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Multi-dimensional correlation analysis across 70+ instruments. Interactive heatmap, network visualization, divergence detection, and portfolio optimization.
Pairs deviating from 30-day historical correlation baseline
| Pair | Category | Current | 30D Avg | Divergence | Status |
|---|---|---|---|---|---|
EURUSD / GBPUSD | Currencies | +0.91 | +0.87 | +0.04 | STABLE |
XAUUSD / DXY | Metals/FX | -0.78 | -0.61 | -0.17 | CONVERGING |
BTCUSD / ETHUSD | Crypto | +0.94 | +0.97 | -0.03 | STABLE |
XAUUSD / XAGUSD | Metals | +0.82 | +0.93 | -0.11 | STABLE |
US30 / US100 | Indices | +0.88 | +0.92 | -0.04 | STABLE |
USDCAD / OIL | Commodities | -0.65 | -0.82 | +0.17 | CONVERGING |
USDJPY / US10Y | Rates/FX | +0.71 | +0.58 | +0.13 | CONVERGING |
VIX / SPX | Volatility | -0.89 | -0.91 | +0.02 | STABLE |
Weekly correlation alignment across major asset classes
| Gold | Oil | DXY | S&P500 | VIX | |
|---|---|---|---|---|---|
| Gold | — | +0.42 | -0.71 | +0.28 | -0.53 |
| Oil | +0.42 | — | -0.38 | +0.61 | -0.47 |
| DXY | -0.71 | -0.38 | — | -0.55 | +0.39 |
| S&P500 | +0.28 | +0.61 | -0.55 | — | -0.88 |
| VIX | -0.53 | -0.47 | +0.39 | -0.88 | — |
Current market regime classification + 6-month history
| Pair | LT Corr | 5d Corr | Z-Score | Spread | Status | Signal |
|---|---|---|---|---|---|---|
| XAUUSD / USOIL | 0.72 | 0.38 | +2.1 | DIVERGING | MEAN REVERT | |
| EURUSD / GBPUSD | 0.91 | 0.88 | +0.3 | STABLE | HOLD | |
| BTCUSD / ETHUSD | 0.95 | 0.91 | +0.8 | STABLE | HOLD | |
| USOIL / USDCAD | -0.78 | -0.42 | -2.4 | DIVERGING | MEAN REVERT | |
| XAUUSD / DXY | -0.82 | -0.75 | -0.5 | STABLE | HOLD | |
| ES / VIX | -0.93 | -0.51 | -2.8 | EXTREME DIV | HIGH PROB REVERT |
| # | Pair A | Pair B | Correlation | Strength | Type | 30d Trend |
|---|---|---|---|---|---|---|
| 1 | XAUUSD | USDCHF | -0.87 | 87% | NEGATIVE | -0.04 |
| 2 | EURUSD | GBPUSD | +0.78 | 78% | POSITIVE | +0.03 |
| 3 | XAUUSD | DXY | -0.74 | 74% | DIVERGING | +0.08 |
| 4 | USDJPY | XAUUSD | -0.71 | 71% | NEGATIVE | -0.01 |
| 5 | EURUSD | AUDUSD | +0.68 | 68% | POSITIVE | +0.05 |
| 6 | XAUUSD | USDJPY | -0.65 | 65% | NEGATIVE | -0.06 |
| 7 | GBPUSD | AUDUSD | +0.61 | 61% | CONVERGING | +0.09 |
| 8 | EURUSD | USDCHF | -0.58 | 58% | NEGATIVE | — |
| 9 | XAUUSD | SP500 | +0.52 | 52% | POSITIVE | +0.04 |
| 10 | USDCAD | USOIL | -0.47 | 47% | DIVERGING | -0.07 |
Correlation broke sharply from historical norm. DXY stalled while XAUUSD lagged — mean-reversion suggests Gold catch-up.
Both pairs trending in near-perfect sync above historical avg. Watch for the first to break resistance — it typically leads by 4–8h.
CHF, JPY and GOLD moving together with high synchronisation — institutional risk-off rotation underway. Avoid risk assets.
Setups generated from 30-day rolling correlation data. Deviation thresholds: \u00b115% triggers MEDIUM, \u00b135% triggers HIGH confidence. Use alongside your own risk management framework.
Pairs where correlation has significantly shifted in last 30 days
Regime shifts detected when 30-day correlation deviates >0.15 from historical baseline. BREAKDOWN and DECOUPLING signals may indicate regime change requiring strategy adjustment.
Momentum alignment across major asset classes — multi-period view
Risk-off sentiment dominates with Gold and Bonds outperforming.USD weakness and equity mixed signals suggest continued precious metals bid.
Gold vs 8 key macro drivers — strength, direction & trading implication
Correlations represent long-term statistical relationships. DXY and Real Rates are the primary macro drivers for XAUUSD.Weak correlations (BTC, SPX) should not be used as standalone signals.
8 major currencies ranked by composite weekly strength score
| XAU | EUR | BTC | USOIL | US30 | |
|---|---|---|---|---|---|
| XAU | 1.0 | 0.18 | 0.34 | 0.27 | -0.12 |
| EUR | 0.18 | 1.0 | 0.41 | 0.55 | 0.39 |
| BTC | 0.34 | 0.41 | 1.0 | 0.22 | 0.48 |
| USOIL | 0.27 | 0.55 | 0.22 | 1.0 | 0.31 |
| US30 | -0.12 | 0.39 | 0.48 | 0.31 | 1.0 |
| EVENT | DATE | BEFORE | AFTER | SHIFT | INSTRUMENTS |
|---|---|---|---|---|---|
| COVID Crash | Mar 2020 | +0.2 | -0.6 | UNCOUPLED | XAUUSD / SPX |
All assets sold first, then gold diverged as safe haven demand kicked in | |||||
| Russia / Ukraine | Feb 2022 | -0.4 | -0.8 | STRENGTHENED | XAUUSD / EUR |
Geopolitical shock amplified safe haven demand, EUR weakened sharply | |||||
| Fed Pivot | Nov 2023 | -0.7 | -0.9 | STRENGTHENED | DXY / GOLD |
Rate cut expectations pushed DXY down and gold up — inverse link deepened | |||||
| Banking Crisis | Mar 2023 | -0.3 | +0.5 | REVERSED | XAUUSD / SPX |
Panic selling hit both simultaneously before gold recoupled as safe haven | |||||
| China Slowdown | 2023 | +0.6 | +0.3 | WEAKENED | Oil / AUD |
AUD decoupled from oil as China demand fears hit commodities unevenly | |||||
XAUUSD vs DXY — how correlation evolves over time
What this means: Gold's negative correlation with DXY has weakened from -0.87 to -0.65 over the year, suggesting other factors are increasingly driving Gold's price action beyond simple Dollar dynamics.
Money flow between asset classes — current week
Sorted by absolute correlation — highest first
EUR & GBP move in lockstep — trade only one to avoid overexposure
Strongest Gold driver — DXY drop = Gold rally, monitor closely
Classic inverse — DXY weakness confirms EUR long setups
Risk-on pairs move together — use USDJPY as leading signal
JPY pairs lead DXY moves — useful early confirmation signal
EUR strength often precedes Gold rally — watch EUR for Gold entries
Crypto & Gold moving together — rare risk-off narrative forming
Commodity bloc correlation — inflation narrative driving both
Basket strength vs USD — ranked strongest to weakest
Gold vs Currency Baskets: XAUUSD exhibits strong negative correlation with the aggregate USD basket (avg -0.76). When CHF + JPY baskets strengthen simultaneously, safe-haven Gold demand typically follows within 1–2 sessions.
Asset regime classification — score range: -18 to +18
Pairs deviating from historical correlation norms
Correlation breakdowns often precede major price moves — monitor closely for regime shifts or mean-reversion setups.
XAUUSD vs 10 key assets — multi-timeframe Pearson coefficients
| Asset | 1-Week | 1-Month | 3-Month | 6-Month | Signal |
|---|---|---|---|---|---|
DXY US Dollar Index | -0.91 | -0.85 | -0.79 | -0.72 | STRONG SELL DXY = BUY GOLD |
SPX S&P 500 | +0.42 | +0.31 | +0.28 | +0.35 | WEAK |
USOIL WTI Crude Oil | +0.68 | +0.61 | +0.58 | +0.52 | MODERATE |
US10Y US 10Y Yield | -0.74 | -0.68 | -0.61 | -0.58 | SELL BONDS = BUY GOLD |
BTC Bitcoin | +0.71 | +0.65 | +0.48 | +0.38 | MODERATE |
SILVER Silver (XAG) | +0.92 | +0.89 | +0.87 | +0.85 | STRONG POSITIVE |
EURUSD Euro / US Dollar | +0.76 | +0.71 | +0.67 | +0.62 | MODERATE |
VIX Volatility Index | +0.58 | +0.49 | +0.44 | +0.38 | WEAK POSITIVE |
JPY Japanese Yen | +0.82 | +0.78 | +0.71 | +0.65 | MODERATE |
COPPER Copper | +0.54 | +0.48 | +0.41 | +0.35 | WEAK |
DXY and US10Y Yield maintain the strongest inverse correlations with Gold. Monitor DXY for primary macro direction — a falling Dollar is the single most reliable bull catalyst for XAUUSD.
Statistical arbitrage setups from correlated pair dislocations
Monitor capital rotation flows and their Gold market implications
Historically best phase for Gold — inflation peaks, recession fears rise.
Golden Rule: Never hold two assets with 80%+ correlation at full size. Always adjust position sizing.
Enter XAUUSD LONG after EURUSD confirms upward momentum
Correlated confirmation increases probability — two assets agree on macro direction
Stop below last XAUUSD structure low. If EURUSD diverges after entry → early exit.
Monthly average correlation coefficient — research-backed historical values
Values represent typical monthly average correlation between XAUUSD and the US Dollar Index (DXY). The relationship is structurally inverse: a stronger USD generally pressures Gold prices. Brief positive episodes occur during simultaneous flight-to-safety events (e.g., acute risk-off shocks). Source: academic research on intermarket correlations (Erb & Harvey, 2006; Baur & Lucey, 2010).
XAUUSD / DXY — What each correlation range means for traders
Correlation coefficients range from -1 (perfect inverse) to +1 (perfect positive). Values close to 0 indicate no reliable linear relationship. XAUUSD historically maintains a moderate-to-strong inverse relationship with DXY under normal macro conditions.
How Gold correlations shift across market regimes
| Regime | Gold / DXY | Gold / Silver | Gold / SP500 | Gold / Oil |
|---|---|---|---|---|
Risk-Off | -0.82 | +0.88 | +0.15 | +0.25 |
NormalNow | -0.65 | +0.85 | +0.20 | +0.42 |
Risk-On | -0.45 | +0.80 | +0.35 | +0.55 |
Crisis / Panic | +0.10 | +0.70 | -0.20 | -0.10 |
Absolute Correlation Strength by Regime
Regime Detection Proxy
Research Sources
Correlation values are research-based estimates derived from historical Gold market studies (2000–2023). Actual real-time correlations depend on specific market conditions. Crisis correlations are transient and typically revert within 1–3 sessions. Not investment advice.
Diversification guide — assets with low / no correlation to Gold
Natural Gas
NATGAS
Driven by weather, storage, and LNG flows — essentially orthogonal to Gold.
US Real Estate (REITs)
VNQ
Income-driven returns with local real-estate supply/demand dynamics.
Emerging Market Equities
EEM
Growth-sensitive; affected by EM-specific factors (politics, FX, commodities).
Bitcoin
BTCUSD
Loosely correlated as a "store of value" narrative overlaps with Gold.
Correlation to Gold (absolute scale)
|r| < 0.10
True Diversifier
Adds maximum portfolio diversification benefit. Moves independently of Gold.
0.10–0.30
Partial Diversifier
Some co-movement during specific regimes but generally uncorrelated.
|r| > 0.30
Loose Co-movement
Regime-dependent correlation. Narrative-driven, not structural.
Correlation estimates based on 10-year rolling averages (2014–2024) sourced from World Gold Council research and academic literature. Bitcoin correlation reflects post-2020 institutional adoption period. Correlations are not static and should be reviewed periodically. Not investment advice.
Gold vs major asset classes — research-backed coefficients + live intraday signal
Top 5 strongest positive and negative pairs from the active correlation matrix
Check if your open positions diversify or concentrate risk (up to 5 instruments)
Identifies redundant signals where highly correlated instruments have same-direction entries
Redundancy detection uses seasonal correlation matrix. Same-direction signals on highly correlated instruments represent concentrated exposure. The most recent signal is suggested to keep. Threshold controls minimum |r| to flag a pair as redundant.
Historical inter-market timing patterns — educational reference
Educational — historical averages based on multi-year research. Not trading signals. Lag windows are typical ranges; actual timing varies with market conditions.
USD strength directly reduces Gold purchasing power for non-USD holders
Rising real yields increase the opportunity cost of holding non-yielding Gold
Gold leads the broader metals complex — Silver follows institutional flows into precious metals
Equity risk-off sentiment drives delayed safe-haven demand into Gold
Live cross-market correlation break detection
Thresholds: Metals >1% spread, EUR/GBP opposite direction >0.3%, Gold-DXY same direction >0.5%. Data from live /api/prices — auto-refreshes every 30 seconds.
XAUUSD
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DXY Proxy (inv. EUR)
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UNKNOWN
Insufficient price data
Normal Inverse
DXY↑ + Gold↓
Safe Haven Override
DXY↑ + Gold↑
Dollar Weakness
DXY↓ + Gold↑
DXY derived from EUR/USD inverse. Historical r = -0.65
MIXED
Mixed signals across asset classes
Cross-asset flow analysis updated every 30s
Histogram of pairwise correlations across all live instruments
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Best pairs for diversification vs. concentration risk
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Real-time Pearson r — 30s refresh
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Ranked by |r| — live price snapshots
Building snapshot history…
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XAUUSD vs key assets — 60s refresh, last 20 snapshots
Accumulating snapshots…
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30s refresh · Live inverse correlation monitor
Awaiting price data
Historical note: Gold and DXY have a long-term inverse relationship driven by USD denomination of gold. Breakdowns often occur during extreme risk events or supply/demand shocks.
60s refresh · Multi-snapshot regime classification
Accumulating snapshots…
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30s refresh · Intra-sector avg Pearson correlation
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60s refresh · Top 4 volatile instruments · |changePercent| correlation
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Signal-based strength ranking — buy vs. sell ratio
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Signal direction alignment — metals and energy
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Top instruments by signal count — direction alignment grid
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Clusters of correlated pairs showing same direction
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A cluster forms when 2+ instruments sharing the same base/quote currency all show the same signal direction. Refreshes every 60s.
Gold vs precious metals signal alignment
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Checks signal direction for Gold (XAU/GOLD/GC), Silver (XAG/SI), and Platinum. ALIGNED = all same direction, DIVERGENT = mixed. Refreshes every 60s.
Market sentiment mode based on signal distribution
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RISK-ON MODE = indices/crypto/risk FX mostly BUY. RISK-OFF MODE = Gold/JPY/CHF mostly BUY. NEUTRAL = mixed or balanced signals. Refreshes every 60s.
Direction-based correlation proxy for top 6 instruments
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Based on latest signal direction in last 24h. Same direction = POSITIVE correlation, opposite = NEGATIVE. Top 6 instruments by signal count. Refreshes every 60s.
Instruments that consistently signal before others
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Computing lead-lag relationships…
Detects pairs where instrument A consistently gets signals before instrument B within a 4-hour window. Minimum 2 occurrences required. Top 3 pairs shown. Refreshes every 60s.
Signal distribution across asset classes
Groups live signals into 5 asset clusters. Bar shows buy bias (%). Dominant direction badge from latest 300 signals. Refreshes every 60s.
Signal frequency as implied volatility proxy (24h)
Most active = highest implied volatility proxy. Higher signal frequency suggests elevated intraday activity in that instrument.
Last signal direction for 8 major instruments
Shows the most recent signal direction for 8 key assets. — means no signal found in current data window. Refreshes every 60s.
Bullish% = share of signals indicating upward pressure for each currency across all pairs. 60%+ = strong. 40%- = weak.
Flags pairs that historically move together but currently show opposite signal directions, or inverse pairs moving the same way.
POS = positive correlation (normally move together). INV = inverse correlation (normally opposite).
NORMAL = signals match expected relationship. UNUSUAL = signals diverge from expected. Refreshes every 60s.
Direction-based correlation proxy for top 6 instruments
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Based on latest signal direction in last 24h. Same direction = POSITIVE correlation, opposite = NEGATIVE. Top 6 instruments by signal count. Refreshes every 60s.
POS = expected to move together. INV = expected to move opposite. Alerts fire when signals diverge from expectation. Refreshes every 30s.
CONFIRM = pair moved in expected direction today. BREAK = correlation failed. Based on dominant direction per pair from today's signals. Refreshes every 60s.
Session-only log (max 20 entries) · Detects when pair direction bias changes · Resets on page reload
Hourly windows for today UTC. Confirm% = % of 1h periods where expected correlation held. Refreshes every 5 min.