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Multi-dimensional correlation analysis across 70+ instruments. Interactive heatmap, network visualization, divergence detection, and portfolio optimization.
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 | — |
| 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.
Pairs deviating from historical correlation norms
Correlation breakdowns often precede major price moves — monitor closely for regime shifts or mean-reversion setups.
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).
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 historical estimates from 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 cycle 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.