Kresmion / Tools

Cross-Asset Correlation Regime Tracker

A correlation matrix shows current state. This page shows when state has changed. For every pair across a 45-symbol cross-asset universe we compare the trailing 12-month baseline correlation against the current 30-day rolling correlation, and flag breaks when |Δ| > 0.40 with either a sign flip, magnitude doubled, or magnitude halved. Update cadence: daily.

Strongest current breaks

2026-09-11
INJcryptoXLKsector
baseline+0.38current-0.11
Δ-0.49sign flip
|delta|=0.49>0.4; sign-flip; magnitude-halved (×0.29)
INJcryptoQQQequity
baseline+0.37current-0.08
Δ-0.44sign flip
|delta|=0.44>0.4; sign-flip; magnitude-halved (×0.20)
INJcrypto^IXICequity
baseline+0.37current-0.07
Δ-0.44sign flip
|delta|=0.44>0.4; sign-flip; magnitude-halved (×0.18)
Showing 19 of 969 pairs · 19 breaks total (2026-09-11)
PairClassesBaselineCurrentΔReason
ETH XLKcryptosector+0.46-0.03-0.49|delta|=0.49>0.4; sign-flip; magnitude-halved (×0.06)
INJ XLKcryptosector+0.38-0.11-0.49|delta|=0.49>0.4; sign-flip; magnitude-halved (×0.29)
ATOM DXYcryptoforex-0.07-0.55-0.48|delta|=0.48>0.4; magnitude-doubled (×7.9)
DOT VIXcryptovol-0.31+0.16+0.47|delta|=0.47>0.4; sign-flip
ETH QQQcryptoequity+0.48+0.01-0.46|delta|=0.46>0.4; magnitude-halved (×0.03)
ETH ^IXICcryptoequity+0.50+0.05-0.45|delta|=0.45>0.4; magnitude-halved (×0.10)
INJ QQQcryptoequity+0.37-0.08-0.44|delta|=0.44>0.4; sign-flip; magnitude-halved (×0.20)
INJ ^IXICcryptoequity+0.37-0.07-0.44|delta|=0.44>0.4; sign-flip; magnitude-halved (×0.18)
EFA XLEequitysector-0.06-0.50-0.44|delta|=0.44>0.4; magnitude-doubled (×7.8)
USO ^GSPCcommodityequity-0.23-0.66-0.44|delta|=0.44>0.4; magnitude-doubled (×2.9)
SPY USOequitycommodity-0.22-0.66-0.43|delta|=0.43>0.4; magnitude-doubled (×2.9)
HYG USObondcommodity-0.22-0.65-0.43|delta|=0.43>0.4; magnitude-doubled (×3.0)
USO VTIcommodityequity-0.23-0.66-0.43|delta|=0.43>0.4; magnitude-doubled (×2.8)
QQQ UNIequitycrypto+0.37-0.06-0.43|delta|=0.43>0.4; sign-flip; magnitude-halved (×0.15)
DOT SOLcryptocrypto+0.71+0.29-0.41|delta|=0.41>0.4; magnitude-halved (×0.41)
DOT XLFcryptosector+0.16-0.25-0.41|delta|=0.41>0.4; sign-flip
XRP ^IXICcryptoequity+0.47+0.06-0.41|delta|=0.41>0.4; magnitude-halved (×0.13)
QQQ USOequitycommodity-0.19-0.59-0.40|delta|=0.40>0.4; magnitude-doubled (×3.1)
TIA XLKcryptosector+0.34-0.06-0.40|delta|=0.40>0.4; sign-flip; magnitude-halved (×0.17)

Coverage

45 symbols across 7 asset classes · 969 pair combinations in this snapshot.
crypto22 sym
ADA · APT · ARB · ATOM · AVAX · BCH · BNB · BTC · DOGE · DOT · ETH · INJ · LINK · LTC · NEAR · OP · SOL · SUI · TIA · TON · UNI · XRP
last 2026-09-13
equity9 sym
DIA · EEM · EFA · IWM · QQQ · SPY · VTI · ^GSPC · ^IXIC
last 2026-09-11
bond4 sym
HYG · IEF · LQD · TLT
last 2026-09-11
commodity4 sym
GLD · SLV · UNG · USO
last 2026-09-11
sector4 sym
XLE · XLF · XLK · XLV
last 2026-09-11
forex1 sym
DXY
last 2026-09-11
vol1 sym
VIX
last 2026-09-11