Crypto-SPX Corr 7d7-day rolling correlation between the asset and the S&P 500. Above 0.6 = risk-on regime; negative = decoupling.0.814
Correlation ZZ-score of current 7d correlation vs history. Above +1.5 = unusually high; below −1.5 = unusually depressed.0.607
Beta vs SPX
BTC-SPX BetaOLS beta of BTC returns on S&P 500 returns. >1.5 = highly equity-sensitive; ~0 = uncorrelated.—
ETH-SPX BetaOLS beta of ETH returns on S&P 500 returns. Sensitivity to equity moves.1.93
SOL-SPX BetaOLS beta of SOL returns on S&P 500 returns. Sensitivity to equity moves.—
Lead-Lag
Lagged Corr 7hCorrelation between SPX and asset returns lagged 7h. Above +0.3 = SPX leads crypto with a delay.—
US→Asia EchoLag-1 correlation of US close into Asia open. Measures cross-session lead-lag.0.054
Equity Correlation
History (daily)
Crypto-SPX Rolling Corr 7d — ETH
7-day rolling Pearson correlation between daily returns of this asset and the S&P 500. Above 0.6 (red) = strongly equity-correlated risk-on; near zero = independent; negative = decoupling.
basispoint.xyz
Beta vs SPX
History (daily)
ETH-SPX Beta
OLS beta of daily asset returns regressed on S&P 500 returns. Measures how many % the asset moves per 1% SPX move. Beta > 1.5 = highly equity-sensitive; near 0 = uncorrelated.
basispoint.xyz
Lead-Lag
History (daily)
US-Close → Asia-Open Echo (SPX lag=1d) — ETH
Lag-1 correlation of US equity close returns into next-day Asia open returns for this asset. Positive = strong cross-session lead-lag (US equities leading crypto).
basispoint.xyz
Crypto-SPX Correlation Z-Score — ETH
Z-score of current 7d rolling correlation vs its historical distribution. Above +1.5 (red) = unusually high correlation; below −1.5 (green) = unusually depressed.
basispoint.xyz
Lagged Correlation 7h (SPX → ETH)
Correlation between SPX returns and asset returns lagged by 7 hours. Above +0.3 (green) = SPX leads crypto with a ~7h delay; below −0.3 (red) = inverse lead-lag.
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Macro Correlation
Pairwise return correlation across macro assets. Red = positively coupled, green = inversely.