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Markets

6 asset classes · 95 strategies deployed

Market Regime
Real-time macro indicators · auto-refreshed
live
VIXcalm
16.4
S&P 500 fear gauge
Calm market: VIX < 20
VIX Termcalm
0.91
VIX1M / VIX3M
Contango (normal)
10Y - 2Yneutral
+38bp
US yield curve
Recently un-inverted
USD/JPYneutral
154.2
FX major
Range-bound 150-156
BTC.Dneutral
57.3%
Bitcoin dominance
BTC season ongoing
Fundingcalm
+0.012%
BTCUSDT 8h
Healthy carry premium
Universal
universal
38
strategies

Price-only technical indicators applicable to any asset

Avg Sharpe: —Effective: 0.0×
Japan Stocks
stock_jp
24
strategies

TSE Prime / Standard / Growth (J-Quants + yfinance)

Avg Sharpe: —Effective: 0.0×
US Stocks
stock_us
26
strategies

NYSE / NASDAQ (SEC EDGAR + yfinance)

Avg Sharpe: —Effective: 0.0×
Foreign Exchange
fx
9
strategies

Major pairs via OANDA practice + macro indicators

Avg Sharpe: —Effective: 0.0×
Crypto
crypto
10
strategies

Binance / on-chain metrics (Glassnode-style)

Avg Sharpe: —Effective: 0.0×
Commodities
commodity
5
strategies

Gold, oil, agricultural (yfinance proxies)

Avg Sharpe: —Effective: 0.0×
Cross-Asset Correlation
Pearson correlation of daily log returns · trailing 12-month
−1
+1
SPYQQQNikkeiBTCETHUSD/JPYGold
SPY
1.00
0.92
0.55
0.28
0.31
-0.15
0.05
QQQ
0.92
1.00
0.50
0.35
0.42
-0.18
0.02
Nikkei
0.55
0.50
1.00
0.18
0.20
-0.32
0.08
BTC
0.28
0.35
0.18
1.00
0.88
-0.08
-0.05
ETH
0.31
0.42
0.20
0.88
1.00
-0.10
0.02
USD/JPY
-0.15
-0.18
-0.32
-0.08
-0.10
1.00
-0.20
Gold
0.05
0.02
0.08
-0.05
0.02
-0.20
1.00
QQQ ↔ SPY (0.92) — 米国株 strong co-movement、 diversification 限定
BTC ↔ ETH (0.88) — crypto 主要 2 銘柄、 ほぼ同方向
USD/JPY ↔ Nikkei (−0.32) — 円高で 日経安、 セーフヘイブン回帰
Gold ↔ Equity (~0.05) — 商品は decorrelated、 真の diversifier