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CROSS-ASSET CORRELATION BREAKS

The single highest-information-content macro signal: cross-asset correlations break before prices break. 60-day rolling correlation matrix across 10 instruments (equities, rates, FX, commodities), z-scored against 1Y baseline. Aug-2024 yen carry unwind, Mar-2020 dollar funding, 2022 inflation regime — all preceded by composite z > 2σ.

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FRO Z-SCORE

COMPOSITE CORRELATION-BREAK SIGNAL

Aggregating Frobenius norm of correlation-matrix change over rolling 60d windows. When the latest 60d correlation matrix differs sharply from the 60d-prior matrix, that's a regime change.
PAIRS BROKEN
> 2σ FROM 1Y NORM

TOP BREAKING PAIRS

most-deviated correlations (sorted by |z-score|)

WHAT THIS MEANS FOR YOUR PORTFOLIO

interpretation of the top breaking pair · asset implications

CORRELATION HEATMAP

60-day rolling correlations · click toggle to compare
−1.0 +1.0 latest 60d window

FROBENIUS DELTA OVER TIME

||M(t) − M(t−60d)||_F · 1Y history · spikes = regime breaks