Rolling 30-day correlation of daily returns for key correlated pairs — the foundation of our grid strategy. Source: Yahoo Finance.
Current: — | 2-yr avg: —
Current: — | 2-yr avg: —
Data generated . +1 = move together, 0 = unrelated, −1 = opposite.
When two pairs are strongly correlated, their spread tends to revert. Our EA opens hedged baskets and grids the spread with volatility-aware spacing.
EURUSD/GBPUSD and AUDUSD/NZDUSD typically hold high positive correlation — ideal spread-trading candidates.
When correlation drops sharply, our optional break-filter can pause new grids to avoid trending divergence.
The grid harvests oscillation in the spread while risk guards widen spacing during volatility spikes.
Compare any two symbols in real time.