Crypto Macro Correlation Tracker

Compute rolling correlations between BTC/ETH/SOL and S&P 500, Gold, DXY, US 10Y bonds. Get 7d/30d/90d Pearson correlations, relative performance, and a market regime signal (risk-on/off/decoupling). No API key required. $0.005/run flat.

---

What It Does

Crypto's relationship with traditional markets shifts constantly. When BTC correlates strongly with S&P 500, it's trading as a risk asset. When it uncouples or tracks inversely to DXY, it signals a different macro regime. This actor computes these correlations in real-time so you can:

• Track regime shifts — Is BTC acting as a risk asset, hedge, or independent asset?
• Position sizing — Use correlation to assess portfolio diversification
• Macro timing — Align crypto entries with macro tailwinds (dovish Fed, weak DXY)
• Dashboards — Feed correlation data into trading system alerts

Example Output

{
  "crypto_asset": "btc",
  "performance": {
    "current_price": 95230,
    "change_7d_pct": 3.2,
    "change_30d_pct": 12.8,
    "change_90d_pct": 45.1
  },
  "correlations": {
    "sp500": {
      "7d":  {"correlation": 0.72, "strength": "strong"},
      "30d": {"correlation": 0.58, "strength": "moderate"},
      "90d": {"correlation": 0.41, "strength": "moderate"}
    },
    "gold": {
      "7d":  {"correlation": 0.18, "strength": "weak"},
      "30d": {"correlation": 0.22, "strength": "weak"},
      "90d": {"correlation": 0.35, "strength": "weak"}
    },
    "dxy": {
      "7d":  {"correlation": -0.65, "strength": "strong"},
      "30d": {"correlation": -0.48, "strength": "moderate"},
      "90d": {"correlation": -0.31, "strength": "weak"}
    }
  }
}

SUMMARY Key-Value Store

{
  "risk_signal": "risk_on",
  "risk_description": "BTC behaving as risk asset — correlates with equities, inverse DXY",
  "macro_performance": {
    "sp500": {"change_7d_pct": 1.2, "change_30d_pct": 4.5},
    "gold":  {"change_7d_pct": -0.8, "change_30d_pct": 2.1},
    "dxy":   {"change_7d_pct": -1.1, "change_30d_pct": -3.2}
  }
}

Risk Signals

Signal	Condition	Meaning
risk_on	BTC-SP500 corr >0.5, BTC-DXY corr <-0.3	BTC trading as risk asset
decoupling	BTC-SP500 corr <0.2, BTC-DXY corr >0	BTC acting independently of macro
mixed	Neither clear pattern	No dominant regime

Macro Assets Available

Code	Asset	Ticker
sp500	S&P 500	^GSPC
gold	Gold Futures	GC=F
dxy	US Dollar Index	DX-Y.NYB
us10y	US 10-Year Treasury	^TNX
vix	Volatility Index	^VIX

Correlation Strength Guide

Value	Strength
≥ 0.8	Very strong
0.6–0.8	Strong
0.4–0.6	Moderate
0.2–0.4	Weak
< 0.2	Negligible

Input Options

Parameter	Type	Default	Description
cryptoAssets	string[]	["btc","eth"]	Crypto assets: btc, eth, sol
macroAssets	string[]	All 5	Macro assets: sp500, gold, dxy, us10y, vix
lookbackDays	integer	90	Total lookback period (30–365 days)
correlationWindows	string[]	["7","30","90"]	Rolling window sizes in days

Pricing

• $0.005 per run (flat, regardless of assets or windows)
• Ideal for daily scheduling to track regime shifts

Data Sources

• Yahoo Finance — S&P 500, Gold, DXY, US 10Y, VIX (free)
• CoinGecko — BTC, ETH, SOL prices (free)