🔗💥 Correlation Break Detector

Pairs ranked by absolute z-score: (latest rolling correlation − long-run mean) ÷ rolling stdev. |z| ≥ 2 = significant break (only ~5% of normally-distributed pairs would clear this threshold by chance). Coupling = correlation rose; decoupling = correlation fell.

For the highest-ranked break, the rolling 30-day correlation over time. Horizontal line = long-run average. Shaded band = ±2 stdev (the "normal" range). Latest dot is the current observation — when it's outside the band, you have a break.

Pairwise correlation matrix across all 15 assets. Toggle between long-run (1y average) and current (latest 30-day window). Cells with dashed white outline are flagged as breaks (|z| ≥ 2).

Every pair sorted by |z|. Click any pair to load its rolling correlation timeline above.