Generated on: 2025-04-24 10:07:39
This report provides an analysis of whether correlation groups are seeking equilibrium (mean-reverting) versus trending.
A high equilibrium score indicates the group is likely in a mean-reversion phase, suggesting potential reversal trades.
A high trend score indicates the group is likely in a trending phase, suggesting potential trend-following trades.
Current Market Status: Equilibrium-Seeking
59 pairs (96.7%) show equilibrium-seeking behavior
2 pairs (3.3%) show trending behavior
Group State: Equilibrium-Seeking
Leaders State: Trending
Divergence Detected: Leaders showing different behavior than the overall group. This may indicate leaders could split away or the group dynamics may change soon.
Low Agreement Group: Despite trending leaders, the low agreement score (64.58%) suggests the group will remain Equilibrium-Seeking. Leaders may eventually split to join trending groups.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_PLN | 75.51 | 22.47 | Extreme Conditions: Oversold Breakdown | Equilibrium-Seeking |
| EUR_NOK | 70.33 | 31.67 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| CAD_CHF | 70.28 | 23.61 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| HKD_JPY | 70.07 | 26.42 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| USD_JPY | 70.07 | 26.42 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| USD_PLN | 67.55 | 20.33 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| EUR_HUF | 66.99 | 30.34 | Transition: Support Test Failure | Equilibrium-Seeking |
| SGD_CHF | 65.97 | 23.61 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| GBP_CHF | 65.08 | 25.4 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| USD_SEK | 64.78 | 27.11 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| USD_NOK | 63.78 | 40.22 | Transition: Support Test Failure | Equilibrium-Seeking |
| USD_HKD | 62.7 | 18.65 | Active Mean Reversion: Accumulation Leg | Equilibrium-Seeking |
| USD_HUF | 61.74 | 24.42 | Transition: Support Test Failure | Equilibrium-Seeking |
| EUR_SEK | 61.71 | 35.42 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| AUD_SGD | 60.59 | 31.78 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| NZD_JPY | 60.56 | 41.11 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| USD_THB | 60.52 | 23.88 | Transition: Support Test Failure | Equilibrium-Seeking |
| AUD_JPY | 60.0 | 16.67 | Distribution to Range: Controlled Selling | Trending |
| USD_MXN | 59.46 | 24.94 | Transition: Support Test Failure | Trending |
| USD_CHF | 59.18 | 32.97 | Early Mean Reversion: Volume Failure | Trending |
| USD_CNH | 58.09 | 22.95 | Early Mean Reversion: Volume Failure | Trending |
| NZD_USD | 57.33 | 58.22 | Mid-Trend: Bullish Flag Formation | Trending |
| CAD_HKD | 56.91 | 42.41 | Active Mean Reversion: Accumulation Leg | Trending |
| GBP_PLN | 56.2 | 26.23 | Distribution to Range: Controlled Selling | Trending |
| AUD_USD | 55.95 | 42.06 | Active Mean Reversion: Accumulation Leg | Trending |
| GBP_AUD | 55.8 | 37.44 | Early Mean Reversion: Volume Failure | Trending |
| EUR_HKD | 54.58 | 54.25 | Mean Reversion Resolution: Transition to New Momentum - Volume Return | Trending |
| USD_SGD | 54.44 | 24.44 | Early Mean Reversion: False Breakout | Trending |
| GBP_USD | 54.03 | 50.97 | Mid-Trend: Bullish Flag Formation | Trending |
| GBP_NZD | 53.88 | 32.95 | Early Mean Reversion: Volume Failure | Trending |
| AUD_HKD | 53.88 | 42.89 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| EUR_USD | 53.8 | 56.73 | Mid-Trend: Bullish Flag Formation | Trending |
| USD_CAD | 52.54 | 38.53 | Distribution to Range: Controlled Selling | Trending |
| CHF_ZAR | 52.08 | 46.53 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| ZAR_JPY | 52.08 | 24.65 | Early Mean Reversion: False Breakout | Trending |
| EUR_SGD | 51.69 | 51.45 | First Pullback/Retest: Profit Taking | Trending |
| CHF_JPY | 49.05 | 50.27 | Initial Thrust: Alternative Thrust | Trending |
| GBP_HKD | 48.75 | 56.09 | Breakout Phase: First Resistance Test | Trending |
| AUD_CAD | 47.83 | 54.61 | Transition to Mean Reversion: Loss of Momentum | Trending |
| CHF_HKD | 45.91 | 59.36 | Breakout Phase: First Resistance Test | Trending |
| NZD_HKD | 45.75 | 60.13 | Breakout Phase: First Resistance Test | Trending |
| EUR_CAD | 44.95 | 58.59 | First Pullback/Retest: Profit Taking | Trending |
| EUR_GBP | 42.92 | 56.53 | Mid-Trend: Bullish Flag Formation | Trending |
| NZD_SGD | 42.22 | 55.0 | First Pullback/Retest: Profit Taking | Trending |
| NZD_CAD | 42.22 | 60.56 | First Pullback/Retest: Profit Taking | Trending |
| USD_ZAR | 40.97 | 68.06 | Breakout Phase: First Resistance Test | Trending |
| GBP_ZAR | 39.53 | 64.1 | Continuation Breakouts: Range Break | Trending |
| EUR_ZAR | 34.67 | 65.33 | Continuation Breakouts: Range Break | Trending |
Important Signal: Leaders are Mixed while the group is Trending
Group State: Equilibrium-Seeking
Leaders State: Mixed
Weakly Aligned Group: While the group and leaders are both equilibrium-seeking, the lower agreement score (50.0%) suggests some pairs may deviate from the group behavior. Monitor for potential splintering.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| SGD_JPY | 65.78 | 29.11 | Mid-Trend: Bearish Flag Formation | Equilibrium-Seeking |
| CAD_JPY | 65.78 | 27.11 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| GBP_JPY | 63.89 | 26.67 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| EUR_JPY | 59.26 | 37.04 | Mid-Trend: Bearish Flag Formation | Trending |
| EUR_CHF | 53.33 | 27.78 | Early Mean Reversion: Volume Failure | Trending |
| GBP_SGD | 39.39 | 45.2 | First Pullback/Retest: Profit Taking | Trending |
Group State: Equilibrium-Seeking
Leaders State: Trending
Divergence Detected: Leaders showing different behavior than the overall group. This may indicate leaders could split away or the group dynamics may change soon.
Moderate Agreement with Divergence: Group is Equilibrium-Seeking with moderate cohesion (75.0%). Some pairs may follow the trending leaders, but the group is likely to maintain its overall equilibrium-seeking character.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| NZD_CHF | 64.33 | 21.64 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| AUD_CHF | 51.04 | 33.33 | Early Mean Reversion: Volume Failure | Trending |
| EUR_NZD | 41.67 | 57.78 | Mid-Trend: Bullish Flag Formation | Trending |
| EUR_AUD | 38.67 | 58.22 | First Pullback/Retest: Profit Taking | Trending |
Group State: Equilibrium-Seeking
Leaders State: Trending
Divergence Detected: Leaders showing different behavior than the overall group. This may indicate leaders could split away or the group dynamics may change soon.
High Agreement Group Following Leaders: While currently Equilibrium-Seeking, this group has a very high agreement score (100.0%). Expect the group to follow the leaders and shift toward a Trending state soon.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| CAD_SGD | 58.39 | 28.13 | Early Mean Reversion: Volume Failure | Trending |
| GBP_CAD | 43.59 | 44.87 | Continuation Breakouts: Range Break | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| AUD_NZD | 54.76 | 33.33 | Early Mean Reversion: Volume Failure | Trending |