Generated on: 2025-06-13 01:21:34
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: Trending
3 pairs (8.1%) show equilibrium-seeking behavior
34 pairs (91.9%) 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.
High Agreement Group Following Leaders: While currently Equilibrium-Seeking, this group has a very high agreement score (96.3%). Expect the group to follow the leaders and shift toward a Trending state soon.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| USD_SGD | 63.19 | 46.87 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Equilibrium-Seeking |
| USD_HKD | 59.85 | 25.76 | Early Mean Reversion: False Breakout | Trending |
| GBP_JPY | 58.69 | 40.4 | Early Mean Reversion: False Breakout | Trending |
| GBP_AUD | 55.56 | 60.56 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| NZD_USD | 54.3 | 44.76 | Early Mean Reversion: False Breakout | Trending |
| NZD_CAD | 54.04 | 40.4 | Early Mean Reversion: False Breakout | Trending |
| CAD_JPY | 53.47 | 46.53 | Early Mean Reversion: False Breakout | Trending |
| AUD_CHF | 52.92 | 41.52 | Early Mean Reversion: False Breakout | Trending |
| USD_SEK | 50.0 | 49.02 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| GBP_NZD | 50.0 | 60.56 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| EUR_SEK | 50.0 | 50.0 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| USD_JPY | 49.36 | 45.09 | Early Mean Reversion: False Breakout | Trending |
| AUD_CAD | 48.48 | 45.96 | Early Mean Reversion: False Breakout | Trending |
| USD_CHF | 48.48 | 46.87 | Early Mean Reversion: False Breakout | Trending |
| CAD_CHF | 47.92 | 46.53 | Early Mean Reversion: False Breakout | Trending |
| NZD_CHF | 47.92 | 46.53 | Early Mean Reversion: False Breakout | Trending |
| AUD_USD | 47.8 | 44.76 | Early Mean Reversion: False Breakout | Trending |
| AUD_JPY | 47.37 | 47.08 | Early Mean Reversion: False Breakout | Trending |
| NZD_JPY | 47.37 | 47.08 | Early Mean Reversion: False Breakout | Trending |
| EUR_JPY | 47.22 | 45.37 | Early Mean Reversion: False Breakout | Trending |
| EUR_CHF | 46.84 | 46.74 | Early Mean Reversion: False Breakout | Trending |
| GBP_CHF | 46.84 | 46.74 | Early Mean Reversion: False Breakout | Trending |
| EUR_AUD | 42.22 | 72.89 | Breakout Phase: Initial Break | Trending |
| EUR_NZD | 37.5 | 74.31 | Breakout Phase: Initial Break | Trending |
| CHF_JPY | 35.9 | 79.06 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_ZAR | 35.42 | 64.58 | Breakout Phase: Initial Break | Trending |
| USD_MXN | 33.97 | 64.1 | Continuation Breakouts: Range Break | 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 |
|---|---|---|---|---|
| EUR_CAD | 54.04 | 45.96 | Early Mean Reversion: False Breakout | Trending |
| EUR_PLN | 52.78 | 54.86 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| GBP_USD | 52.53 | 44.44 | Early Mean Reversion: False Breakout | Trending |
| EUR_USD | 48.48 | 45.96 | Early Mean Reversion: False Breakout | Trending |
| GBP_CAD | 47.22 | 51.85 | Early Mean Reversion: False Breakout | Trending |
| USD_PLN | 40.97 | 66.67 | Continuation Breakouts: Range Break | Trending |
| AUD_NZD | 40.42 | 60.83 | Breakout Phase: Initial Break | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| USD_CAD | 55.9 | 47.62 | Active Mean Reversion: Accumulation Leg | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_NOK | 42.59 | 45.37 | Early Mean Reversion: False Breakout | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_GBP | 30.95 | 74.6 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |