Generated on: 2025-04-24 08:20:57
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
61 pairs (100.0%) show equilibrium-seeking behavior
0 pairs (0.0%) 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.
Moderate Agreement with Divergence: Group is Equilibrium-Seeking with moderate cohesion (84.09%). 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 |
|---|---|---|---|---|
| CAD_HKD | 71.53 | 23.61 | Post-Breakdown: Initial Stabilization | Equilibrium-Seeking |
| GBP_SGD | 69.7 | 29.29 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| EUR_GBP | 65.28 | 20.14 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| GBP_HKD | 63.35 | 33.01 | Transition: Support Test Failure | Equilibrium-Seeking |
| USD_ZAR | 61.45 | 38.1 | Initial Thrust: Alternative Thrust | Equilibrium-Seeking |
| EUR_AUD | 61.11 | 21.11 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| SGD_JPY | 60.68 | 30.13 | Mid-Trend: Bearish Flag Formation | Equilibrium-Seeking |
| EUR_SGD | 59.46 | 40.31 | Distribution to Range: Controlled Selling | Trending |
| GBP_USD | 58.39 | 33.69 | Distribution to Range: Controlled Selling | Trending |
| EUR_ZAR | 56.18 | 30.92 | Early Mean Reversion: Volume Failure | Trending |
| CHF_ZAR | 55.56 | 25.0 | Early Mean Reversion: Volume Failure | Trending |
| CHF_HKD | 53.9 | 30.5 | Transition: Support Test Failure | Trending |
| USD_CNH | 53.57 | 38.89 | Active Mean Reversion: Accumulation Leg | Trending |
| USD_HKD | 53.03 | 27.02 | Early Mean Reversion: False Breakout | Trending |
| EUR_HKD | 52.94 | 33.33 | Transition: Support Test Failure | Trending |
| EUR_CAD | 52.54 | 32.97 | Early Mean Reversion: Volume Failure | Trending |
| EUR_USD | 52.38 | 34.01 | Early Mean Reversion: Volume Failure | Trending |
| EUR_NZD | 52.22 | 34.44 | Distribution to Range: Controlled Selling | Trending |
| CAD_SGD | 51.92 | 54.98 | Mid-Trend: Bullish Flag Formation | Trending |
| EUR_NOK | 51.77 | 49.29 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| CHF_JPY | 51.57 | 32.7 | Transition: Support Test Failure | Trending |
| EUR_JPY | 51.36 | 32.99 | Early Mean Reversion: Volume Failure | Trending |
| NZD_JPY | 50.19 | 49.43 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| GBP_JPY | 50.0 | 50.0 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_PLN | 44.79 | 50.35 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| EUR_SEK | 44.72 | 54.72 | Breakout Phase: First Resistance Test | Trending |
| ZAR_JPY | 44.44 | 50.0 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| AUD_JPY | 44.44 | 44.44 | First Pullback/Retest: Profit Taking | Trending |
| USD_CAD | 44.22 | 52.67 | First Pullback/Retest: Profit Taking | Trending |
| CAD_JPY | 44.22 | 48.67 | First Pullback/Retest: Profit Taking | Trending |
| USD_SEK | 43.65 | 52.38 | Initial Thrust: Alternative Thrust | Trending |
| GBP_CHF | 43.38 | 60.68 | Distribution Phase: Early Distribution with Low Volume | Trending |
| USD_NOK | 42.68 | 67.42 | Continuation Breakouts: Range Break | Trending |
| AUD_CHF | 42.59 | 48.15 | Distribution Phase: Early Distribution with Low Volume | Trending |
| USD_SGD | 41.67 | 61.71 | Mid-Trend: Bullish Flag Formation | Trending |
| CAD_CHF | 41.58 | 56.09 | Distribution Phase: Early Distribution with Low Volume | Trending |
| USD_HUF | 40.74 | 40.74 | First Pullback/Retest: Profit Taking | Trending |
| NZD_CHF | 38.41 | 64.73 | Mid-Trend: Bullish Flag Formation | Trending |
| HKD_JPY | 38.1 | 54.37 | First Pullback/Retest: Profit Taking | Trending |
| USD_JPY | 38.1 | 54.37 | First Pullback/Retest: Profit Taking | Trending |
| SGD_CHF | 36.67 | 66.11 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_CHF | 35.19 | 59.26 | First Pullback/Retest: Profit Taking | Trending |
| EUR_CHF | 34.41 | 59.32 | Distribution Phase: Early Distribution with Low Volume | Trending |
| EUR_PLN | 33.97 | 64.32 | Breakout Phase: Initial Break | Trending |
Important Signal: Leaders are Mixed while the group is Equilibrium-Seeking
Group State: Equilibrium-Seeking
Leaders State: Mixed
Moderately Aligned Group: This Equilibrium-Seeking group shows good cohesion (75.0%) with aligned leaders. The equilibrium-seeking pattern should persist in the near term.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| NZD_SGD | 73.23 | 30.3 | Extreme Conditions: Oversold Breakdown | Equilibrium-Seeking |
| AUD_HKD | 70.83 | 26.74 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| USD_MXN | 68.03 | 28.46 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| GBP_AUD | 67.87 | 38.65 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Equilibrium-Seeking |
| NZD_CAD | 67.22 | 12.5 | Extreme Conditions: Oversold Breakdown | Equilibrium-Seeking |
| AUD_USD | 64.44 | 26.67 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| AUD_SGD | 63.95 | 28.13 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| NZD_HKD | 62.7 | 19.84 | Active Mean Reversion: Accumulation Leg | Equilibrium-Seeking |
| NZD_USD | 62.7 | 18.65 | Active Mean Reversion: Accumulation Leg | Equilibrium-Seeking |
| AUD_CAD | 58.68 | 27.78 | Distribution to Range: Controlled Selling | Trending |
| GBP_NZD | 57.33 | 41.37 | Early Mean Reversion: Volume Failure | Trending |
| USD_THB | 38.1 | 55.56 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
Group State: Equilibrium-Seeking
Leaders State: Equilibrium-Seeking
Weakly Aligned Group: While the group and leaders are both equilibrium-seeking, the lower agreement score (66.67%) suggests some pairs may deviate from the group behavior. Monitor for potential splintering.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| GBP_ZAR | 67.01 | 26.98 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| GBP_CAD | 58.81 | 25.75 | Early Mean Reversion: Volume Failure | Trending |
| AUD_NZD | 58.09 | 34.06 | Distribution to Range: Controlled Selling | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_HUF | 42.22 | 48.89 | Distribution Phase: Early Distribution | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| GBP_PLN | 33.33 | 62.96 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |