Generated on: 2025-04-25 23:17:15
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
45 pairs (73.8%) show equilibrium-seeking behavior
16 pairs (26.2%) 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 (78.26%). 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 |
|---|---|---|---|---|
| USD_HKD | 78.02 | 19.69 | Transition: Support Test Failure | Equilibrium-Seeking |
| NZD_SGD | 68.52 | 38.89 | Mid-Trend: Bearish Flag Formation | Equilibrium-Seeking |
| NZD_HKD | 66.91 | 21.86 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| NZD_CAD | 65.01 | 28.13 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| AUD_NZD | 61.99 | 38.13 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Equilibrium-Seeking |
| NZD_USD | 58.96 | 28.46 | Distribution to Range: Controlled Selling | Trending |
| EUR_SEK | 57.41 | 50.0 | First Pullback/Retest: Profit Taking | Trending |
| GBP_NZD | 56.41 | 51.28 | First Pullback/Retest: Profit Taking | Trending |
| CAD_SGD | 55.78 | 57.78 | Mid-Trend: Bullish Flag Formation | Trending |
| USD_THB | 52.78 | 48.81 | First Pullback/Retest: Profit Taking | Trending |
| CHF_ZAR | 52.08 | 24.31 | Distribution to Range: Controlled Selling | Trending |
| GBP_SGD | 50.69 | 52.08 | First Pullback/Retest: Profit Taking | Trending |
| EUR_HUF | 48.74 | 45.7 | Early Mean Reversion: False Breakout | Trending |
| CAD_JPY | 47.22 | 54.37 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| HKD_JPY | 45.56 | 55.56 | Distribution Phase: Early Distribution with Low Volume | Trending |
| CHF_JPY | 42.59 | 62.96 | Initial Thrust: Alternative Thrust | Trending |
| EUR_JPY | 41.87 | 59.92 | Transition to Mean Reversion: Loss of Momentum | Trending |
| USD_SGD | 41.67 | 57.22 | Mid-Trend: Bullish Flag Formation | Trending |
| GBP_JPY | 40.74 | 53.7 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_JPY | 39.08 | 51.15 | Distribution Phase: Early Distribution with Low Volume | Trending |
| USD_SEK | 37.12 | 56.31 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| SGD_JPY | 35.63 | 62.26 | Transition to Mean Reversion: Loss of Momentum | Trending |
| ZAR_JPY | 32.18 | 51.15 | 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.
Low Agreement Group: Despite trending leaders, the low agreement score (64.71%) suggests the group will remain Equilibrium-Seeking. Leaders may eventually split to join trending groups.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_NZD | 72.62 | 38.89 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| EUR_GBP | 67.31 | 21.83 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| EUR_USD | 64.73 | 35.14 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| EUR_HKD | 64.73 | 35.14 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| CHF_HKD | 61.43 | 30.34 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| GBP_PLN | 60.93 | 42.29 | Transition: Support Test Failure | Equilibrium-Seeking |
| USD_MXN | 58.5 | 31.37 | Transition: Support Test Failure | Trending |
| NZD_CHF | 56.41 | 53.21 | First Pullback/Retest: Profit Taking | Trending |
| GBP_ZAR | 53.12 | 20.14 | Transition: Support Test Failure | Trending |
| EUR_ZAR | 52.24 | 27.46 | Distribution to Range: Controlled Selling | Trending |
| USD_CHF | 50.85 | 53.21 | First Pullback/Retest: Profit Taking | Trending |
| EUR_SGD | 50.63 | 49.49 | First Pullback/Retest: Profit Taking | Trending |
| CAD_CHF | 48.93 | 53.21 | Gap Fill with Reversal | Trending |
| EUR_CHF | 48.61 | 54.17 | First Pullback/Retest: Profit Taking | Trending |
| GBP_CHF | 47.78 | 64.44 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_ZAR | 43.46 | 26.8 | Early Mean Reversion: False Breakout | Trending |
| SGD_CHF | 42.22 | 58.89 | Steady Trend: Higher Highs/Lows (Uptrend) | 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 (90.0%). Expect the group to follow the leaders and shift toward a Trending state soon.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| USD_CNH | 65.56 | 27.78 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| GBP_AUD | 57.64 | 28.82 | Early Mean Reversion: Volume Failure | Trending |
| AUD_CAD | 53.65 | 58.16 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| EUR_AUD | 51.77 | 28.13 | Distribution to Range: Controlled Selling | Trending |
| AUD_USD | 47.22 | 61.71 | Mid-Trend: Bullish Flag Formation | Trending |
| AUD_HKD | 46.36 | 60.54 | Mid-Trend: Bullish Flag Formation | Trending |
| AUD_CHF | 43.38 | 58.76 | Gap Fill with Reversal | Trending |
| NZD_JPY | 42.53 | 63.72 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| AUD_JPY | 40.74 | 53.7 | First Pullback/Retest: Profit Taking | Trending |
| AUD_SGD | 40.74 | 62.96 | Mid-Trend: Bullish Flag Formation | 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 | 58.68 | 28.82 | Early Mean Reversion: Volume Failure | Trending |
| GBP_HKD | 56.67 | 37.78 | First Pullback/Retest: Profit Taking | Trending |
| USD_PLN | 52.84 | 34.75 | Early Mean Reversion: Volume Failure | Trending |
| GBP_USD | 52.78 | 41.11 | First Pullback/Retest: Profit Taking | Trending |
| USD_HUF | 50.67 | 31.11 | Active Mean Reversion: Accumulation Leg | Trending |
| USD_NOK | 35.9 | 66.24 | Mid-Trend: Bullish Flag Formation | 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 (80.0%). 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 |
|---|---|---|---|---|
| CAD_HKD | 73.43 | 21.98 | Extreme Conditions: Oversold Breakdown | Equilibrium-Seeking |
| USD_CAD | 58.68 | 28.82 | Early Mean Reversion: Volume Failure | Trending |
| EUR_PLN | 58.68 | 27.78 | Distribution to Range: Controlled Selling | Trending |
| GBP_CAD | 53.97 | 34.13 | First Pullback/Retest: Profit Taking | Trending |
| EUR_NOK | 51.77 | 24.7 | Active Mean Reversion: Accumulation Leg | Trending |