Generated on: 2025-07-05 22:21:56
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
9 pairs (24.3%) show equilibrium-seeking behavior
28 pairs (75.7%) 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 (96.15%). Expect the group to follow the leaders and shift toward a Trending state soon.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_USD | 63.53 | 33.09 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Equilibrium-Seeking |
| EUR_PLN | 57.94 | 28.46 | Distribution to Range: Controlled Selling | Trending |
| AUD_CAD | 57.94 | 24.38 | Active Mean Reversion: Accumulation Leg | Trending |
| USD_SGD | 53.42 | 47.44 | First Pullback/Retest: Profit Taking | Trending |
| AUD_CHF | 52.84 | 36.05 | Active Mean Reversion: Accumulation Leg | Trending |
| NZD_CAD | 52.84 | 30.5 | Active Mean Reversion: Accumulation Leg | Trending |
| NZD_CHF | 52.84 | 36.05 | Active Mean Reversion: Accumulation Leg | Trending |
| GBP_CHF | 52.38 | 36.51 | Active Mean Reversion: Accumulation Leg | Trending |
| GBP_JPY | 50.98 | 53.59 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Trending |
| EUR_CAD | 49.65 | 56.97 | Early Mean Reversion: False Breakout | Trending |
| GBP_CAD | 48.4 | 39.53 | Early Mean Reversion: False Breakout | Trending |
| USD_SEK | 43.65 | 53.17 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| EUR_CHF | 41.67 | 59.58 | Breakout Phase: First Resistance Test | Trending |
| EUR_JPY | 39.39 | 65.15 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| CAD_CHF | 38.1 | 69.84 | Breakout Phase: First Resistance Test | Trending |
| EUR_NOK | 38.1 | 55.56 | Continuation Breakouts: Range Break | Trending |
| AUD_NZD | 38.1 | 77.78 | Breakout Phase: Initial Break | Trending |
| USD_CHF | 37.12 | 68.43 | Continuation Breakouts: Range Break | Trending |
| EUR_GBP | 36.23 | 77.05 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| CAD_JPY | 35.9 | 75.21 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_JPY | 35.63 | 49.43 | Continuation Breakouts: Range Break | Trending |
| AUD_JPY | 35.42 | 72.22 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| NZD_JPY | 35.42 | 66.67 | Breakout Phase: Initial Break | Trending |
| CHF_JPY | 34.85 | 70.71 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| EUR_NZD | 34.67 | 71.33 | Breakout Phase: Initial Break | Trending |
| EUR_AUD | 32.67 | 71.33 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
Important Signal: Leaders are Mixed while the group is Trending
Group State: Equilibrium-Seeking
Leaders State: Mixed
Strong Aligned Group: This is a highly cohesive Equilibrium-Seeking group with a strong agreement score (85.71%). Both the group and its leaders are aligned, indicating a reliable and stable equilibrium-seeking pattern.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| USD_ZAR | 68.03 | 27.44 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| NZD_USD | 58.09 | 30.8 | Active Mean Reversion: Accumulation Leg | Trending |
| AUD_USD | 57.64 | 31.25 | Active Mean Reversion: Accumulation Leg | Trending |
| GBP_NZD | 53.59 | 45.42 | Early Mean Reversion: False Breakout | Trending |
| GBP_USD | 52.67 | 30.67 | Early Mean Reversion: False Breakout | Trending |
| USD_CAD | 48.3 | 40.59 | Early Mean Reversion: False Breakout | Trending |
| GBP_AUD | 48.04 | 45.42 | Early Mean Reversion: False Breakout | 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 |
|---|---|---|---|---|
| USD_MXN | 59.46 | 21.51 | Transition: Support Test Failure | Trending |
| USD_PLN | 54.91 | 38.57 | Early Mean Reversion: False Breakout | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| USD_HKD | 51.45 | 34.06 | Distribution to Range: Controlled Selling | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_SEK | 27.18 | 67.26 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |