Generated on: 2025-06-30 21:05:58
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
30 pairs (81.1%) show equilibrium-seeking behavior
7 pairs (18.9%) 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.
Low Agreement Group: Despite trending leaders, the low agreement score (59.26%) suggests the group will remain Equilibrium-Seeking. Leaders may eventually split to join trending groups.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| GBP_USD | 69.28 | 36.6 | Mean Reversion Resolution: Transition to New Momentum - Early Signs | Equilibrium-Seeking |
| NZD_CAD | 68.12 | 36.23 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| USD_HKD | 67.78 | 37.78 | Early Mean Reversion: False Breakout | Equilibrium-Seeking |
| EUR_CAD | 64.17 | 32.22 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Equilibrium-Seeking |
| GBP_CAD | 62.7 | 17.46 | Active Mean Reversion: Accumulation Leg | Equilibrium-Seeking |
| EUR_AUD | 62.57 | 56.43 | Mid-Trend: Bullish Flag Formation | Equilibrium-Seeking |
| USD_SGD | 61.99 | 18.06 | Transition: Support Test Failure | Equilibrium-Seeking |
| GBP_CHF | 61.51 | 37.7 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| GBP_AUD | 60.59 | 26.23 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| GBP_NZD | 60.32 | 37.7 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| AUD_JPY | 60.15 | 43.3 | Steady Trend: Higher Highs/Lows (Uptrend) | Equilibrium-Seeking |
| AUD_CAD | 58.59 | 42.68 | Early Mean Reversion: Volume Failure | Trending |
| USD_MXN | 57.22 | 28.11 | Early Mean Reversion: Volume Failure | Trending |
| CHF_JPY | 57.22 | 42.22 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| NZD_JPY | 57.22 | 42.22 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_JPY | 55.24 | 24.42 | Transition: Support Test Failure | Trending |
| USD_CHF | 53.61 | 19.86 | Transition: Support Test Failure | Trending |
| USD_CAD | 53.12 | 31.25 | Early Mean Reversion: Initial Support Break | Trending |
| USD_PLN | 52.08 | 32.29 | Early Mean Reversion: Volume Failure | Trending |
| EUR_NZD | 50.85 | 60.47 | Mid-Trend: Bullish Flag Formation | Trending |
| CAD_CHF | 48.54 | 45.61 | Continuation Breakouts: Range Break | Trending |
| USD_SEK | 46.83 | 32.99 | Early Mean Reversion: Volume Failure | Trending |
| EUR_CHF | 45.83 | 52.78 | Mean Reversion Resolution: Transition to New Momentum - Volume Return | Trending |
| EUR_USD | 38.89 | 66.67 | Mid-Trend: Bullish Flag Formation | Trending |
| EUR_NOK | 37.63 | 63.26 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| NZD_USD | 36.67 | 58.89 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| AUD_USD | 27.78 | 60.56 | Distribution Phase: Early Distribution with Low Volume | 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_SEK | 58.33 | 34.72 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Trending |
| AUD_CHF | 56.26 | 40.31 | Early Mean Reversion: Volume Failure | Trending |
| NZD_CHF | 54.52 | 55.68 | Mid-Trend: Bullish Flag Formation | Trending |
| EUR_GBP | 40.35 | 59.36 | Breakout Phase: Initial 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 |
|---|---|---|---|---|
| GBP_JPY | 52.17 | 55.83 | Breakout Phase: Initial Break | Trending |
| CAD_JPY | 44.64 | 69.54 | Mid-Trend: Bullish Flag Formation | Trending |
| EUR_JPY | 42.22 | 61.11 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
Important Signal: Leaders are Equilibrium-Seeking while the group is 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 (50.0%) suggests some pairs may deviate from the group behavior. Monitor for potential splintering.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| USD_ZAR | 65.28 | 26.74 | Transition: Support Test Failure | Equilibrium-Seeking |
| AUD_NZD | 50.63 | 47.59 | Early Mean Reversion: Volume Failure | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_PLN | 54.44 | 44.44 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Trending |