Generated on: 2025-05-22 18:27:36
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
35 pairs (94.6%) show equilibrium-seeking behavior
2 pairs (5.4%) show trending behavior
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 (57.14%) suggests some pairs may deviate from the group behavior. Monitor for potential splintering.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_AUD | 67.87 | 27.54 | Post-Breakdown: Initial Stabilization | Equilibrium-Seeking |
| EUR_USD | 67.31 | 26.23 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| GBP_USD | 63.78 | 45.78 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Equilibrium-Seeking |
| USD_SGD | 62.88 | 40.31 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| EUR_CHF | 62.88 | 41.37 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| GBP_CAD | 62.5 | 21.53 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| EUR_NZD | 62.5 | 21.53 | Distribution to Range: Controlled Selling | Equilibrium-Seeking |
| EUR_GBP | 61.35 | 19.69 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| NZD_USD | 60.08 | 48.97 | Mid-Trend: Bullish Flag Formation | Equilibrium-Seeking |
| AUD_CAD | 60.0 | 25.56 | Early Mean Reversion: Volume Failure | Trending |
| USD_CAD | 58.39 | 34.75 | Distribution to Range: Controlled Selling | Trending |
| AUD_USD | 58.33 | 49.6 | Mid-Trend: Bullish Flag Formation | Trending |
| EUR_SEK | 57.64 | 46.53 | Early Mean Reversion: Volume Failure | Trending |
| EUR_CAD | 54.71 | 19.69 | Early Mean Reversion: Volume Failure | Trending |
| USD_ZAR | 52.67 | 32.67 | Distribution to Range: Controlled Selling | Trending |
| NZD_CAD | 48.89 | 25.56 | Transition: Support Test Failure | Trending |
| USD_CHF | 48.75 | 63.26 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_SEK | 43.19 | 63.26 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| CAD_CHF | 41.19 | 63.98 | First Pullback/Retest: Profit Taking | Trending |
| USD_HKD | 37.61 | 69.87 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_PLN | 37.36 | 58.43 | First Pullback/Retest: Profit Taking | 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 (66.67%) suggests the group will remain Equilibrium-Seeking. Leaders may eventually split to join trending groups.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| AUD_JPY | 66.67 | 43.33 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Equilibrium-Seeking |
| EUR_NOK | 64.51 | 31.97 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| EUR_JPY | 62.09 | 47.39 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Equilibrium-Seeking |
| USD_JPY | 59.72 | 34.72 | Mid-Trend: Bearish Flag Formation | Trending |
| CHF_JPY | 56.22 | 53.33 | Mean Reversion Resolution: Pre-Breakout - Directional Bias Formation | Trending |
| GBP_JPY | 55.56 | 42.59 | Mid-Trend: Bearish Flag Formation | Trending |
| USD_MXN | 47.57 | 32.29 | Early Mean Reversion: Volume Failure | Trending |
| CAD_JPY | 45.56 | 55.56 | Distribution Phase: Early Distribution with Low Volume | Trending |
| NZD_JPY | 38.33 | 62.78 | 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.
Low Agreement Group: Despite trending leaders, the low agreement score (50.0%) suggests the group will remain Equilibrium-Seeking. Leaders may eventually split to join trending groups.
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| AUD_NZD | 67.71 | 35.42 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| GBP_AUD | 65.28 | 32.74 | Early Mean Reversion: Volume Failure | Equilibrium-Seeking |
| AUD_CHF | 57.33 | 46.93 | Early Mean Reversion: Volume Failure | Trending |
| EUR_PLN | 33.33 | 62.96 | Gap Fill with Reversal | 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 |
|---|---|---|---|---|
| NZD_CHF | 51.67 | 45.78 | Early Mean Reversion: Volume Failure | Trending |
| GBP_CHF | 44.1 | 63.72 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| GBP_NZD | 57.94 | 42.06 | Gap Fill with Reversal | Trending |