Generated on: 2025-06-13 00:46:34
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
5 pairs (13.5%) show equilibrium-seeking behavior
32 pairs (86.5%) 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 (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_CHF | 57.22 | 37.22 | Early Mean Reversion: Initial Support Break | Trending |
| USD_JPY | 56.84 | 32.05 | Early Mean Reversion: Initial Support Break | Trending |
| GBP_CAD | 55.22 | 44.78 | Early Mean Reversion: False Breakout | Trending |
| EUR_CAD | 54.58 | 44.44 | Early Mean Reversion: Initial Support Break | Trending |
| GBP_USD | 48.48 | 39.49 | Early Mean Reversion: False Breakout | Trending |
| CAD_CHF | 48.48 | 46.87 | Early Mean Reversion: False Breakout | Trending |
| NZD_CAD | 48.48 | 45.96 | Early Mean Reversion: False Breakout | Trending |
| NZD_USD | 48.48 | 45.96 | Early Mean Reversion: False Breakout | Trending |
| NZD_CHF | 47.92 | 46.53 | Early Mean Reversion: False Breakout | Trending |
| EUR_USD | 47.58 | 45.05 | Early Mean Reversion: False Breakout | Trending |
| EUR_JPY | 47.58 | 45.96 | Early Mean Reversion: False Breakout | Trending |
| EUR_CHF | 47.37 | 46.2 | Early Mean Reversion: False Breakout | Trending |
| GBP_CHF | 47.37 | 46.2 | Early Mean Reversion: False Breakout | Trending |
| AUD_CHF | 47.37 | 46.2 | Early Mean Reversion: False Breakout | Trending |
| AUD_CAD | 47.37 | 46.2 | Early Mean Reversion: False Breakout | Trending |
| CAD_JPY | 47.37 | 47.08 | Early Mean Reversion: False Breakout | Trending |
| AUD_USD | 47.02 | 45.63 | Early Mean Reversion: False Breakout | Trending |
| GBP_JPY | 46.84 | 46.74 | Early Mean Reversion: False Breakout | Trending |
| AUD_JPY | 46.84 | 46.74 | Early Mean Reversion: False Breakout | Trending |
| NZD_JPY | 46.84 | 46.74 | Early Mean Reversion: False Breakout | Trending |
| EUR_SEK | 42.22 | 66.67 | Breakout Phase: Initial Break | Trending |
| USD_PLN | 39.53 | 64.1 | Continuation Breakouts: Range Break | Trending |
| GBP_NZD | 37.04 | 79.63 | Breakout Phase: First Resistance Test | Trending |
| EUR_AUD | 37.04 | 79.63 | Institutional Activity: Absorption Phase | Trending |
| USD_ZAR | 36.67 | 78.44 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| GBP_AUD | 36.31 | 80.16 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_CAD | 35.9 | 69.66 | Breakout Phase: First Resistance Test | Trending |
| EUR_NZD | 35.63 | 75.1 | Distribution Phase: Active Distribution | Trending |
| USD_MXN | 35.19 | 72.22 | Breakout Phase: Initial Break | Trending |
| USD_SGD | 35.19 | 64.81 | Steady Trend: Higher Highs/Lows (Uptrend) | Trending |
| USD_SEK | 34.67 | 70.89 | Continuation Breakouts: Range Break | Trending |
| CHF_JPY | 33.33 | 75.93 | 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.
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 |
|---|---|---|---|---|
| USD_HKD | 62.67 | 13.56 | Extreme Conditions: Momentum Capitulation | Equilibrium-Seeking |
| EUR_PLN | 53.35 | 34.59 | Early Mean Reversion: False Breakout | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_NOK | 47.58 | 40.4 | Early Mean Reversion: Initial Support Break | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| EUR_GBP | 48.67 | 39.22 | Early Mean Reversion: False Breakout | Trending |
| Pair | Equilibrium Score | Trend Score | Dominant Phase | State |
|---|---|---|---|---|
| AUD_NZD | 49.32 | 44.1 | Early Mean Reversion: False Breakout | Trending |