Backtesting Arena

Backtesting Arena

Dollar Correlation

Correlation· DE: Dollar-Korrelation

Bitcoin's return correlation with the US Dollar Index (DXY) — typically inverse, a gauge of BTC's sensitivity to dollar liquidity.

Calculation
Pearson correlation of BTC daily returns vs DXY daily returns over the selected window (90d/1y/5y). Range −1..+1; negative = classic inverse dollar relationship.
Unit & source
coefficient_-1_1 · tradingstrategies.work BTC × Macro/Asset-Correlation methodology

Related terms

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.