Backtesting Arena

Backtesting Arena

Equity Correlation

Correlation· DE: Aktien-Korrelation

Bitcoin's return correlation with US equities (S&P 500 and Nasdaq-100) — the primary gauge of whether BTC is trading as a risk-on beta.

Calculation
Pearson correlation of BTC daily returns vs S&P 500 / Nasdaq-100 daily returns over the selected window (90d/1y/5y). Range −1..+1; higher = tighter risk-asset coupling.
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.