Binance Spot crypto correlation matrix today

Current source-backed snapshot

This page calculates Pearson correlation from aligned completed daily log returns for Bitcoin, Ethereum and a current liquidity-ranked Binance USDT basket. The table compares each asset with BTC over seven, 30 and 90 days and with ETH over 30 days; the matrix shows 30-day pairwise values for the leading basket. Low or negative recent correlation describes past co-movement—not independence, diversification benefit or expected return.

Input documentation: Binance Spot klines · CoinNudge methodology

Observation window: Pearson correlation of aligned daily log returns over 7, 30 and 90 completed days

Calculation cadence: Recalculated about hourly; newest source input changes after the UTC daily close

Calculation version: daily-log-return-correlation-1.0

Download current dataset: JSON · CSV Raw values retain the dataset's published precision. Free fair-use limit: 60 requests per minute per IP, shared across all Research JSON and CSV endpoints.

Current source health

• research long candles: live; last success 2026-09-14 15:44:59 UTC

Correlation is backward-looking, unstable across windows and sensitive to the current liquidity-selected basket. Low correlation does not mean independence, diversification benefit or positive expected return.

How to read this page

• Values range from -1 to +1 and describe completed daily co-movement.
• Short seven-day correlation is responsive but based on a small sample.
• The 30-day matrix uses pairwise aligned dates rather than filling missing returns.
• Low correlation is not the same as low volatility or low risk.

What can this page tell you quickly?

Best for

Finding which liquid assets recently moved least like Bitcoin.

Universe

BTC, ETH and a current high-volume Binance USDT basket.

Ranking

Lowest absolute 30-day BTC correlation first.

Do not infer

Historical decorrelation does not guarantee future diversification.

How is the crypto correlation sample made comparable?

Every series uses completed Binance USDT daily closes and converts consecutive prices into natural-log returns. A pair is calculated only on timestamps present in both assets, so a missing candle is never replaced with zero. Seven-, 30- and 90-day windows require at least 80% of their expected aligned return observations; otherwise the value remains blank.

BTC and ETH are retained as reference assets. The remaining constituents come from the current high-volume eligible spot universe, which keeps the matrix relevant to actively traded markets but introduces a changing-universe limitation. CoinNudge publishes that rule so a reader can distinguish a relationship change from a constituent change.

What does a changing BTC correlation regime look like?

Suppose an asset has a 90-day BTC correlation near 0.75, a 30-day value near 0.35 and a seven-day value near zero. The sequence says its recent completed returns became less linearly associated with Bitcoin than its broader history. It does not reveal why, which market moved first or whether the difference will persist.

The useful next checks are the asset's own volatility, 30-day return, sector membership, liquidity and any verified event. During broad stress, relationships can converge quickly and invalidate a calm-period estimate. For that reason the page surfaces several windows and avoids a permanent correlated or uncorrelated label.

How should a crypto correlation value be read?

A value near +1 means two return series usually moved in the same direction and proportion over the measured dates. A value near -1 means opposing co-movement, while a value near zero means little linear relationship in that sample.

Correlation does not compare price levels and does not say which asset led. Two volatile tokens can have low correlation while both remain high risk.

Why compare 7-day, 30-day and 90-day crypto correlations?

Seven days reacts quickly to a narrative or event but contains few daily returns. Thirty days supports the matrix and current ranking. Ninety days shows whether the recent relationship differs from a broader regime.

A token with low seven-day but high 90-day BTC correlation may be experiencing temporary decoupling. CoinNudge reports the disagreement rather than choosing the window that supports a preferred story.

Can this matrix prove diversification?

No. Portfolio diversification depends on future covariance, asset weights, volatility, liquidity, tail behavior and rebalancing. Correlations often rise during market stress, exactly when historical estimates are most tempting to rely on.

Use this matrix to identify relationships that need deeper investigation. It is not a portfolio optimizer or personalized allocation recommendation.

When is a correlation-regime alert useful?

A useful alert states the pair, old and new window correlation, sample size and whether price, volume or sector context changed at the same time. Tiny daily fluctuations should not produce repeat notifications.

CoinNudge can surface a material break from a recent relationship while keeping the source and window explicit. It does not label the lower-correlated asset safer.

Can a low 30-day correlation prove a coin will protect my portfolio in a selloff?

No. Full-window correlation averages over the observed returns and may hide stronger dependence during falling markets. It also says nothing by itself about the coin's standalone volatility.

The current eligible basket can introduce survivorship bias into retrospective selection. Historical decorrelation is not a protection guarantee.

• Check aligned return counts and compare shorter and longer estimates.
• Define a downside subset in advance and inspect whether the relationship persists there.
• Keep liquidity, beta and exposure concentration separate from the correlation estimate.

Verify: Binance Spot klines · CoinNudge methodology

What is measured, and what is not?

Method and data boundary

CoinNudge begins with BTC, ETH and up to ten eligible Binance USDT spot markets selected by current 24-hour quote volume above $1 million. Daily returns are natural logarithms of consecutive completed closes. Each pair uses only timestamps present in both series. A window requires at least 80% of its expected observations. Pearson correlation is covariance divided by the product of standard deviations; zero-variance or insufficient samples remain blank. The matrix is recalculated about hourly, while its newest valid price input changes only after a completed UTC daily candle. Calculation time and source-candle time are published separately. The page shows the lowest absolute 30-day BTC correlation first to surface current decoupling candidates.

Correlation is backward-looking, can change sharply with window and regime, and is calculated from one venue's daily closes. The liquidity-selected constituents can change. Low correlation does not guarantee protection in a sell-off, causality, independence or positive portfolio performance.

Read the complete CoinNudge methodology

Sources and verification

• Binance Spot klinesCompleted daily closes for aligned log returns.
• CoinNudge methodologyAsset policy, current liquidity basket and missing-data handling.

Frequently asked questions

Receive crypto relationship changes in Telegram

Know which pair and window changed instead of relying on a permanent correlation assumption.