BTC / DXY Correlation
Pearson correlation of BTC vs US Dollar Index (DXY) daily log returns
BTC / DXY Correlation on PEPS Crypto (Market Overview). Live data available. Advanced crypto market analysis, trading signals, and intelligence powered by the PEPS Trading Engine.
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Rolling correlation
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Snapshot history
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How to use this tool
BTC / DXY Correlation tracks how Bitcoin moves relative to the US Dollar Index using Pearson correlation on daily log returns.
How it works
- Data refreshes daily (~22:40 local) from Yahoo Finance chart API.
- Returns are log(close_t / close_t−1) on overlapping dates only.
- Regimes: Strong inverse ≤−0.45, Mild ≤−0.15, Neutral >−0.15, Mild+ ≥0.15, Decouple ≥0.45.
- Delta compares correlation to the previous PEPS snapshot for that window.
- Rolling series uses the same window length walked across recent history.
What to consider
- BTC can rally on crypto-native flows while DXY is flat — ρ may rise toward zero.
- A dollar squeeze can hit BTC even if equities hold — watch ρ and beta together.
- Always confirm with volume, funding, and flow tools before acting.
- Negative beta magnitude shows sensitivity to dollar moves in return space.
- Use alongside BTC / Gold when judging inflation vs dollar narratives.