BTC / Gold Correlation
Pearson correlation of BTC vs COMEX Gold daily log returns
BTC / Gold 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 / Gold Correlation tracks how Bitcoin moves relative to COMEX Gold using Pearson correlation on daily log returns.
How it works
- Data refreshes daily (~22:35 local) from Yahoo Finance chart API.
- Returns are log(close_t / close_t−1) on overlapping dates only.
- Regimes: Store sync ≥0.45, Mild ≥0.15, Neutral >−0.15, Risk split >−0.45, else Hedge.
- 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 gold is flat — ρ may fall.
- A flight-to-safety day can lift gold while BTC sells off — negative ρ.
- Always confirm with volume, funding, and flow tools before acting.
- Beta can exceed 1 when BTC amplifies gold moves (or vice versa).
- Use alongside BTC / Nasdaq and BTC / DXY when those tools are live.