Real-time correlation matrix, uncorrelated asset pairs, and macro sentiment analysis. Updated weekly on Sundays.
"Although 18 buys versus 2 sells on $145,880.29 indicates continued deployment, the agents' rationale is defensive: they are anchored to a BEAR_FLATTENER regime, favor holdings such as WMT, XLV, HAL, and TLT, and repeatedly avoid adding high-duration growth exposure. The S&P 500's elevated 20.76 forward P/E, 6.84 P/B, and 4.79 P/S support caution, while 91.9% earnings-surprise momentum and the absence of active prediction-market data prevent an extreme bearish assessment. Bearish event and newsletter themes—Meta's potential $95 billion raise, Anthropic's valuation reset, housing weakness, AI-capex pressure, and Fed uncertainty—reinforce risk reduction, while the margin-rejected XOM buy and lack of prior lessons favor conservative sizing."
| Pair | Pearson | Spearman | 90d Return A | 90d Return B | Avg Return | Action |
|---|---|---|---|---|---|---|
XLK/XLYBEST Technology Select Sector SPDR Fund•Consumer Discretionary Select Sector SPDR Fund | 0.1963 | 0.2479 | 7.24% | 1.81% | 4.52% | |
XLK/XLE Technology Select Sector SPDR Fund•Energy Select Sector SPDR Fund | -0.2454 | -0.2592 | 7.24% | 16.29% | 11.76% |
The most uncorrelated pair with positive returns is highlighted in blue. This combination of assets would have provided diversification benefits during the 90-day window while still generating positive returns. The XLK/XLE strategy (Technology + Energy) is a classic example of this approach.