Derivatives · 30d

Correlation Matrix

30-day Pearson correlation of daily returns across the top 20 Binance USDT-M perpetuals. Dark green = moves together. Dark purple = moves opposite. Neutral gray = decorrelated. Use this to size multi-leg positions or find hedges. Refreshed every 12 hours.

Updated 2026-06-09T19:50Z · window 30d · 20 symbols
ETHBTCXRPDOGEBNBSOLADAAVAXDOTLINKMATICNEARAPTARBSUIINJTIAPEPEWIFTON
ETH1.000.860.890.870.670.920.860.900.800.94-0.060.450.840.830.600.430.670.000.670.53
BTC0.861.000.890.790.720.900.760.780.680.86-0.080.190.760.690.570.260.580.000.500.42
XRP0.890.891.000.860.660.920.840.830.830.94-0.100.300.820.770.670.420.620.000.730.46
DOGE0.870.790.861.000.680.840.820.860.810.89-0.040.350.800.780.620.400.600.000.680.47
BNB0.670.720.660.681.000.700.670.660.540.71-0.040.130.590.570.420.360.460.000.440.39
SOL0.920.900.920.840.701.000.870.870.800.93-0.060.410.880.800.670.440.660.000.700.54
ADA0.860.760.840.820.670.871.000.890.820.870.020.490.870.780.640.520.650.000.700.65
AVAX0.900.780.830.860.660.870.891.000.900.90-0.010.510.940.870.640.460.740.000.760.60
DOT0.800.680.830.810.540.800.820.901.000.90-0.000.600.900.870.690.500.820.000.890.56
LINK0.940.860.940.890.710.930.870.900.901.00-0.040.450.890.870.710.490.760.000.810.62
MATIC-0.06-0.08-0.10-0.04-0.04-0.060.02-0.01-0.00-0.041.000.030.000.040.02-0.060.060.00-0.010.01
NEAR0.450.190.300.350.130.410.490.510.600.450.031.000.540.500.320.570.690.000.600.49
APT0.840.760.820.800.590.880.870.940.900.890.000.541.000.900.700.550.800.000.830.67
ARB0.830.690.770.780.570.800.780.870.870.870.040.500.901.000.610.540.780.000.800.64
SUI0.600.570.670.620.420.670.640.640.690.710.020.320.700.611.000.310.580.000.640.50
INJ0.430.260.420.400.360.440.520.460.500.49-0.060.570.550.540.311.000.630.000.610.51
TIA0.670.580.620.600.460.660.650.740.820.760.060.690.800.780.580.631.000.000.790.66
PEPE0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
WIF0.670.500.730.680.440.700.700.760.890.81-0.010.600.830.800.640.610.790.001.000.67
TON0.530.420.460.470.390.540.650.600.560.620.010.490.670.640.500.510.660.000.671.00

How to use the matrix

  • > 0.8 · moving together, essentially one bet. Don't double up.
  • 0.4 to 0.8 · correlated, partial hedge if long + short.
  • -0.2 to 0.4 · largely independent, good diversification.
  • < -0.2 · rare in crypto; use as confirmation when it shows up.

Correlations drift over time · a 0.9 today can be 0.4 next month. Re-check before sizing. Data: Binance markPriceKlines 1d, keyless public endpoint.

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