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Risk Analysis
Correlation Matrix

Correlation Matrix

Visualize how pairs move together. Avoid doubling your risk by trading perfectly correlated assets.

Quick Comparator

+89%
Very Strong +

⚠️ Strong correlation detected

Trading EUR/USD and GBP/USD simultaneously in the same direction is practically the same as doubling your position. Watch your cumulative risk!

Most Correlated with EUR/USD

GBP/USD+89%
NZD/USD+78%
AUD/USD+71%
XAU/USD+42%
SPX+31%

Inversely Correlated with EUR/USD

DXY-98%
USD/CHF-91%
USD/CAD-88%
USD/JPY-23%

Full Matrix

EUR/USDGBP/USDUSD/CHFUSD/JPYAUD/USDUSD/CADNZD/USDXAU/USDDXYSPX
EUR/USD
-
89
-91
-23
71
-88
78
42
-98
31
GBP/USD
89
-
-87
-18
76
-82
72
38
-91
28
USD/CHF
-91
-87
-
42
-68
83
-71
-52
92
-21
USD/JPY
-23
-18
42
-
31
22
18
-38
51
45
AUD/USD
71
76
-68
31
-
-72
92
68
-78
58
USD/CAD
-88
-82
83
22
-72
-
-74
-45
89
-32
NZD/USD
78
72
-71
18
92
-74
-
55
-81
52
XAU/USD
42
38
-52
-38
68
-45
55
-
-62
15
DXY
-98
-91
92
51
-78
89
-81
-62
-
-28
SPX
31
28
-21
45
58
-32
52
15
-28
-
+70% to +100%
+40% to +70%
0% to +40%
0% to -40%
-40% to -70%
-70% to -100%

Why Correlation Can Ruin You

Imagine: you have a long trade on EUR/USD and another long on GBP/USD. You think you have diversified your risk with two separate trades. Fatal mistake.

EUR/USD and GBP/USD have an average correlation of +89%. This means they move in the same direction 89% of the time. You don't have two trades — you have one single trade with double the size.

Correlation is a fundamental concept every trader must master in order to:

  • Avoid overexposure to the same market move
  • Effectively diversify your portfolio
  • Hedge positions with inversely correlated assets
  • Identify arbitrage opportunities

Reading Correlation

Positive Correlation

+0.7 to +1.0

Both assets move in the same direction. When A rises, B rises too.

Example: EUR/USD and GBP/USD (+89%)

No Correlation

-0.3 to +0.3

Movements are independent. No predictable relationship between the two.

Example: EUR/USD and USD/JPY (-23%)

Negative Correlation

-0.7 to -1.0

Assets move in opposite directions. When A rises, B falls.

Example: EUR/USD and USD/CHF (-91%)

The Double Risk Trap

Here is a classic scenario that costs many traders dearly:

The Trap Setup:

  • • Trade 1: Long EUR/USD, 1% risk
  • • Trade 2: Long GBP/USD, 1% risk
  • • Correlation: +89%

Actual risk: ~1.89%

You think you are risking 2% maximum (1% + 1%), but if the dollar strengthens, both trades lose together. Your effective risk is nearly doubled.

Golden rule: Never have more than 1-2% risk on assets correlated above 70%.

Key Correlations to Know

EUR/USD vs DXY (Dollar Index) : -98%

The DXY is composed of ~57% EUR. When the dollar rises (DXY up), EUR/USD mechanically falls. Trading both is the same as doubling your USD position.

AUD/USD vs NZD/USD : +92%

Australia and New Zealand are geographic neighbors and economically linked. Their currencies almost always move together. Choose one or the other, not both.

XAU/USD (Gold) vs USD : -62%

Gold is priced in dollars. When the dollar weakens, gold rises (and vice versa). This is why gold is often used as a hedge against dollar weakness.

USD/JPY vs Indices US (SPX) : +45%

The yen is a "safe haven" currency. When markets are in "risk-on" mode, the JPY weakens (USD/JPY rises) and indices rise. In "risk-off" mode, the JPY strengthens and indices fall.

USD/CAD vs Oil (WTI): ~-70%

Canada is a major oil exporter. When oil rises, the CAD strengthens (USD/CAD falls). Watch oil prices to anticipate CAD movements.

3 Correlation-Based Strategies

1. Hedging

Use inversely correlated pairs to reduce your risk.

Example:

Long EUR/USD + Long USD/CHF = near-neutral exposure. Useful for protecting a position during a news event.

2. Confirmation

Use correlated pairs to confirm a signal.

Example:

Long signal on EUR/USD? Check if GBP/USD also shows strength. If so, the signal is more reliable (broad USD weakness).

3. Divergence

When two correlated pairs diverge, an opportunity exists.

Example:

EUR/USD is rising but GBP/USD is stalling? GBP is relatively weak. Possible opportunity to short GBP/USD or short EUR/GBP.

Warning: Correlations Change

Important: The values in this matrix are historical averages. Actual correlations vary:

  • By time period: monthly correlation ≠ 5-year correlation
  • By context: during crises, correlations often increase
  • By events: a Brexit vote can temporarily break the EUR-GBP correlation

Use this matrix as a guide, not as absolute truth. Always verify recent correlations.

Frequently Asked Questions

Diversify Intelligently

True diversification means trading assets that do not move together. Now that you understand correlations, build a robust portfolio.