overlay-correlation.csv 14 KB

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  1. name,kind,correlation_to_rotation_risk
  2. risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.02586659378346005
  3. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.9712886965100478
  4. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8869425492110895
  5. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.7680867167039575
  6. high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,-0.0180591277356915
  7. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.9743906375514345
  8. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.8981847586533465
  9. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.7879561960670262
  10. risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.0940743992733241
  11. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.9693892218525985
  12. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8764693755731475
  13. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.7433241979843966
  14. risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,short_leg,-0.02456540424240338
  15. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,0.9707596866685781
  16. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,0.8851818736329146
  17. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm0.000-dp0.025,rotation_plus_short,0.7652692418911702
  18. risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.025234693488324182
  19. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.9715824514323615
  20. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.8879944181148888
  21. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.769915271744012
  22. risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.029236505520548867
  23. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.9719746717605211
  24. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8891571584043133
  25. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.7714934658269439
  26. risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,-0.02497372444488041
  27. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.971004192740609
  28. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.8860044243381106
  29. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.7666026273996902
  30. high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,-0.06297886111354509
  31. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.9705868961761774
  32. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.882503202035372
  33. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-1h-tr720-lb336-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.7568781692125087
  34. trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.047499467792390525
  35. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.968795997876801
  36. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8771351592114756
  37. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.74955784570789
  38. trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.06053169886461801
  39. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.969937320672247
  40. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8803536616570493
  41. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.7535170562191534
  42. high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.01931367650815131
  43. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.9754355294776655
  44. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.901846546707933
  45. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-4h-tr360-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.7942235101397943
  46. risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.08975712316589056
  47. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.970831097371431
  48. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.8818894320423638
  49. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.7530124117453322
  50. high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.058253059720023946
  51. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.9716353240317201
  52. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.8864692604926545
  53. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-high_vol_breakdown-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.7640924562221522
  54. risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.08825618990440949
  55. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.9677912214555416
  56. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8711648497046298
  57. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.7351162603873017
  58. risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,-0.029179611408513693
  59. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.973009160036693
  60. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.8927895110149584
  61. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr1440-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.7776802049704001
  62. trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.0591738441507225
  63. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.9708438425179294
  64. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.8836184355547213
  65. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.7591568837071342
  66. risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,short_leg,-0.08836203173708682
  67. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.9705861669212351
  68. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.8810868558581779
  69. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-1h-tr720-lb168-vw336-mv0.0100-mm-0.005-dp0.025,rotation_plus_short,0.7517901886063808
  70. risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.029525100724201437
  71. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.9732455692536608
  72. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.8936068662502616
  73. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr360-lb42-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.7790491361190991
  74. risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,short_leg,-0.08555331572825269
  75. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.9680307238446086
  76. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.8721757919465218
  77. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-risk_off_pair-4h-tr180-lb84-vw84-mv0.0200-mm-0.005-dp0.030,rotation_plus_short,0.7371070081678973
  78. trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,short_leg,-0.14309990322097124
  79. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+5%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.9655698653990197
  80. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+10%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.8595686380468831
  81. trend_basket-1h-lb720-tr1440-bt2880-rb168-top2-mm0.000-bm0.000-vw336-vc0.0300-lev0.75-exp0.50-vt0.2000+15%-trend_breakdown-4h-tr180-lb42-vw84-mv0.0200-mm0.000-dp0.030,rotation_plus_short,0.7090524263064675