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ultrashort-correlation.csv

ultrashort-correlation.csv 14 KB
Állandó hivatkozás Előzmények Nyers

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  1. name,BTC RSI2 Guarded 15m,BTC RSI2 TWAP2 15m,BTC RSI2 TWAP3 15m,BTC RSI2 Price TWAP shallow 15m,BTC RSI2 Price TWAP mid 15m,BTC RSI2 Price TWAP deep 15m,BTC RSI2 Price TWAP 2slice 15m,BTC RSI2 Price TWAP mid fb2 15m,BTC RSI2 Price TWAP mid fb5 15m,BTC RSI2 Price TWAP deep fb2 15m,BTC RSI2 Price TWAP deep fb5 15m,BTC Trend RSI-BB 15m,ETH RSI2 15m,ETH RSI2 Price TWAP mid 15m,ETH RSI2 Price TWAP deep 15m,ETH RSI2 Price TWAP mid fb2 15m,ETH Robust Price TWAP 15m,ETH Trend RSI-BB 15m,ETH/BTC RSI Filter 15m,BTC Lead ETH Lag 15m,BTC Lead ETH Lag 5m,BTC Lead ETH Lag 3m,Balanced 4,Aggressive 5,Lead Lag Basket,ETH Focused 2
    2. 

  2. BTC RSI2 Guarded 15m,1.0,0.9344769421640959,0.8915837664768853,0.8850322573966826,0.7085770295675993,0.48804378803425424,0.7934109801361195,0.6996794597762216,0.7089600983260445,0.4961806688108408,0.47221090706210384,0.5405563148583317,0.1607623954360448,0.14310969806038754,0.10782515623669958,0.13902557593695175,0.059429430378550585,0.10297444305920593,0.16773466042486357,0.07049649981279181,0.06528622728767473,0.10819183141889763,0.5764378081120193,0.3115587671992697,0.09900403912963758,0.10862232744244234
    3. 

  3. BTC RSI2 TWAP2 15m,0.9344769421640959,1.0,0.978758346625366,0.844201250917476,0.6680473926878288,0.4940219420559449,0.7535866011737107,0.6583641269329038,0.6671221354217615,0.5009411216272458,0.47268573509872186,0.5005038302095598,0.16913330573211663,0.16434598690198907,0.12507949931773787,0.16078005002187265,0.0693676440540903,0.10241751784512461,0.15691368190179011,0.06646483449349598,0.05841937355774354,0.08219269348729907,0.5347991689934717,0.2956497995203933,0.08764218438264529,0.09978670194489238
    4. 

  4. BTC RSI2 TWAP3 15m,0.8915837664768853,0.978758346625366,1.0,0.8096139869774348,0.639887075237366,0.48186680241527374,0.722328397694036,0.6278437083062147,0.6372331601962168,0.48980692437648216,0.4645625576072157,0.47116464689986837,0.16280938492847613,0.14628527728590351,0.11547035979179118,0.14300738693347037,0.07940614751059516,0.09819874063269225,0.15665682902663255,0.054135590718930815,0.04364428145207882,0.07602047640666725,0.502367514286634,0.2734909396978604,0.07115808677611592,0.08636195373145625
    5. 

  5. BTC RSI2 Price TWAP shallow 15m,0.8850322573966826,0.844201250917476,0.8096139869774348,1.0,0.8624400689268807,0.6572548126270246,0.9138675595623124,0.8548355981534067,0.8568294990008736,0.6586467722797253,0.6220926351737557,0.49302875062238116,0.16631159607409907,0.13777542347528077,0.11168794149247031,0.13156963697303187,0.08047496363766882,0.056301979386127216,0.15574463099294233,0.07638634252870266,0.07999615944776026,0.10250436417126536,0.5327269220236066,0.3002533014637088,0.10867065515052825,0.11929787037802142
    6. 

  6. BTC RSI2 Price TWAP mid 15m,0.7085770295675993,0.6680473926878288,0.639887075237366,0.8624400689268807,1.0,0.7717049325064865,0.9686869838012278,0.9868760070600012,0.9559361799588675,0.762498670223461,0.7132586474294614,0.3772226866675365,0.1574807403199544,0.13464049957911653,0.1175533571789648,0.1265594545402926,0.09238738639817201,0.009418490220372734,0.1497784737213142,0.06269308681735236,0.018348340344349644,0.0678915706897039,0.399362412861111,0.234122131855737,0.06787574117070672,0.062230700835383373
    7. 

  7. BTC RSI2 Price TWAP deep 15m,0.48804378803425424,0.4940219420559449,0.48186680241527374,0.6572548126270246,0.7717049325064865,1.0,0.7349682733287431,0.7763592161558803,0.7914173857106569,0.9750784418370194,0.9131024896204217,0.25215658486732284,0.11617896250189083,0.09398245215329605,0.08377288774890732,0.08745118305704276,0.06927264771684627,0.006324193878802855,0.08398266562331184,0.02861717773195526,-0.019958168711681105,0.017403924257187196,0.24281632859130667,0.13820353777025224,0.016788024213448684,0.0057603491701630535
    8. 

  8. BTC RSI2 Price TWAP 2slice 15m,0.7934109801361195,0.7535866011737107,0.722328397694036,0.9138675595623124,0.9686869838012278,0.7349682733287431,1.0,0.9571463049466121,0.9427870333001873,0.7294173152138775,0.6854980120780247,0.41110597724830344,0.14935643363590792,0.12509838191648015,0.10739048457830376,0.11625849437642058,0.08816344617089916,0.022941902407575373,0.13916343649445678,0.05973496439297423,0.016277729502778896,0.07268351479737399,0.4330713369894103,0.24411530528751704,0.06553764916006763,0.05723707995621875
    9. 

  9. BTC RSI2 Price TWAP mid fb2 15m,0.6996794597762216,0.6583641269329038,0.6278437083062147,0.8548355981534067,0.9868760070600012,0.7763592161558803,0.9571463049466121,1.0,0.9694082198622241,0.7673022837438493,0.7156764541647848,0.37215840896890345,0.15797287596605264,0.13280678611123956,0.11478187844453937,0.12448980875066513,0.09580553047390561,0.004852708576474143,0.1497327925089525,0.061381295311642256,0.025937927034051875,0.058812755471808385,0.39990726426920775,0.23410006560309649,0.06821480633404724,0.06897303660464964
    10. 

  10. BTC RSI2 Price TWAP mid fb5 15m,0.7089600983260445,0.6671221354217615,0.6372331601962168,0.8568294990008736,0.9559361799588675,0.7914173857106569,0.9427870333001873,0.9694082198622241,1.0,0.7809029393299869,0.730135472220372,0.3800770917513485,0.13450951639815661,0.10862609255472808,0.0918795685607928,0.1033118293558568,0.08199331848565923,0.021629774404050058,0.11695960708048173,0.07985037676810101,0.02586491962304362,0.05226894069513914,0.3970339464654975,0.23926575104893893,0.07962131449520614,0.05876491743022451
    11. 

  11. BTC RSI2 Price TWAP deep fb2 15m,0.4961806688108408,0.5009411216272458,0.48980692437648216,0.6586467722797253,0.762498670223461,0.9750784418370194,0.7294173152138775,0.7673022837438493,0.7809029393299869,1.0,0.9359031609304564,0.25297997086405877,0.11489653457232847,0.09127954903446774,0.08312835765510719,0.08732287708258539,0.06899510335847851,0.01308142292915814,0.08700848239665812,0.024924096907334218,-0.020294186693404805,0.01772516997207987,0.24712277896341428,0.13754683498218404,0.013866909059377637,0.00654305885860971
    12. 

  12. BTC RSI2 Price TWAP deep fb5 15m,0.47221090706210384,0.47268573509872186,0.4645625576072157,0.6220926351737557,0.7132586474294614,0.9131024896204217,0.6854980120780247,0.7156764541647848,0.730135472220372,0.9359031609304564,1.0,0.2598092338658489,0.12641872266187854,0.09649339163268558,0.09203208137957566,0.0956566486296025,0.07162031174120319,0.00991671358820536,0.10391096762289397,0.030952653186094463,-0.019717261444714418,0.016788988844910896,0.24474397545891463,0.14115234148117486,0.017731507230524746,0.011522230247038485
    13. 

  13. BTC Trend RSI-BB 15m,0.5405563148583317,0.5005038302095598,0.47116464689986837,0.49302875062238116,0.3772226866675365,0.25215658486732284,0.41110597724830344,0.37215840896890345,0.3800770917513485,0.25297997086405877,0.2598092338658489,1.0,0.05011782887649533,0.047417175144338825,0.05783787630214318,0.04263964224593342,0.05235274293309458,0.13052859494717753,0.05288526165597687,0.11487577449522317,0.12849546237770082,0.0539678886712941,0.578638988492405,0.24496716157610848,0.1458339332222717,0.13548869292546
    14. 

  14. ETH RSI2 15m,0.1607623954360448,0.16913330573211663,0.16280938492847613,0.16631159607409907,0.1574807403199544,0.11617896250189083,0.14935643363590792,0.15797287596605264,0.13450951639815661,0.11489653457232847,0.12641872266187854,0.05011782887649533,1.0,0.7152060498872749,0.6257222196053707,0.7079301256789767,0.5002654333832097,0.07932579000945716,0.654329180131288,0.04473567762861024,0.06891476296867878,-0.035502909211964584,0.2616302657018623,0.3645141493457978,0.05171321427713063,0.25238764964255356
    15. 

  15. ETH RSI2 Price TWAP mid 15m,0.14310969806038754,0.16434598690198907,0.14628527728590351,0.13777542347528077,0.13464049957911653,0.09398245215329605,0.12509838191648015,0.13280678611123956,0.10862609255472808,0.09127954903446774,0.09649339163268558,0.047417175144338825,0.7152060498872749,1.0,0.8484696700840192,0.9897991268860344,0.6060978575953561,0.03987259651455196,0.46717776765956137,0.07909789723588373,0.07624288513653225,-0.020718400990270138,0.21657061637751165,0.3073042324558612,0.08277455073065057,0.2048284149899676
    16. 

  16. ETH RSI2 Price TWAP deep 15m,0.10782515623669958,0.12507949931773787,0.11547035979179118,0.11168794149247031,0.1175533571789648,0.08377288774890732,0.10739048457830376,0.11478187844453937,0.0918795685607928,0.08312835765510719,0.09203208137957566,0.05783787630214318,0.6257222196053707,0.8484696700840192,1.0,0.8528604306319457,0.7395500821480239,0.03132941623252872,0.39919578066028544,0.08472138583948441,0.0670586612372014,-0.014973269461340788,0.18591870650565498,0.2752554455897265,0.08419755268870742,0.17791615170656852
    17. 

  17. ETH RSI2 Price TWAP mid fb2 15m,0.13902557593695175,0.16078005002187265,0.14300738693347037,0.13156963697303187,0.1265594545402926,0.08745118305704276,0.11625849437642058,0.12448980875066513,0.1033118293558568,0.08732287708258539,0.0956566486296025,0.04263964224593342,0.7079301256789767,0.9897991268860344,0.8528604306319457,1.0,0.6069171983707796,0.04343195784288537,0.4731028792544027,0.07959886039503657,0.07641072707685749,-0.021210190245072192,0.21507368149244527,0.3060575235540851,0.08294326462313084,0.20652908757104663
    18. 

  18. ETH Robust Price TWAP 15m,0.059429430378550585,0.0693676440540903,0.07940614751059516,0.08047496363766882,0.09238738639817201,0.06927264771684627,0.08816344617089916,0.09580553047390561,0.08199331848565923,0.06899510335847851,0.07162031174120319,0.05235274293309458,0.5002654333832097,0.6060978575953561,0.7395500821480239,0.6069171983707796,1.0,0.021813139401260614,0.26478114073584624,0.05894420713735855,0.07293854559877411,-0.012232192064882238,0.14221843962184094,0.21088696187540573,0.07009805633203904,0.14484465006073932
    19. 

  19. ETH Trend RSI-BB 15m,0.10297444305920593,0.10241751784512461,0.09819874063269225,0.056301979386127216,0.009418490220372734,0.006324193878802855,0.022941902407575373,0.004852708576474143,0.021629774404050058,0.01308142292915814,0.00991671358820536,0.13052859494717753,0.07932579000945716,0.03987259651455196,0.03132941623252872,0.04343195784288537,0.021813139401260614,1.0,0.08931258390415225,0.021319502485918913,0.01883723728313854,0.016148487564297737,0.1044383015296263,0.06287268059340621,0.022571544034905466,0.04137347612795014
    20. 

  20. ETH/BTC RSI Filter 15m,0.16773466042486357,0.15691368190179011,0.15665682902663255,0.15574463099294233,0.1497784737213142,0.08398266562331184,0.13916343649445678,0.1497327925089525,0.11695960708048173,0.08700848239665812,0.10391096762289397,0.05288526165597687,0.654329180131288,0.46717776765956137,0.39919578066028544,0.4731028792544027,0.26478114073584624,0.08931258390415225,1.0,0.061399157020094984,0.0787455756369925,0.0425499903698113,0.3491854366850905,0.3531043104993577,0.08242267618917391,0.36116946289379176
    21. 

  21. BTC Lead ETH Lag 15m,0.07049649981279181,0.06646483449349598,0.054135590718930815,0.07638634252870266,0.06269308681735236,0.02861717773195526,0.05973496439297423,0.061381295311642256,0.07985037676810101,0.024924096907334218,0.030952653186094463,0.11487577449522317,0.04473567762861024,0.07909789723588373,0.08472138583948441,0.07959886039503657,0.05894420713735855,0.021319502485918913,0.061399157020094984,1.0,0.4463440457981406,0.10720009952400525,0.3902362693164141,0.8440158383644315,0.871096771836345,0.4394102595099957
    22. 

  22. BTC Lead ETH Lag 5m,0.06528622728767473,0.05841937355774354,0.04364428145207882,0.07999615944776026,0.018348340344349644,-0.019958168711681105,0.016277729502778896,0.025937927034051875,0.02586491962304362,-0.020294186693404805,-0.019717261444714418,0.12849546237770082,0.06891476296867878,0.07624288513653225,0.0670586612372014,0.07641072707685749,0.07293854559877411,0.01883723728313854,0.0787455756369925,0.4463440457981406,1.0,0.2743542322229632,0.7856769266607928,0.7127914074714373,0.7783110337453275,0.9574738246788318
    23. 

  23. BTC Lead ETH Lag 3m,0.10819183141889763,0.08219269348729907,0.07602047640666725,0.10250436417126536,0.0678915706897039,0.017403924257187196,0.07268351479737399,0.058812755471808385,0.05226894069513914,0.01772516997207987,0.016788988844910896,0.0539678886712941,-0.035502909211964584,-0.020718400990270138,-0.014973269461340788,-0.021210190245072192,-0.012232192064882238,0.016148487564297737,0.0425499903698113,0.10720009952400525,0.2743542322229632,1.0,0.2529614772073081,0.1979039822949585,0.41121069627987183,0.26938773843863256
    24. 

  24. Balanced 4,0.5764378081120193,0.5347991689934717,0.502367514286634,0.5327269220236066,0.399362412861111,0.24281632859130667,0.4330713369894103,0.39990726426920775,0.3970339464654975,0.24712277896341428,0.24474397545891463,0.578638988492405,0.2616302657018623,0.21657061637751165,0.18591870650565498,0.21507368149244527,0.14221843962184094,0.1044383015296263,0.3491854366850905,0.3902362693164141,0.7856769266607928,0.2529614772073081,1.0,0.7627202209595333,0.6472083499673009,0.8357767096865152
    25. 

  25. Aggressive 5,0.3115587671992697,0.2956497995203933,0.2734909396978604,0.3002533014637088,0.234122131855737,0.13820353777025224,0.24411530528751704,0.23410006560309649,0.23926575104893893,0.13754683498218404,0.14115234148117486,0.24496716157610848,0.3645141493457978,0.3073042324558612,0.2752554455897265,0.3060575235540851,0.21088696187540573,0.06287268059340621,0.3531043104993577,0.8440158383644315,0.7127914074714373,0.1979039822949585,0.7627202209595333,1.0,0.9057189731377849,0.7713607644560637
    26. 

  26. Lead Lag Basket,0.09900403912963758,0.08764218438264529,0.07115808677611592,0.10867065515052825,0.06787574117070672,0.016788024213448684,0.06553764916006763,0.06821480633404724,0.07962131449520614,0.013866909059377637,0.017731507230524746,0.1458339332222717,0.05171321427713063,0.08277455073065057,0.08419755268870742,0.08294326462313084,0.07009805633203904,0.022571544034905466,0.08242267618917391,0.871096771836345,0.7783110337453275,0.41121069627987183,0.6472083499673009,0.9057189731377849,1.0,0.7542996430545549
    27. 

  27. ETH Focused 2,0.10862232744244234,0.09978670194489238,0.08636195373145625,0.11929787037802142,0.062230700835383373,0.0057603491701630535,0.05723707995621875,0.06897303660464964,0.05876491743022451,0.00654305885860971,0.011522230247038485,0.13548869292546,0.25238764964255356,0.2048284149899676,0.17791615170656852,0.20652908757104663,0.14484465006073932,0.04137347612795014,0.36116946289379176,0.4394102595099957,0.9574738246788318,0.26938773843863256,0.8357767096865152,0.7713607644560637,0.7542996430545549,1.0
    28.