Cross-Analysis
Instrument correlations and model performance across pairs
Price Correlation · 90d
| NQ | ES | YM | RTY | DXY | GC | |
|---|---|---|---|---|---|---|
| NQ | — | 0.92 | 0.78 | 0.71 | -0.41 | 0.12 |
| ES | 0.92 | — | 0.87 | 0.82 | -0.38 | 0.18 |
| YM | 0.78 | 0.87 | — | 0.74 | -0.31 | 0.22 |
| RTY | 0.71 | 0.82 | 0.74 | — | -0.28 | 0.07 |
| DXY | -0.41 | -0.38 | -0.31 | -0.28 | — | -0.62 |
| GC | 0.12 | 0.18 | 0.22 | 0.07 | -0.62 | — |
≥ 0.750.40 – 0.750.15 – 0.40|r| < 0.15-0.15 to -0.40≤ -0.40
TnB NY AM · per-instrument
NQ312 trades
WR
62.0%
PF
1.84
ES287 trades
WR
58.0%
PF
1.62
YM198 trades
WR
54.0%
PF
1.41
RTY167 trades
WR
49.0%
PF
1.18