Macro Correlation Analysis · Anomaly Detection & Research
Updated August 31, 2026 · 6:30 PM ET  ·  60-day & 20-day rolling correlations
Assets Monitored
9
macro ETFs
60d Anomalies
0
|z| ≥ 1.5σ vs 252d hist
60d Top Signal
IWM/XLF z=-2.4σ
most extreme 60d pair
20d Anomalies
0
|z| ≥ 1.5σ vs 252d hist
20d Top Signal
IWM/XLF z=-1.9σ
most extreme 20d pair
Data Through
August 31, 2026
via yfinance
No statistically significant correlation anomalies detected in the current period. All monitored asset-pair correlations are within their historical norms. This itself can be a signal of a stable macro regime — watch for divergence from these baseline readings going forward.