Compares BTC and XRP against macroeconomic variables. All series are stored with revision numbers and release timestamps so backtests only see data available at each point in history.
Normalised Performance
missing- BTC / XRP vs M2, Fed balance sheet, S&P 500, Nasdaq, Gold, DXY, VIX, 10Y yields
- Series normalised to 100 at start of window
- Log and linear scales
Widget scaffolded. Data provider not yet connected — no synthetic values shown to avoid mixing demo data with production.
Rolling Correlation Matrix
missing- Pearson and Spearman
- Windows: 30 / 60 / 90 / 180 / 365 days
- Level, daily/weekly/monthly returns
- Warning when observation count insufficient
Widget scaffolded. Data provider not yet connected — no synthetic values shown to avoid mixing demo data with production.
Lead-Lag Analysis
missing- Shift macro series ±365 days vs BTC / XRP
- Correlation-by-lag curve
- Best historical lag and stability
- Explicit warning: correlation ≠ causation
Widget scaffolded. Data provider not yet connected — no synthetic values shown to avoid mixing demo data with production.