Cross-asset correlation breaks (latest batch)
Current cross-asset correlation breaks from the LATEST computed snapshot, ranked by |delta|. Each row: the canonical pair (asset_a/asset_b) + their asset classes, the 12-month baseline correlation (trailing 252-day mean of 30-day rolling Pearson), the latest current_corr, delta (current − baseline), sign_flip, and a reason.
WHAT A BREAK IS. A pair ENTERS a break when |delta| exceeds 0.40 with a sign flip, a doubling or a halving of the correlation, and STAYS in break until |delta| falls back under 0.30 (hysteresis, the rule kresmion.com/tools/correlation-regime applies). Two flags per row: in_break = in a break under that rule on this date; is_break = the entry rule itself was met on this date (the raw stored flag, unchanged for existing clients). A pair held between 0.30 and 0.40 is in_break: true, is_break: false. is_new_break, break_since and break_age_days date the episode (age capped by a 120-day state window, break_age_capped).
only_breaks=true (default) keeps rows with in_break under break_rule=hysteresis (default) or rows with is_break under break_rule=entry (the pre-2026-10 behaviour of this filter). meta.breaks_total counts pairs in break under the hysteresis rule, meta.entry_breaks_total pairs meeting the entry rule, both over the whole batch before min_delta and limit.
Only the most recent COMPLETE computation batch is served (a batch with no non-crypto row is skipped as partial), so there are no stale duplicate rows and no crypto-only view. The universe is a FIXED ~45-symbol set (22 crypto + 23 ETF/index/forex/vol); pairs outside it do not exist here.
Request
- Base URL: https://kresmion.com/v1
- URL: https://kresmion.com/v1/macro/correlations
- Auth: HTTP bearer
Query parameters
Minimum |delta| (correlation points, 0..2).
Only pairs in a break under break_rule.
hysteresis = in break (enter above 0.40, exit under 0.30), the site's rule; entry = only rows meeting the entry rule on this date (is_break).
Headers
Response
Successful Response
Changes
No recorded changes to this operation across all 1 revision of this API.