BTC × Macro Correlations (latest)

Pre-aggregated, weekly-computed correlations between Bitcoin and 13 macro components. Returns quadrant_performance (BTC return stats per 2D-matrix quadrant), component_correlations (Pearson 90d/1y/5y — a window is null when the joined daily sample does not reach its start; sample_size_days is the actual basis + quartile-performance per macro component), asset_correlations (Pearson per asset + per quadrant; assets: dxy plus tokenized on-venue proxies paxg/spyb/qqqb — proxies carry tracking noise vs. the underlying, and windows the vehicle history does not cover are null with data_start_date as the reason; the ETF proxies listed on Binance mid-2026, so their windows fill in over time — 90d first), current_quadrant, computed_at. Window labels are upper bounds — sample_size_days / data_start_date carry the actual basis. Historical analysis only — not investment advice. [Free tier]