Korelasi Instrumen pada Exness — Matriks yang Diukur dari 60 Sesi
Bagaimana pergerakan instrumen dalam feed ini secara bersamaan, dihitung dari harga penutupan harian pada riwayat MT5 Exness — 21 instrumen, diukur 11 Jul · 07:28 UTC.
Buka Akun →Mengapa korelasi penting dalam menentukan ukuran posisi
Dua posisi terbuka pada instrumen yang berkorelasi kuat berperilaku seperti satu posisi berukuran dua kali lipat — akun terekspos pada satu pergerakan sebanyak dua kali. Dalam sampel ini, pasangan paling berkorelasi adalah US500 (S&P 500) dan USTEC (Nasdaq 100) pada +0.91, dan yang paling berlawanan adalah EUR/USD dan USD/CHF pada -0.86. Seorang trader yang long kedua sisi pasangan +0.9 memegang satu perdagangan, bukan dua.
Korelasi imbal hasil harian (sekitar 60 sesi terakhir)
| EURUSD | GBPUSD | USDJPY | AUDUSD | USDCAD | USDCHF | NZDUSD | EURGBP | EURJPY | GBPJPY | AUDJPY | XAUUSD | XAGUSD | USOIL | UKOIL | US500 | US30 | USTEC | DE30 | JP225 | UK100 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 1.00 | +0.85 | -0.53 | +0.79 | -0.61 | -0.86 | +0.77 | -0.13 | +0.69 | +0.61 | +0.58 | +0.63 | +0.66 | -0.28 | +0.01 | +0.55 | +0.46 | +0.46 | +0.21 | +0.35 | +0.06 |
| GBPUSD | +0.85 | 1.00 | -0.48 | +0.70 | -0.60 | -0.77 | +0.66 | -0.64 | +0.55 | +0.82 | +0.51 | +0.57 | +0.60 | -0.34 | +0.01 | +0.43 | +0.45 | +0.33 | +0.26 | +0.26 | -0.00 |
| USDJPY | -0.53 | -0.48 | 1.00 | -0.37 | +0.20 | +0.60 | -0.43 | +0.13 | +0.26 | +0.12 | +0.12 | -0.55 | -0.48 | +0.35 | +0.06 | -0.23 | -0.37 | -0.11 | -0.42 | -0.18 | -0.41 |
| AUDUSD | +0.79 | +0.70 | -0.37 | 1.00 | -0.53 | -0.73 | +0.79 | -0.16 | +0.59 | +0.55 | +0.88 | +0.75 | +0.77 | -0.33 | +0.14 | +0.78 | +0.63 | +0.70 | +0.42 | +0.63 | +0.11 |
| USDCAD | -0.61 | -0.60 | +0.20 | -0.53 | 1.00 | +0.55 | -0.53 | +0.25 | -0.51 | -0.55 | -0.47 | -0.36 | -0.34 | +0.03 | -0.10 | -0.23 | -0.19 | -0.11 | -0.05 | +0.01 | +0.07 |
| USDCHF | -0.86 | -0.77 | +0.60 | -0.73 | +0.55 | 1.00 | -0.76 | +0.19 | -0.47 | -0.47 | -0.47 | -0.72 | -0.67 | +0.41 | -0.05 | -0.58 | -0.60 | -0.42 | -0.31 | -0.34 | -0.22 |
| NZDUSD | +0.77 | +0.66 | -0.43 | +0.79 | -0.53 | -0.76 | 1.00 | -0.13 | +0.51 | +0.47 | +0.62 | +0.63 | +0.64 | -0.41 | +0.19 | +0.64 | +0.55 | +0.52 | +0.32 | +0.36 | +0.00 |
| EURGBP | -0.13 | -0.64 | +0.13 | -0.16 | +0.25 | +0.19 | -0.13 | 1.00 | -0.03 | -0.64 | -0.11 | -0.16 | -0.16 | +0.24 | -0.00 | -0.01 | -0.16 | +0.06 | -0.17 | +0.02 | +0.09 |
| EURJPY | +0.69 | +0.55 | +0.26 | +0.59 | -0.51 | -0.47 | +0.51 | -0.03 | 1.00 | +0.79 | +0.76 | +0.24 | +0.35 | -0.01 | +0.07 | +0.44 | +0.22 | +0.43 | -0.11 | +0.25 | -0.28 |
| GBPJPY | +0.61 | +0.82 | +0.12 | +0.55 | -0.55 | -0.47 | +0.47 | -0.64 | +0.79 | 1.00 | +0.65 | +0.28 | +0.37 | -0.15 | +0.05 | +0.34 | +0.27 | +0.29 | +0.02 | +0.18 | -0.27 |
| AUDJPY | +0.58 | +0.51 | +0.12 | +0.88 | -0.47 | -0.47 | +0.62 | -0.11 | +0.76 | +0.65 | 1.00 | +0.52 | +0.58 | -0.17 | +0.18 | +0.71 | +0.48 | +0.69 | +0.23 | +0.58 | -0.09 |
| XAUUSD | +0.63 | +0.57 | -0.55 | +0.75 | -0.36 | -0.72 | +0.63 | -0.16 | +0.24 | +0.28 | +0.52 | 1.00 | +0.88 | -0.49 | +0.08 | +0.69 | +0.71 | +0.53 | +0.50 | +0.50 | +0.28 |
| XAGUSD | +0.66 | +0.60 | -0.48 | +0.77 | -0.34 | -0.67 | +0.64 | -0.16 | +0.35 | +0.37 | +0.58 | +0.88 | 1.00 | -0.36 | +0.09 | +0.68 | +0.63 | +0.54 | +0.48 | +0.48 | +0.15 |
| USOIL | -0.28 | -0.34 | +0.35 | -0.33 | +0.03 | +0.41 | -0.41 | +0.24 | -0.01 | -0.15 | -0.17 | -0.49 | -0.36 | 1.00 | +0.04 | -0.42 | -0.59 | -0.30 | -0.31 | -0.35 | -0.24 |
| UKOIL | +0.01 | +0.01 | +0.06 | +0.14 | -0.10 | -0.05 | +0.19 | -0.00 | +0.07 | +0.05 | +0.18 | +0.08 | +0.09 | +0.04 | 1.00 | +0.19 | +0.15 | +0.14 | +0.09 | -0.08 | -0.10 |
| US500 | +0.55 | +0.43 | -0.23 | +0.78 | -0.23 | -0.58 | +0.64 | -0.01 | +0.44 | +0.34 | +0.71 | +0.69 | +0.68 | -0.42 | +0.19 | 1.00 | +0.78 | +0.91 | +0.47 | +0.75 | +0.18 |
| US30 | +0.46 | +0.45 | -0.37 | +0.63 | -0.19 | -0.60 | +0.55 | -0.16 | +0.22 | +0.27 | +0.48 | +0.71 | +0.63 | -0.59 | +0.15 | +0.78 | 1.00 | +0.53 | +0.55 | +0.46 | +0.41 |
| USTEC | +0.46 | +0.33 | -0.11 | +0.70 | -0.11 | -0.42 | +0.52 | +0.06 | +0.43 | +0.29 | +0.69 | +0.53 | +0.54 | -0.30 | +0.14 | +0.91 | +0.53 | 1.00 | +0.36 | +0.89 | +0.09 |
| DE30 | +0.21 | +0.26 | -0.42 | +0.42 | -0.05 | -0.31 | +0.32 | -0.17 | -0.11 | +0.02 | +0.23 | +0.50 | +0.48 | -0.31 | +0.09 | +0.47 | +0.55 | +0.36 | 1.00 | +0.41 | +0.44 |
| JP225 | +0.35 | +0.26 | -0.18 | +0.63 | +0.01 | -0.34 | +0.36 | +0.02 | +0.25 | +0.18 | +0.58 | +0.50 | +0.48 | -0.35 | -0.08 | +0.75 | +0.46 | +0.89 | +0.41 | 1.00 | +0.21 |
| UK100 | +0.06 | -0.00 | -0.41 | +0.11 | +0.07 | -0.22 | +0.00 | +0.09 | -0.28 | -0.27 | -0.09 | +0.28 | +0.15 | -0.24 | -0.10 | +0.18 | +0.41 | +0.09 | +0.44 | +0.21 | 1.00 |
+1,00 = instrumen-instrumen tersebut bergerak searah pada setiap sesi; −1,00 = bergerak berlawanan arah; mendekati 0 = tidak saling terkait. Hijau = positif, merah = negatif; warna yang lebih pekat = hubungan yang lebih kuat.
Bacalah dengan saksama
- 60 penutupan harian merupakan rentang waktu yang singkat — anggaplah angka-angka tersebut sebagai perkiraan, bukan angka pasti.
- Korelasi berubah seiring dengan kondisi makroekonomi dan dapat berbalik arah di pasar yang sedang mengalami tekanan.
- Instrumen kripto diperdagangkan selama 7 hari dalam seminggu dan tidak disertakan — rangkaian data hariannya tidak selaras bar demi bar dengan pasar 5 hari.
- Korelasi tidak menunjukkan arah — melainkan hanya menunjukkan bahwa keduanya bergerak bersamaan.
Diukur langsung di dalam terminal pada feed harga dan spesifikasi simbol MetaTrader 5 milik Exness sendiri, diperbarui secara terjadwal. Semua angka bersifat indikatif dan berubah mengikuti kondisi pasar.
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