Korelasi Instrumen di Exness — Matriks Terukur 60 Sesi
Bagaimana instrumen di feed ini bergerak bersama, dihitung dari harga penutupan harian pada riwayat MT5 Exness — 21 instrumen, diukur 15 Nov · 14:46 WIB.
Buka Akun Exness →Mengapa korelasi penting untuk penentuan ukuran posisi
Dua posisi terbuka pada instrumen yang berkorelasi kuat berperilaku seperti satu posisi dengan ukuran dua kali lipat — akun terekspos pada satu pergerakan yang sama sebanyak dua kali. Dalam sampel ini, pasangan dengan korelasi tertinggi adalah US500 (S&P 500) dan USTEC (Nasdaq 100) sebesar +0.94, sedangkan yang paling berlawanan adalah GBP/USD dan USD/CAD sebesar -0.66. Trader yang mengambil posisi long pada kedua sisi pasangan berkorelasi +0.9 sebenarnya memegang satu trade, bukan dua.
Korelasi imbal hasil harian (~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 | +0.89 | -0.43 | +0.53 | -0.64 | -0.60 | +0.71 | +0.06 | +0.30 | +0.28 | +0.10 | +0.39 | +0.27 | -0.15 | -0.36 | +0.10 | +0.27 | -0.04 | +0.36 | -0.07 | +0.29 |
| GBPUSD | +0.89 | 1.00 | -0.49 | +0.60 | -0.66 | -0.62 | +0.73 | -0.39 | +0.15 | +0.31 | +0.10 | +0.31 | +0.26 | -0.15 | -0.29 | +0.17 | +0.35 | +0.02 | +0.40 | +0.00 | +0.28 |
| USDJPY | -0.43 | -0.49 | 1.00 | -0.36 | +0.45 | +0.41 | -0.35 | +0.20 | +0.73 | +0.68 | +0.55 | -0.06 | -0.02 | +0.09 | +0.32 | +0.16 | -0.06 | +0.23 | -0.10 | +0.27 | -0.15 |
| AUDUSD | +0.53 | +0.60 | -0.36 | 1.00 | -0.58 | -0.31 | +0.68 | -0.23 | +0.02 | +0.11 | +0.58 | +0.35 | +0.40 | -0.34 | +0.03 | +0.47 | +0.51 | +0.37 | +0.47 | +0.34 | +0.38 |
| USDCAD | -0.64 | -0.66 | +0.45 | -0.58 | 1.00 | +0.57 | -0.48 | +0.15 | -0.00 | -0.06 | -0.12 | -0.17 | -0.09 | -0.12 | +0.08 | -0.04 | -0.27 | +0.12 | -0.20 | +0.14 | -0.20 |
| USDCHF | -0.60 | -0.62 | +0.41 | -0.31 | +0.57 | 1.00 | -0.39 | +0.16 | -0.02 | -0.08 | +0.08 | -0.36 | -0.23 | +0.12 | +0.03 | +0.09 | -0.21 | +0.22 | -0.19 | +0.20 | -0.15 |
| NZDUSD | +0.71 | +0.73 | -0.35 | +0.68 | -0.48 | -0.39 | 1.00 | -0.18 | +0.16 | +0.23 | +0.30 | +0.38 | +0.36 | -0.31 | -0.14 | +0.34 | +0.43 | +0.24 | +0.50 | +0.18 | +0.44 |
| EURGBP | +0.06 | -0.39 | +0.20 | -0.23 | +0.15 | +0.16 | -0.18 | 1.00 | +0.27 | -0.11 | -0.02 | +0.10 | -0.01 | +0.04 | -0.10 | -0.17 | -0.20 | -0.11 | -0.13 | -0.13 | -0.04 |
| EURJPY | +0.30 | +0.15 | +0.73 | +0.02 | -0.00 | -0.02 | +0.16 | +0.27 | 1.00 | +0.93 | +0.66 | +0.23 | +0.19 | -0.02 | +0.07 | +0.24 | +0.15 | +0.22 | +0.17 | +0.24 | +0.06 |
| GBPJPY | +0.28 | +0.31 | +0.68 | +0.11 | -0.06 | -0.08 | +0.23 | -0.11 | +0.93 | 1.00 | +0.69 | +0.19 | +0.20 | -0.03 | +0.11 | +0.32 | +0.23 | +0.27 | +0.22 | +0.30 | +0.08 |
| AUDJPY | +0.10 | +0.10 | +0.55 | +0.58 | -0.12 | +0.08 | +0.30 | -0.02 | +0.66 | +0.69 | 1.00 | +0.25 | +0.34 | -0.23 | +0.31 | +0.56 | +0.41 | +0.54 | +0.33 | +0.55 | +0.21 |
| XAUUSD | +0.39 | +0.31 | -0.06 | +0.35 | -0.17 | -0.36 | +0.38 | +0.10 | +0.23 | +0.19 | +0.25 | 1.00 | +0.87 | -0.44 | -0.09 | +0.33 | +0.40 | +0.27 | +0.40 | +0.28 | +0.28 |
| XAGUSD | +0.27 | +0.26 | -0.02 | +0.40 | -0.09 | -0.23 | +0.36 | -0.01 | +0.19 | +0.20 | +0.34 | +0.87 | 1.00 | -0.47 | -0.04 | +0.50 | +0.47 | +0.50 | +0.42 | +0.47 | +0.30 |
| USOIL | -0.15 | -0.15 | +0.09 | -0.34 | -0.12 | +0.12 | -0.31 | +0.04 | -0.02 | -0.03 | -0.23 | -0.44 | -0.47 | 1.00 | +0.03 | -0.48 | -0.55 | -0.43 | -0.58 | -0.43 | -0.47 |
| UKOIL | -0.36 | -0.29 | +0.32 | +0.03 | +0.08 | +0.03 | -0.14 | -0.10 | +0.07 | +0.11 | +0.31 | -0.09 | -0.04 | +0.03 | 1.00 | +0.26 | +0.26 | +0.22 | -0.01 | +0.20 | +0.18 |
| US500 | +0.10 | +0.17 | +0.16 | +0.47 | -0.04 | +0.09 | +0.34 | -0.17 | +0.24 | +0.32 | +0.56 | +0.33 | +0.50 | -0.48 | +0.26 | 1.00 | +0.83 | +0.94 | +0.62 | +0.87 | +0.55 |
| US30 | +0.27 | +0.35 | -0.06 | +0.51 | -0.27 | -0.21 | +0.43 | -0.20 | +0.15 | +0.23 | +0.41 | +0.40 | +0.47 | -0.55 | +0.26 | +0.83 | 1.00 | +0.64 | +0.74 | +0.58 | +0.74 |
| USTEC | -0.04 | +0.02 | +0.23 | +0.37 | +0.12 | +0.22 | +0.24 | -0.11 | +0.22 | +0.27 | +0.54 | +0.27 | +0.50 | -0.43 | +0.22 | +0.94 | +0.64 | 1.00 | +0.47 | +0.92 | +0.36 |
| DE30 | +0.36 | +0.40 | -0.10 | +0.47 | -0.20 | -0.19 | +0.50 | -0.13 | +0.17 | +0.22 | +0.33 | +0.40 | +0.42 | -0.58 | -0.01 | +0.62 | +0.74 | +0.47 | 1.00 | +0.45 | +0.79 |
| JP225 | -0.07 | +0.00 | +0.27 | +0.34 | +0.14 | +0.20 | +0.18 | -0.13 | +0.24 | +0.30 | +0.55 | +0.28 | +0.47 | -0.43 | +0.20 | +0.87 | +0.58 | +0.92 | +0.45 | 1.00 | +0.27 |
| UK100 | +0.29 | +0.28 | -0.15 | +0.38 | -0.20 | -0.15 | +0.44 | -0.04 | +0.06 | +0.08 | +0.21 | +0.28 | +0.30 | -0.47 | +0.18 | +0.55 | +0.74 | +0.36 | +0.79 | +0.27 | 1.00 |
+1,00 = instrumen bergerak searah di setiap sesi; −1,00 = bergerak berlawanan; mendekati 0 = independen. Hijau = positif, merah = negatif; warna lebih pekat = keterkaitan lebih kuat.
Baca dengan cermat
- 60 penutupan harian adalah jendela yang singkat — perlakukan nilai sebagai indikatif, bukan tetap.
- Korelasi bergeser seiring latar makro dan dapat berbalik saat pasar tertekan.
- Instrumen kripto diperdagangkan sepekan penuh 7 hari dan dikecualikan — deret hariannya tidak selaras bar-per-bar dengan pasar 5 hari.
- Korelasi tidak mengatakan apa pun tentang arah — hanya tentang bergerak searah.
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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