Korelasi Instrumen di Exness — Matriks Terukur 60 Sesi
Bagaimana instrumen-instrumen pada feed ini bergerak bersamaan, dihitung dari harga penutupan harian pada riwayat MT5 Exness — 21 instrumen, diukur 5 Sep · 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 sebanyak dua kali. Dalam sampel ini, pasangan dengan korelasi tertinggi adalah EUR/JPY dan GBP/JPY di +0,93, dan yang paling berlawanan adalah EUR/USD dan USD/CHF di -0,90. Trader yang membuka posisi long pada kedua sisi pasangan dengan korelasi +0,9 sebenarnya memegang satu transaksi, 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 | +0.83 | -0.51 | +0.61 | -0.69 | -0.90 | +0.76 | +0.04 | -0.03 | -0.04 | -0.13 | +0.58 | +0.55 | -0.16 | +0.02 | +0.23 | +0.13 | +0.27 | +0.15 | +0.26 | -0.08 |
| GBPUSD | +0.83 | 1.00 | -0.42 | +0.57 | -0.54 | -0.76 | +0.79 | -0.53 | -0.01 | +0.18 | -0.05 | +0.44 | +0.41 | -0.14 | -0.08 | +0.22 | +0.09 | +0.21 | +0.11 | +0.19 | -0.09 |
| USDJPY | -0.51 | -0.42 | 1.00 | -0.47 | +0.39 | +0.57 | -0.46 | -0.03 | +0.87 | +0.82 | +0.78 | -0.31 | -0.27 | +0.12 | -0.02 | -0.36 | -0.37 | -0.26 | -0.24 | -0.13 | -0.00 |
| AUDUSD | +0.61 | +0.57 | -0.47 | 1.00 | -0.47 | -0.62 | +0.71 | -0.09 | -0.20 | -0.15 | +0.19 | +0.51 | +0.51 | -0.32 | -0.01 | +0.51 | +0.43 | +0.53 | +0.36 | +0.51 | +0.05 |
| USDCAD | -0.69 | -0.54 | +0.39 | -0.47 | 1.00 | +0.66 | -0.59 | -0.08 | +0.06 | +0.09 | +0.11 | -0.52 | -0.44 | -0.12 | -0.03 | -0.03 | +0.03 | -0.07 | +0.02 | -0.09 | +0.08 |
| USDCHF | -0.90 | -0.76 | +0.57 | -0.62 | +0.66 | 1.00 | -0.75 | -0.02 | +0.14 | +0.14 | +0.18 | -0.63 | -0.59 | +0.21 | -0.02 | -0.27 | -0.21 | -0.28 | -0.19 | -0.26 | +0.06 |
| NZDUSD | +0.76 | +0.79 | -0.46 | +0.71 | -0.59 | -0.75 | 1.00 | -0.25 | -0.10 | -0.00 | +0.00 | +0.47 | +0.46 | -0.16 | -0.03 | +0.29 | +0.16 | +0.33 | +0.19 | +0.31 | -0.03 |
| EURGBP | +0.04 | -0.53 | -0.03 | -0.09 | -0.08 | -0.02 | -0.25 | 1.00 | -0.01 | -0.37 | -0.10 | +0.08 | +0.10 | +0.02 | +0.17 | -0.04 | +0.04 | +0.05 | +0.03 | +0.07 | +0.03 |
| EURJPY | -0.03 | -0.01 | +0.87 | -0.20 | +0.06 | +0.14 | -0.10 | -0.01 | 1.00 | +0.93 | +0.83 | -0.03 | -0.00 | +0.06 | -0.01 | -0.28 | -0.36 | -0.15 | -0.20 | -0.00 | -0.05 |
| GBPJPY | -0.04 | +0.18 | +0.82 | -0.15 | +0.09 | +0.14 | -0.00 | -0.37 | +0.93 | 1.00 | +0.80 | -0.06 | -0.04 | +0.05 | -0.07 | -0.25 | -0.34 | -0.15 | -0.20 | -0.03 | -0.06 |
| AUDJPY | -0.13 | -0.05 | +0.78 | +0.19 | +0.11 | +0.18 | +0.00 | -0.10 | +0.83 | +0.80 | 1.00 | +0.02 | +0.07 | -0.10 | -0.04 | -0.03 | -0.10 | +0.10 | -0.01 | +0.23 | +0.04 |
| XAUUSD | +0.58 | +0.44 | -0.31 | +0.51 | -0.52 | -0.63 | +0.47 | +0.08 | -0.03 | -0.06 | +0.02 | 1.00 | +0.92 | -0.22 | -0.03 | +0.21 | +0.29 | +0.19 | +0.31 | +0.35 | -0.09 |
| XAGUSD | +0.55 | +0.41 | -0.27 | +0.51 | -0.44 | -0.59 | +0.46 | +0.10 | -0.00 | -0.04 | +0.07 | +0.92 | 1.00 | -0.24 | -0.01 | +0.37 | +0.34 | +0.38 | +0.45 | +0.52 | -0.08 |
| USOIL | -0.16 | -0.14 | +0.12 | -0.32 | -0.12 | +0.21 | -0.16 | +0.02 | +0.06 | +0.05 | -0.10 | -0.22 | -0.24 | 1.00 | +0.08 | -0.51 | -0.54 | -0.39 | -0.46 | -0.29 | -0.05 |
| UKOIL | +0.02 | -0.08 | -0.02 | -0.01 | -0.03 | -0.02 | -0.03 | +0.17 | -0.01 | -0.07 | -0.04 | -0.03 | -0.01 | +0.08 | 1.00 | -0.05 | +0.01 | -0.06 | +0.03 | -0.02 | -0.03 |
| US500 | +0.23 | +0.22 | -0.36 | +0.51 | -0.03 | -0.27 | +0.29 | -0.04 | -0.28 | -0.25 | -0.03 | +0.21 | +0.37 | -0.51 | -0.05 | 1.00 | +0.83 | +0.89 | +0.61 | +0.72 | -0.04 |
| US30 | +0.13 | +0.09 | -0.37 | +0.43 | +0.03 | -0.21 | +0.16 | +0.04 | -0.36 | -0.34 | -0.10 | +0.29 | +0.34 | -0.54 | +0.01 | +0.83 | 1.00 | +0.55 | +0.72 | +0.41 | +0.06 |
| USTEC | +0.27 | +0.21 | -0.26 | +0.53 | -0.07 | -0.28 | +0.33 | +0.05 | -0.15 | -0.15 | +0.10 | +0.19 | +0.38 | -0.39 | -0.06 | +0.89 | +0.55 | 1.00 | +0.45 | +0.89 | -0.07 |
| DE30 | +0.15 | +0.11 | -0.24 | +0.36 | +0.02 | -0.19 | +0.19 | +0.03 | -0.20 | -0.20 | -0.01 | +0.31 | +0.45 | -0.46 | +0.03 | +0.61 | +0.72 | +0.45 | 1.00 | +0.43 | +0.04 |
| JP225 | +0.26 | +0.19 | -0.13 | +0.51 | -0.09 | -0.26 | +0.31 | +0.07 | -0.00 | -0.03 | +0.23 | +0.35 | +0.52 | -0.29 | -0.02 | +0.72 | +0.41 | +0.89 | +0.43 | 1.00 | -0.06 |
| UK100 | -0.08 | -0.09 | -0.00 | +0.05 | +0.08 | +0.06 | -0.03 | +0.03 | -0.05 | -0.06 | +0.04 | -0.09 | -0.08 | -0.05 | -0.03 | -0.04 | +0.06 | -0.07 | +0.04 | -0.06 | 1.00 |
+1.00 = instrumen bergerak searah 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 — anggap nilainya sebagai indikatif, bukan tetap.
- Korelasi bergeser seiring latar makroekonomi dan bisa berbalik di pasar yang tertekan.
- Instrumen kripto diperdagangkan tujuh hari sepekan dan tidak disertakan — deret hariannya tidak sejajar bar-per-bar dengan pasar 5 hari.
- Korelasi tidak mengatakan apa pun tentang arah — hanya tentang gerakan 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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