Which of my alerts move together?
“Build a correlation matrix of the daily results of every alert in my Main portfolio, and tell me which pairs move together.”
Example of an answer (illustrative figures)
| Pair | Correlation |
|---|---|
| EMA ES and New high ES | +0.54 |
| VWAP NQ and Gold short | +0.03 |
| Most other pairs | near 0 |
Two ES alerts tend to win and lose on the same days.
Past results on your own data. Not a recommendation.