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Risk regime

Is the currency trading risk-on or risk-off right now?
Risk — AUD↔S&P 60d Correlation

The realized 60-day rolling correlation between the Australian dollar and the S&P 500 — the canonical risk-on/risk-off co-movement gauge.

How Rolling 60-day correlation of daily AUD and S&P 500 returns.Source Yahoo Finance — computed

fx_risk_regime

How to read Positive = AUD currently trading with risk assets (risk-on co-movement); near zero / negative = decoupled.

A realized rolling correlation (descriptive co-movement), NOT a regime classifier (that academic method was refuted) and NOT a forecast. Safe-haven status is context-dependent — JPY's 2022–24 behaviour broke the pattern.

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