M7 · 60-Day Rolling Correlation — Are the seven becoming a single trade?
Correlation matrix — Have the seven become a single trade?
Top: a heatmap of the pairwise correlation matrix over the trailing 60 trading days. Bottom: the average off-diagonal correlation rolling daily over the last 5 years. The closer to 1, the more 'the seven' behave like 'the one'. This is the chart that answers what's left of diversification inside M7.
What this page answers
This static page is built to answer searches for M7 · 60-Day Rolling Correlation. It summarizes the live dataset behind the Are the seven becoming a single trade? panel and links to the full interactive chart.
Top: a heatmap of the pairwise correlation matrix over the trailing 60 trading days. Bottom: the average off-diagonal correlation rolling daily over the last 5 years. The closer to 1, the more 'the seven' behave like 'the one'. This is the chart that answers what's left of diversification inside M7. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Latest Snapshot
- Updated
- 2026-08-14
Data & Source
GET /api/mag7/correlation.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.