Crypto Markets
Cross-asset co-movement, trading-session price discovery, independently reported ETF flows and venue-specific market microstructure. Missing data never becomes a zero return.
HISTORY LAST SYNC2026-11-02
LAST MATCHED BTC CLOSE$76,943NYSE session 2026-10-30 · BTCUSDT
BTC / SPY Correlation0.41490 valid sessions · close-to-close
BTC / Gold Correlation0.551GLD proxy · 90 valid sessions
ETF 7-session Net Flow$-386.3MFarside verified snapshot · 2026-10-09 · delayed
Bitcoin versus Traditional Assets
Common-Start Relative Performance
5YRolling BTC Beta to SPY / Gold
90 SESSIONSBTC Cumulative Trading-Session Attribution
5YBTC During US Equity Sell-Offs
Population: 167 matched sessions · close-to-close
BTC Positive Frequency18.0%
Median BTC Return-2.09%
Mean BTC Return-2.45%
Mean SPY Return-1.74%
BTC Return Distribution on SPY Down Days
167 EVENTSMost Recent Matched Downside Sessions
OBSERVATIONS| US session | SPY | BTC |
|---|---|---|
| 2026-10-30 | -1.77% | -4.83% |
| 2026-10-22 | -1.18% | -3.55% |
| 2026-10-16 | -1.11% | -0.97% |
| 2026-10-14 | -1.08% | -1.75% |
| 2026-07-29 | -1.54% | -0.49% |
| 2026-07-23 | -1.24% | -1.63% |
| 2026-06-23 | -1.45% | -3.23% |
| 2026-06-17 | -1.25% | -2.09% |
| 2026-06-10 | -1.58% | -0.25% |
| 2026-06-05 | -2.58% | -5.23% |
ETF Flows & Spot Demand
US Spot BTC ETF Net Inflows
USD MILLIONSSpot Taker Demand versus ETF Flows
USD MILLIONSSpot Liquidity & Perpetual Leverage
Spot Price—BTCUSDT · ticker
24H Spot Turnover—Binance spot
±1% Bid Depth—Bid-side notional
±1% Ask Depth—Ask-side notional
Top-of-Book Spread—Bid–ask / midpoint
USDT Perp Open Interest—Binance BTCUSDT perp only
Mark–Index Premium—Not annualized futures basis
Latest Funding Quote—Actual venue settlement interval
Data Coverage & Methodology
Every historical return is paired to actual US ETF exchange sessions; a missing observation is excluded, not carried forward.
1257matched sessions
Timestamp alignment
BTC source: completed Binance BTCUSDT 30-minute UTC bars. For each actual SPY, QQQ and GLD common trading day, sample BTC at 09:30 New York local time and at that day's 16:00 or 13:00 early close. IANA America/New_York resolves DST automatically. Exchange holidays are excluded from correlation. Close-to-close BTC returns between Friday and Monday DO contain weekend price movement; the RTH option strictly excludes it.
Separate session decomposition
Every completed 30-minute BTC bar is classified by its start time in New York as NYSE RTH, weekday off-hours/US exchange holidays, or Saturday/Sunday. The chart sums logarithmic returns in percentage points so contributions add; they are not simple cumulative holding-period returns. Bars with missing or partial 24-hour coverage are excluded for that date.
Prices & statistics
Yahoo daily SPY, QQQ and GLD raw open/close prices represent US stocks and gold without dividend total-return adjustment. Correlation uses Pearson r of log returns; beta is Cov(BTC, peer)/Var(peer). The 30/90/180/252 windows require that many valid matched observations. Conditional BTC performance is observed on the same SPY downside dates and is descriptive, not predictive.
Flows & depth limitations
ETF flows come from Farside's published daily Total in millions of US dollars; incomplete or unpublished rows are omitted. Binance spot taker CVD proxy = 2 × taker-buy quote volume − total quote volume. It measures execution imbalance at one venue, not net capital inflow. Binance spot depth within ±1% appears only if the 1,000-level book covers the full band. Perpetual OI, mark premium and funding are restricted to the Binance BTCUSDT USDT-settled contract.
Primary data and source definitions: Binance spot klines · Yahoo SPY · Yahoo QQQ · Yahoo GLD · Farside ETF flows · NYSE calendars
Historical collector last completed: 02 Nov, 03:01 SGT. Verified BTC observations: 1,830 calendar days. Equity coverage: 1,277 SPY, 1,277 QQQ, 1,277 GLD days. ETF coverage: 689 reported dates.