Correlation alone does not make two EAs safe together. This matrix
compares 22 audited reference runs and shows where their
recorded returns moved together.
oppositetogether*at least one red audit dimension
Select a pair to see its
overlap, daily and monthly correlation, crash-day result and drawdown change.
Read this as history, not a promise. These are
backtest returns from each reference run on the same broker data, without
live fills. A low correlation in the past is a fact about the past.