lag 1dρ +0.26holdout +0.17stable 88%$/day $120krobust
DYLD LeaderShares Dynamic Yield ETF
- Last close
- 22.13
- 504-day return
- +6.50%
- Median $/day
- $108k
- Relationships shown
- 14
- Leader rank
- #823
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
DYLD vs LQD
Both indexed to 100 at 2026-05-11.
Follows DYLD
These tend to repeat DYLD's moves later.
lag 1dρ +0.24holdout +0.02stable 75%$/day $184kmoderate
Moves with DYLD
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.71beyond mkt +0.18holdout +0.71stable 100%robust
ρ +0.40beyond mkt +0.15holdout +0.27stable 75%robust
ρ +0.46beyond mkt +0.12holdout +0.40stable 88%robust
ρ +0.38beyond mkt +0.09holdout +0.31stable 88%robust
ρ +0.31beyond mkt -0.04holdout +0.34stable 88%robust
ρ +0.30beyond mkt -0.03holdout +0.31stable 88%robust
Moves against DYLD
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.71holdout +0.75stable 88%robust
horizon 10dρ +0.43holdout +0.45stable 75%robust
horizon 10dρ +0.41holdout +0.59stable 50%moderate
horizon 5dρ +0.32holdout +0.54stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.51recent -0.02prior +0.49beyond mkt +0.12
Δ -0.49recent -0.43prior +0.06beyond mkt -0.05
Δ -0.46recent -0.15prior +0.30beyond mkt +0.06
Δ -0.39recent -0.34prior +0.05beyond mkt +0.02
Δ -0.39recent -0.08prior +0.31beyond mkt +0.15
Δ +0.37recent +0.46prior +0.09beyond mkt -0.06
Traded with DYLD
Abnormal volume rises and falls on the same days as DYLD's, while prices do not move together: the same hands, not the same business.
| Symbol | traded together ρ | big prints together ρ | priced together ρ | score | q |
|---|---|---|---|---|---|
| LSAT LeaderShares AlphaFactor Tactical Focused ETF | +0.56 | +0.42 | -0.04 | <1e-15 |