lag 1dρ +0.23holdout +0.32stable 88%$/day $129.2Mrobust
TFPN Blueprint Chesapeake Multi-Asset Trend ETF
- Last close
- 28.32
- 504-day return
- +17.88%
- Median $/day
- $169k
- Relationships shown
- 20
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
TFPN vs TTMI, shifted 1d
Both indexed to 100 at 2026-05-11. TTMI is drawn 1 trading day later than it happened, so if it leads, the lines move together.
Leads TFPN
TFPN tends to repeat these symbols' moves some days later. The highlighted bar is the lag.
lag 1dρ +0.26holdout +0.32stable 75%$/day $3.6Mrobust
lag 1dρ +0.25holdout +0.36stable 75%$/day $932.1Mrobust
lag 1dρ +0.25holdout +0.30stable 75%$/day $289krobust
lag 1dρ +0.25holdout +0.30stable 75%$/day $576.1Mrobust
lag 1dρ +0.21holdout +0.24stable 88%$/day $52.1Mrobust
Moves with TFPN
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.60beyond mkt +0.24holdout +0.67stable 100%robust
ρ +0.56beyond mkt +0.24holdout +0.60stable 100%robust
ρ +0.57beyond mkt +0.21holdout +0.61stable 100%robust
ρ +0.30beyond mkt +0.16holdout +0.16stable 75%robust
ρ +0.60beyond mkt +0.14holdout +0.62stable 100%robust
ρ +0.34beyond mkt +0.12holdout +0.30stable 88%robust
Moves against TFPN
ρ -0.38beyond mkt +0.08holdout -0.37stable 100%robust
ρ -0.50beyond mkt +0.06holdout -0.56stable 100%robust
ρ -0.42beyond mkt +0.04holdout -0.46stable 100%robust
ρ -0.38beyond mkt -0.00holdout -0.39stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.38holdout +0.23stable 62%moderate
horizon 10dρ +0.38holdout +0.30stable 62%moderate
horizon 10dρ +0.37holdout +0.19stable 50%moderate
horizon 5dρ +0.32holdout +0.11stable 75%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.52recent -0.30prior +0.22beyond mkt -0.03
Δ -0.52recent -0.43prior +0.09beyond mkt -0.02
Δ -0.49recent -0.30prior +0.19beyond mkt -0.02
Δ -0.49recent -0.41prior +0.08beyond mkt -0.03
Δ -0.48recent -0.38prior +0.10beyond mkt +0.01
Δ -0.47recent -0.16prior +0.32beyond mkt +0.01