DATASET

Bitcoin-Nasdaq Correlation — Historical Data & Download

Historical rolling correlation data between Bitcoin and the Nasdaq 100 index, covering 2020–2026. Each observation includes 30-day and 90-day rolling Pearson correlations calculated from daily returns (trading-day aligned), regime classification, and contextual notes. The 3-year baseline correlation is approximately 0.45. This dataset is essential for understanding whether Bitcoin behaves as an independent macro asset or a high-beta equity proxy.

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Date Range

2020–2026

Frequency

Weekly

3Y Baseline

0.45

Current 30D

0.72

Data Preview

Date30D Corr90D CorrRegimeContext
2026-02-28+0.72+0.15CorrelatedIran strikes — both decline
2026-02-17+0.72−0.10CorrelatedCorrelation swing from −0.68
2026-01-16−0.68+0.35DecouplingNDX near ATH, BTC −30%
2025-10-05+0.55+0.50CorrelatedBTC ATH $126,080
2025-06-15+0.40+0.45NeutralMid-cycle consolidation
2024-12-31+0.48+0.42NeutralYear-end positioning

Showing first 6 rows of analysis data.

Methodology & Notes

Rolling correlations are calculated using Pearson correlation of daily log returns. BTC returns are aligned to Nasdaq trading days only (weekend BTC returns are measured close-to-close at 4 PM ET on each trading day). The 30-day window captures short-term regime shifts; the 90-day window provides a smoother trend. Regime classification: Correlated (30D > 0.5), Neutral (−0.3 to 0.5), Decoupling (30D < −0.3), Inverted (30D < −0.5 sustained). Sources: CoinDesk, public exchange data, publicly available research.

Frequently Asked Questions

How is BTC-Nasdaq correlation calculated?
We calculate Pearson correlation of daily log returns over rolling 30-day and 90-day windows. BTC returns are aligned to Nasdaq trading days to ensure comparability. Weekend BTC price changes are attributed to the next trading day.
What is the historical average BTC-Nasdaq correlation?
The 3-year average 90-day correlation between BTC and Nasdaq is approximately 0.45. The correlation has ranged from −0.68 to +0.72 in recent months, showing significant regime-dependent variation.
Why does the correlation change so much?
BTC-Nasdaq correlation is regime-dependent. During risk-on periods, both assets tend to rise together (high correlation). During crypto-specific events (regulatory news, halving), BTC can decouple. The introduction of spot Bitcoin ETFs in 2024 structurally increased the correlation by linking BTC to equity risk appetite.
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Data provided for research and educational purposes only. Not investment advice. See methodology.