Signal Correlation

Analyze how often different bubble detection signals agree or disagree, and which combinations produce the highest composite risk scores

Total Snapshots
213
38 assets
Most Correlated
89%
GSADF + Complexity
Least Correlated
12%
Complexity + Lyapunov
Top Combo Score
65.4
GSADF + Hawkes + LPPL + Lyapunov (7x)

Pairwise Signal Agreement Matrix

All Signal Pairs Ranked by Agreement

#Signal ASignal BAgreementCo-FiresSamplesAvg Composite When Both Fire
1GSADFComplexity89%0213
2ComplexityTransfer Entropy85%0213
3GSADFTransfer Entropy80%0213
4HawkesLyapunov70%13921345.1
5LPPLTransfer Entropy58%1821340.2
6LPPLComplexity55%521350.8
7GSADFLPPL51%721365.4
8HawkesLPPL47%7021345.8
9LPPLLyapunov45%8621342.8
10GSADFHawkes37%1821357.1
11HawkesComplexity31%521354.0
12HawkesTransfer Entropy26%1021347.9
13LyapunovTransfer Entropy21%2321341.5
14GSADFLyapunov18%1721357.3
15ComplexityLyapunov12%421348.3
Signal correlation is computed from composite bubble analysis snapshots. A signal "fires" when its score exceeds 50. Higher agreement between signals may indicate redundancy; lower agreement suggests independent risk detection.