05 · SIGNAL MINE
S17 · USD correlation → SPX/NDX
cross-asset · macro
SUCCEEDED · 2026-10-24 07:00 ET
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Hypothesis. Rolling USD correlation shifts and net-change extremes lead SPX/NDX returns. Edge is a winsorized (5/95) mean against a matched baseline; significance by Welch t and Mann–Whitney U; p-values Benjamini–Hochberg corrected across each study's parameter grid; overlapping events de-duplicated before statistics. Every signal carries per-regime success counts and its own fitted forward-return distribution.
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