Below 3 Month correlation matrix

SPX vs USD_Index = -0.78
SPX vs JPY_index = -0.94

3-month $SPX &amp; $JPY_I (inv) correlation increased again

why?  anybody?

Hence my $JPY leading indicator on SPX 15-minute chart.

-94% is extremely high correlation in such a volatile market. https://t.co/dUvhezki8P