Correlations since January 2020

ClassicTrendIndex.comS&P 500 TRVanguard 60/40SG Trend Index
ClassicTrendIndex.com-0.04-0.060.74
S&P 500 TR0.04--0.13-0.28
Vanguard 60/40-0.06-0.13-0.00
SG Trend Index0.74-0.280.00-