The relationship between Bitcoin, M2 money supply, and the U.S. dollar index (DXY) is characterized by conditional and time-lagged correlations, according to recent analysis. Historical data indicates that Bitcoin's correlation with M2 occurs at an 84-day lag with a coefficient of 0.78, while its correlation with the DXY is -0.58. These correlations suggest that M2 serves as a slow-moving trend driver, whereas the DXY impacts short-term volatility.
In 2025, Bitcoin's correlation with M2 shifted significantly, dropping from 0.89 before the market peak to -0.49 afterward, while the DXY correlation remained stable. The 180-day rolling correlation with M2 peaked at 0.94 in late 2024 but fell to -0.12 by November 2025, indicating a diminishing influence of M2 in later bull cycles. Analysts recommend a dynamic framework that considers market phases and lag adjustments over fixed-lag strategies for better understanding these relationships.
Bitcoin's Correlation with M2 and USD Shows Conditional, Time-Lagged Patterns
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