What is correlation risk?
Correlations are not constant. They spike to 1.0 in crashes.
Detection
Rolling 30d correlation matrix. Threshold ρ > 0.85 triggers diversification override.
Smartbull override
Correlation breakdown override (hourly cron) drops top-N from 5 to 3 when ρ > 0.85.
See it in the live engine:
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