So these so called "uncorrelated assets" that are supposed to both move in the same direction
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That was a dumb comment.
No, your assertion was ignorant. Pick up a dictionary. Look up the word 'uncorrelated'.
Uncorrelated assets do not move in the same direction. There is no correlation to the direction of the moves of uncorrelated assets. Sure, they
can move in the same direction,
except for when the move in the
opposite direction. Which would be about half the time.