Yes - the matrix is legit - not sure why you can not find reversed pairs - but just set the ShowSingle to True - I properly should not have given the option of making it double sided

Code:
If ShowSingle Then
                                .Cells(ii + 2, i + 2) = CorrelMatrix(i + 1, ii + 1)
                                .Cells(i + 2, ii + 2) = vbNullString
                            Else
                                .Cells(i + 2, ii + 2) = CorrelMatrix(i + 1, ii + 1)
                                .Cells(ii + 2, i + 2) = CorrelMatrix(i + 1, ii + 1)
 End If