SeriesMagCorrSyncOverlapThrough
Correlation
of values
+88%
In sync
of periods
48%
History
monthsmonths · through 2026-01
125
These move in the same direction about 48% of the time
When one swings, the other almost always swings by a closely matched amount (~78% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
48.4%
Headline metric
Movement correlation(i)
+88%
Based on values
95% CI
+84% → +92%
Likely range of correlation
Pipeline
Pipeline Summary
125 paired data points survived the monthly window.
Raw input
317
7,853
Normalized
317
7,853
Prepared
317
376
Aligned
125
125
Invalid removed
R²(i)
78.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
125
Usable
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+88%
No shift — both series at their actual dates.
125 overlapping points at this shift
Baseline
+88%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+88%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+6%
52 periods · Return correlation when both series rose
Both Falling
-24%
8 periods · Return correlation when both series fell
Diverging
-54%
64 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
443
A: 192 / B: 251
Series A
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Series B
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,853 raw → 376 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0002
Linear regression slope.
Intercept
-7.1216
Linear regression intercept.
Saved 2 days ago · ID: fred-a939rx0q048sbea_fred-dexbzus_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.