SeriesMagCorrSyncOverlapThrough
Correlation
+92%
of values
In sync
60%
of periods
History
280
weeks · through 2026-14
These move in the same direction about 60% of the time
When one swings, the other almost always swings by a closely matched amount (~84% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
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.
Advanced
Statistics
In sync(i)
60.3%
Headline metric
Movement correlation(i)
+92%
Based on values
95% CI
+89% → +93%
Likely range of correlation
Pipeline
Pipeline Summary
280 paired data points survived the weekly window.
Raw input
5,836
1,288
Normalized
5,836
1,288
Prepared
1,218
1,288
Aligned
280
280
Invalid removed
Explore
R²(i)
83.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
280
Robust
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+92%
No shift — both series at their actual dates.
280 overlapping points at this shift
Baseline
+92%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+92%
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
+53%
68 periods · Return correlation when both series rose
Both Falling
+62%
82 periods · Return correlation when both series fell
Diverging
-50%
99 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,946
A: 938 / B: 1008
Series A
10Y Real Yield
DFII10
FRED · 5,836 raw → 1,218 prepared
Series B
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Sign agreement
82.9%
How often both values share the same sign.
Zero crossings
35
Estimated crossover points between normalized spreads.
Slope
0.8926
Linear regression slope.
Intercept
3.6331
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-dfii10_5y
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.