SeriesMagCorrSyncOverlapThrough
Correlation
+42%
of values
In sync
45%
of periods
History
938
days · through 2026-03-01
These move in the same direction about 45% of the time
Their swing sizes loosely line up (~18% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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)
45.2%
Headline metric
Movement correlation(i)
+42%
Based on values
95% CI
+37% → +47%
Likely range of correlation
Pipeline
Pipeline Summary
938 paired data points survived the daily window.
Raw input
938
1,288
Normalized
938
1,288
Prepared
938
1,288
Aligned
938
938
Invalid removed
Explore
R²(i)
17.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
938
Deep
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+42%
No shift — both series at their actual dates.
938 overlapping points at this shift
Baseline
+42%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+42%
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
+2%
52 periods · Return correlation when both series rose
Both Falling
-15%
67 periods · Return correlation when both series fell
Diverging
-26%
130 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
350
A: 0 / B: 350
Series A
Unemployment Rate
UNRATE
FRED · 938 raw → 938 prepared
Series B
Aaa Corporate Bond Yield
AAA
FRED · 1,288 raw → 1,288 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
23
Estimated crossover points between normalized spreads.
Slope
0.6874
Linear regression slope.
Intercept
2.3366
Linear regression intercept.
Saved 2 days ago · ID: fred-aaa_fred-unrate_5y
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Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.