SeriesMagCorrOverlapThrough
Overview
Relationship
These move together about 52% of the time
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Read
When one moves up, the other tends to follow.
The saved window keeps correlation, overlap, alignment, and freshness anchored to the same computed record.
What to Watch
Unusual right now
Recent correlation (-20%) is 3.4σ from the long-run average of +91% — pair is behaving differently than usual.
Holds across regimes
Correlation is similar when markets rise (+18%) and fall (-4%) — reliable in both directions.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
Time Series
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
+91%
No shift — both series at their actual dates.
747 overlapping points at this shift
Baseline
+91%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+91%
A non-zero peak suggests one series lines up better when shifted against the other.
Deep Dive
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
+18%
46 periods · Return correlation when both series rose
Both Falling
-4%
66 periods · Return correlation when both series fell
Diverging
-39%
137 periods · Return correlation when series moved apart
Scatter
Corr
+91%
Pearson correlation
95% CI
+90% → +93%
Likely range
R²
83.6%
Variance explained
Trend agreement
52.1%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
747
Robust
Pipeline
Pipeline Summary
747 paired data points survived the daily window.
Raw input
3,233
785
Normalized
3,233
785
Prepared
3,233
785
Aligned
747
747
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,524
A: 2486 / B: 38
Series A
RRPONTSYD
FRED · 3,233 raw → 3,233 prepared
Series B
BAMLC0A0CM
FRED · 785 raw → 785 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
0.0003
Linear regression slope.
Intercept
0.8243
Linear regression intercept.
Saved 6 hours ago · ID: fred-bamlc0a0cm_fred-rrpontsyd_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.