SeriesMagCorrSyncOverlapThrough
Correlation
of values
+72%
In sync
of periods
62%
History
daysdays · through 2026-04-24
744
These move in the same direction about 62% of the time
When one swings, the other often swings by a similar amount (~52% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
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)
61.7%
Headline metric
Movement correlation(i)
+72%
Based on values
95% CI
+68% → +75%
Likely range of correlation
Pipeline
Pipeline Summary
744 paired data points survived the daily window.
Raw input
786
11,289
Normalized
786
11,289
Prepared
786
11,289
Aligned
744
744
Invalid removed
R²(i)
51.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
744
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+72%
No shift — both series at their actual dates.
744 overlapping points at this shift
Baseline
+72%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+72%
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
+37%
84 periods · Return correlation when both series rose
Both Falling
+34%
102 periods · Return correlation when both series fell
Diverging
-55%
63 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
10,587
A: 42 / B: 10545
Series A
ICE BofA US High Yield Index Effective Yield
BAMLH0A0HYM2EY
FRED · 786 raw → 786 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 11,289 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
40
Estimated crossover points between normalized spreads.
Slope
1.6732
Linear regression slope.
Intercept
21.6690
Linear regression intercept.
Saved 2 days ago · ID: fred-bamlh0a0hym2ey_fred-dexthus_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.