SeriesMagCorrOverlapThrough
These move opposite each other about 40% of the time
Light inverse
Weak relationship — not much actionable signal here beyond directional colour.
Bitcoin Cash
BCH
Layer 1 · USD pair
30Y Mortgage Rate
MORTGAGE30US
What to Watch
BCH moves ~6 days before 30Y Mortgage Rate
Watch BCH for an early read on 30Y Mortgage Rate.
Holds across regimes
Correlation is similar when markets rise (-17%) and fall (+25%) — 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
+6 days
Correlation at this shift
-48%
+15% stronger than no-shift baseline
30Y Mortgage Rate shifted 6 days earlier. Reads: "Does Bitcoin Cash today line up with 30Y Mortgage Rate 6 days from now?"
99 overlapping points at this shift
Time series with 30Y Mortgage Rate shifted 6 days earlier
Indexed to 100 at start
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
-33%
Pearson correlation
95% CI
-49% → -15%
Likely range
R²
11.0%
Variance explained
Trend agreement
39.6%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
105
Usable
Pipeline
Pipeline Summary
105 paired data points survived the daily window.
Raw input
730
2,875
Normalized
730
2,875
Prepared
730
2,875
Aligned
105
105
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
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
-17%
16 periods · Return correlation when both series rose
Both Falling
+25%
24 periods · Return correlation when both series fell
Diverging
-58%
64 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
3,395
A: 625 / B: 2770
Series A
Bitcoin Cash
BCH
Crypto · 730 raw → 730 prepared
Series B
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
14
Estimated crossover points between normalized spreads.
Slope
-0.0011
Linear regression slope.
Intercept
7.0698
Linear regression intercept.
Saved 2 days ago · ID: crypto:bch|fred:mortgage30us|5Y
MORTGAGE30US
30Y Mortgage Rate
Strongest positive