Loading market view
Loading market view
Loading correlations
Correlation
of % moves
+45%
In sync
of periods
62%
History
daysdays · through 2026-05-28
541
These move in the same direction about 62% of the time
Their swing sizes loosely line up (~21% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
In sync(i)
62.3%
Headline metric
Movement correlation(i)
+45%
Based on % moves
95% CI
+38% → +52%
Likely range of correlation
Pipeline
Pipeline Summary
541 paired data points survived the daily window.
Raw input
1,254
541
Normalized
1,254
541
Prepared
1,254
541
Aligned
541
541
Invalid removed
R²(i)
20.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
541
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
+45%
No shift — both series at their actual dates.
540 overlapping points at this shift
Baseline
+45%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+45%
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
+46%
104 periods · Return correlation when both series rose
Both Falling
+61%
80 periods · Return correlation when both series fell
Diverging
-50%
65 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
713
A: 713 / B: 0
Series A
Caterpillar Inc. (CAT)
CAT
Stock · 1,254 raw → 1,254 prepared
Series B
GE Vernova Inc. (GEV)
GEV
Stock · 541 raw → 541 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
29
Estimated crossover points between normalized spreads.
Slope
0.7529
Linear regression slope.
Intercept
0.0024
Linear regression intercept.
Saved 3 weeks ago · ID: stock-cat_stock-gev_daily_5y