SeriesMagCorrSyncOverlapThrough
Correlation
+96%
of % moves
In sync
72%
of periods
History
1,066
days · through 2026-05-04
These move in the same direction about 72% of the time
When one swings, the other almost always swings by a closely matched amount (~91% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently looser 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.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
72.4%
Headline metric
Movement correlation(i)
+96%
Based on % moves
95% CI
+95% → +96%
Likely range of correlation
Pipeline
Pipeline Summary
1,066 paired data points survived the daily window.
Raw input
1,066
1,255
Normalized
1,066
1,255
Prepared
1,066
1,255
Aligned
1,066
1,066
Invalid removed
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.
R²(i)
91.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,066
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
+96%
No shift — both series at their actual dates.
1,066 overlapping points at this shift
Baseline
+96%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+96%
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
+54%
113 periods · Return correlation when both series rose
Both Falling
+73%
83 periods · Return correlation when both series fell
Diverging
-37%
53 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
189
A: 0 / B: 189
Series A
CEG
Stock · 1,066 raw → 1,066 prepared
Series B
NRG
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
0.4505
Linear regression slope.
Intercept
-0.5704
Linear regression intercept.
Saved 6 hours ago · ID: stock-ceg_stock-nrg_5y