SeriesMagCorrOverlapThrough
Overview
Relationship
These move together about 52% of the time
A real but noisy link — useful as context, risky as a standalone signal.
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
Holds across regimes
Correlation is similar when markets rise (-5%) and fall (-20%) — 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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+60%
No shift — both series at their actual dates.
243 overlapping points at this shift
Baseline
+60%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+60%
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.
Corr
+60%
Pearson correlation
95% CI
+52% → +68%
Likely range
R²
36.6%
Variance explained
Trend agreement
52.1%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
243
Usable
Pipeline
Pipeline Summary
243 paired data points survived the monthly window.
Raw input
699
5,092
Normalized
699
5,092
Prepared
699
244
Aligned
243
243
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.
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
-5%
61 periods · Return correlation when both series rose
Both Falling
-20%
65 periods · Return correlation when both series fell
Diverging
-55%
116 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
457
A: 456 / B: 1
Series A
CORESTICKM159SFRBATL
FRED · 699 raw → 699 prepared
Series B
DTWEXBGS
FRED · 5,092 raw → 244 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
6.2366
Linear regression slope.
Intercept
89.4326
Linear regression intercept.
Saved 6 hours ago · ID: fred-corestickm159sfrbatl_fred-dtwexbgs_5y