SeriesMagCorrSyncOverlapThrough
Correlation
+94%
of values
In sync
65%
of periods
History
118
months · through 2026-03
These move in the same direction about 65% of the time
When one swings, the other almost always swings by a closely matched amount (~88% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
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
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
65.0%
Headline metric
Movement correlation(i)
+94%
Based on values
95% CI
+91% → +96%
Pipeline
Pipeline Summary
118 paired data points survived the monthly window.
Raw input
950
2,515
Normalized
950
2,515
Prepared
950
121
Aligned
118
118
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.
Likely range of correlation
R²(i)
87.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
118
Usable
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
+94%
No shift — both series at their actual dates.
118 overlapping points at this shift
Baseline
+94%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+94%
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
-8%
73 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-44%
41 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
835
A: 832 / B: 3
Series A
US CPI
CPIAUCSL
FRED · 950 raw → 950 prepared
Series B
Dow Jones Industrial Average
DJIA
FRED · 2,515 raw → 121 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
257.7845
Linear regression slope.
Intercept
-40441.1555
Linear regression intercept.
Saved yesterday · ID: fred-cpiaucsl_fred-djia_5y