SeriesMagCorrSyncOverlapThrough
Correlation
+85%
of values
In sync
49%
of periods
History
662
months · through 2026-03
These move in the same direction about 49% of the time
When one swings, the other often swings by a similar amount (~72% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
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)
48.8%
Headline metric
Movement correlation(i)
+85%
Based on values
95% CI
+83% → +87%
Pipeline
Pipeline Summary
662 paired data points survived the monthly window.
Raw input
830
13,848
Normalized
830
13,848
Prepared
830
664
Aligned
662
662
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)
72.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
662
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+85%
No shift — both series at their actual dates.
662 overlapping points at this shift
Baseline
+85%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+85%
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
+3%
103 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-11%
144 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
170
A: 168 / B: 2
Series A
US Core CPI
CPILFESL
FRED · 830 raw → 830 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,848 raw → 664 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0080
Linear regression slope.
Intercept
1.8159
Linear regression intercept.
Saved yesterday · ID: fred-cpilfesl_fred-dexmaus_5y