SeriesMagCorrSyncOverlapThrough
Correlation
+92%
of values
In sync
69%
of periods
History
638
months · through 2026-03
These move in the same direction about 69% of the time
When one swings, the other almost always swings by a closely matched amount (~84% 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
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
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)
69.4%
Headline metric
Movement correlation(i)
+92%
Based on values
95% CI
+91% → +93%
Pipeline
Pipeline Summary
638 paired data points survived the monthly window.
Raw input
830
13,010
Normalized
830
13,010
Prepared
830
640
Aligned
638
638
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)
84.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
638
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
+92%
No shift — both series at their actual dates.
638 overlapping points at this shift
Baseline
+92%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+92%
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
+23%
174 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-46%
75 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
194
A: 192 / B: 2
Series A
US Core CPI
CPILFESL
FRED · 830 raw → 830 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,010 raw → 640 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
8
Estimated crossover points between normalized spreads.
Slope
1.0055
Linear regression slope.
Intercept
-83.5380
Linear regression intercept.
Saved yesterday · ID: fred-cpilfesl_fred-dexslus_5y