SeriesMagCorrSyncOverlapThrough
Correlation
of values
+75%
In sync
of periods
55%
History
weeksweeks · through 2026-09
555
These move in the same direction about 55% of the time
When one swings, the other often swings by a similar amount (~56% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
54.5%
Headline metric
Movement correlation(i)
+75%
Based on values
95% CI
+71% → +78%
Likely range of correlation
Pipeline
Pipeline Summary
555 paired data points survived the weekly window.
Raw input
879
11,613
Normalized
879
11,613
Prepared
879
2,417
Aligned
555
555
Invalid removed
R²(i)
56.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
555
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+75%
No shift — both series at their actual dates.
555 overlapping points at this shift
Baseline
+75%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+75%
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
+10%
89 periods · Return correlation when both series rose
Both Falling
+17%
52 periods · Return correlation when both series fell
Diverging
-42%
108 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,186
A: 324 / B: 1862
Series A
CPI: Used Cars & Trucks
CUSR0000SETA02
FRED · 879 raw → 879 prepared
Series B
USD/ZAR Exchange Rate
DEXSFUS
FRED · 11,613 raw → 2,417 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
0.1427
Linear regression slope.
Intercept
-12.2345
Linear regression intercept.
Saved 2 days ago · ID: fred-cusr0000seta02_fred-dexsfus_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.