SeriesMagCorrSyncOverlapThrough
Correlation
of values
+84%
In sync
of periods
78%
History
daysdays · through 2026-04-30
10,082
These move in the same direction about 78% of the time
When one swings, the other often swings by a similar amount (~71% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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)
77.8%
Headline metric
Movement correlation(i)
+84%
Based on values
95% CI
+84% → +85%
Likely range of correlation
Pipeline
Pipeline Summary
10,082 paired data points survived the daily window.
Raw input
12,475
10,119
Normalized
12,475
10,119
Prepared
12,475
10,119
Aligned
10,082
10,082
Invalid removed
R²(i)
71.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,082
Deep
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+84%
No shift — both series at their actual dates.
10,082 overlapping points at this shift
Baseline
+84%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+84%
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
+48%
107 periods · Return correlation when both series rose
Both Falling
+33%
110 periods · Return correlation when both series fell
Diverging
-33%
32 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,430
A: 2393 / B: 37
Series A
2Y Treasury Yield
DGS2
FRED · 12,475 raw → 12,475 prepared
Series B
Baa Corporate Bond Yield
DBAA
FRED · 10,119 raw → 10,119 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
79
Estimated crossover points between normalized spreads.
Slope
0.6724
Linear regression slope.
Intercept
4.4474
Linear regression intercept.
Saved 2 days ago · ID: fred-dbaa_fred-dgs2_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.