SeriesMagCorrSyncOverlapThrough
Correlation
of values
+95%
In sync
of periods
73%
History
weeksweeks · through 2026-18
2,105
These move in the same direction about 73% of the time
When one swings, the other almost always swings by a closely matched amount (~90% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Explore
Advanced
Statistics
In sync(i)
73.4%
Headline metric
Movement correlation(i)
+95%
Based on values
95% CI
+95% → +95%
Likely range of correlation
Pipeline
Pipeline Summary
2,105 paired data points survived the weekly window.
Raw input
2,875
10,119
Normalized
2,875
10,119
Prepared
2,875
2,105
Aligned
2,105
2,105
Invalid removed
R²(i)
90.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,105
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+95%
No shift — both series at their actual dates.
2,105 overlapping points at this shift
Baseline
+95%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+95%
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
+66%
104 periods · Return correlation when both series rose
Both Falling
+64%
127 periods · Return correlation when both series fell
Diverging
-73%
18 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
770
A: 770 / B: 0
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Series B
Baa Corporate Bond Yield
DBAA
FRED · 10,119 raw → 2,105 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
93
Estimated crossover points between normalized spreads.
Slope
0.8928
Linear regression slope.
Intercept
1.1833
Linear regression intercept.
Saved 2 days ago · ID: fred-dbaa_fred-mortgage30us_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.