SeriesMagCorrSyncOverlapThrough
Correlation
of values
+87%
In sync
of periods
53%
History
monthsmonths · through 2026-04
126
These move in the same direction about 53% of the time
When one swings, the other almost always swings by a closely matched amount (~75% 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
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.
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Advanced
Statistics
In sync(i)
52.8%
Headline metric
Movement correlation(i)
+87%
Based on values
95% CI
+81% → +90%
Pipeline
Pipeline Summary
126 paired data points survived the monthly window.
Raw input
352
7,853
Normalized
352
7,853
Prepared
352
376
Aligned
126
126
Invalid removed
Likely range of correlation
R²(i)
75.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
126
Usable
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
+87%
No shift — both series at their actual dates.
126 overlapping points at this shift
Baseline
+87%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+87%
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
+2%
66 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-22%
59 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
476
A: 226 / B: 250
Series A
Potential GDP
GDPPOT
FRED · 352 raw → 352 prepared
Series B
USD/BRL Exchange Rate
DEXBZUS
FRED · 7,853 raw → 376 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0004
Linear regression slope.
Intercept
-3.4907
Linear regression intercept.
Saved 2 days ago · ID: fred-dexbzus_fred-gdppot_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.