SeriesMagCorrSyncOverlapThrough
Correlation
of values
+57%
In sync
of periods
58%
History
daysdays · through 2026-04-24
11,195
These move in the same direction about 58% of the time
Their swing sizes loosely line up (~33% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
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)
58.3%
Headline metric
Movement correlation(i)
+57%
Based on values
95% CI
+56% → +58%
Likely range of correlation
Pipeline
Pipeline Summary
11,195 paired data points survived the daily window.
Raw input
11,310
11,256
Normalized
11,310
11,256
Prepared
11,310
11,256
Aligned
11,195
11,195
Invalid removed
R²(i)
32.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,195
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
+57%
No shift — both series at their actual dates.
11,195 overlapping points at this shift
Baseline
+57%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+57%
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
-5%
71 periods · Return correlation when both series rose
Both Falling
+9%
70 periods · Return correlation when both series fell
Diverging
-10%
108 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
176
A: 115 / B: 61
Series A
USD/CNY Exchange Rate
DEXCHUS
FRED · 11,310 raw → 11,310 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,256 raw → 11,256 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
43
Estimated crossover points between normalized spreads.
Slope
64.4365
Linear regression slope.
Intercept
626.0073
Linear regression intercept.
Saved 4 days ago · ID: fred-dexchus_fred-dexkous_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.