SeriesMagCorrSyncOverlapThrough
Correlation
+60%
of values
In sync
61%
of periods
History
11,308
days · through 2026-04-24
These move in the same direction about 61% of the time
Their swing sizes loosely line up (~36% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
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
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
60.9%
Headline metric
Movement correlation(i)
+60%
Based on values
95% CI
+59% → +61%
Likely range of correlation
Pipeline
Pipeline Summary
11,308 paired data points survived the daily window.
Raw input
11,310
13,848
Normalized
11,310
13,848
Prepared
11,310
13,848
Aligned
11,308
11,308
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
35.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,308
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
+60%
No shift — both series at their actual dates.
11,308 overlapping points at this shift
Baseline
+60%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+60%
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
+4%
70 periods · Return correlation when both series rose
Both Falling
+41%
82 periods · Return correlation when both series fell
Diverging
-4%
97 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,542
A: 2 / B: 2540
Series A
USD/CNY Exchange Rate
DEXCHUS
FRED · 11,310 raw → 11,310 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,848 raw → 13,848 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
68
Estimated crossover points between normalized spreads.
Slope
0.2169
Linear regression slope.
Intercept
1.9796
Linear regression intercept.
Saved yesterday · ID: fred-dexchus_fred-dexmaus_5y