Correlation
of values
-58%
In sync
of periods
57%
History
daysdays · through 2026-04-24
11,309
These move opposite each other about 57% of the time
Their swing sizes loosely mirror each other (~34% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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)
56.5%
Headline metric
Movement correlation(i)
-58%
Based on values
95% CI
-60% → -57%
Likely range of correlation
Pipeline
Pipeline Summary
11,309 paired data points survived the daily window.
Raw input
11,310
13,870
Normalized
11,310
13,870
Prepared
11,310
13,870
Aligned
11,309
11,309
Invalid removed
R²(i)
34.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,309
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
-58%
No shift — both series at their actual dates.
11,309 overlapping points at this shift
Baseline
-58%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-58%
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
-8%
66 periods · Return correlation when both series rose
Both Falling
-20%
84 periods · Return correlation when both series fell
Diverging
-13%
99 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,562
A: 1 / B: 2561
Series A
USD/CNY Exchange Rate
DEXCHUS
FRED · 11,310 raw → 11,310 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,870 raw → 13,870 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.1208
Linear regression slope.
Intercept
2.0809
Linear regression intercept.
Saved 4 days ago · ID: fred-dexchus_fred-dexszus_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.