SeriesMagCorrSyncOverlapThrough
Correlation
of values
-57%
In sync
of periods
51%
History
weeksweeks · through 2026-17
1,809
These move opposite each other about 51% of the time
Their swing sizes loosely mirror each other (~32% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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)
51.3%
Headline metric
Movement correlation(i)
-57%
Based on values
95% CI
-60% → -54%
Likely range of correlation
Pipeline
Pipeline Summary
1,809 paired data points survived the weekly window.
Raw input
1,810
13,362
Normalized
1,810
13,362
Prepared
1,810
2,782
Aligned
1,809
1,809
Invalid removed
R²(i)
32.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,809
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
-57%
No shift — both series at their actual dates.
1,809 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
+18%
68 periods · Return correlation when both series rose
Both Falling
-22%
77 periods · Return correlation when both series fell
Diverging
-39%
104 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
974
A: 1 / B: 973
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 1,810 prepared
Series B
USD/INR Exchange Rate
DEXINUS
FRED · 13,362 raw → 2,782 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-5.4873
Linear regression slope.
Intercept
82.3027
Linear regression intercept.
Saved 2 days ago · ID: fred-dexinus_fred-mortgage15us_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.