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Correlation
of values
+62%
In sync
of periods
58%
History
daysdays · through 2026-05-15
13,810
These move in the same direction about 58% of the time
Their swing sizes loosely line up (~39% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
57.5%
Headline metric
Movement correlation(i)
+62%
Based on values
95% CI
+61% → +63%
Pipeline
Pipeline Summary
13,810 paired data points survived the daily window.
Raw input
16,081
13,879
Normalized
16,081
13,879
Prepared
16,081
13,879
Aligned
13,810
13,810
Invalid removed
Likely range of correlation
R²(i)
38.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
13,810
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
+62%
No shift — both series at their actual dates.
13,810 overlapping points at this shift
Baseline
+62%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+62%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,340
A: 2271 / B: 69
Series A
5Y Treasury Yield
DGS5
FRED · 16,081 raw → 16,081 prepared
Series B
USD/JPY Exchange Rate
DEXJPUS
FRED · 13,879 raw → 13,879 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
24
Estimated crossover points between normalized spreads.
Slope
12.8711
Linear regression slope.
Intercept
84.7684
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexjpus_fred-dgs5_daily_5y