SeriesMagCorrSyncOverlapThrough
Correlation
of values
+72%
In sync
of periods
53%
History
daysdays · through 2026-04-24
5,065
These move in the same direction about 53% of the time
When one swings, the other often swings by a similar amount (~51% 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)
52.6%
Headline metric
Movement correlation(i)
+72%
Based on values
95% CI
+70% → +73%
Likely range of correlation
Pipeline
Pipeline Summary
5,065 paired data points survived the daily window.
Raw input
13,864
5,092
Normalized
13,864
5,092
Prepared
13,864
5,092
Aligned
5,065
5,065
Invalid removed
R²(i)
51.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,065
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
+72%
No shift — both series at their actual dates.
5,065 overlapping points at this shift
Baseline
+72%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+72%
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
+34%
87 periods · Return correlation when both series rose
Both Falling
+24%
84 periods · Return correlation when both series fell
Diverging
-56%
78 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
8,826
A: 8799 / B: 27
Series A
USD/JPY Exchange Rate
DEXJPUS
FRED · 13,864 raw → 13,864 prepared
Series B
US Dollar Index
DTWEXEMEGS
FRED · 5,092 raw → 5,092 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
28
Estimated crossover points between normalized spreads.
Slope
0.5009
Linear regression slope.
Intercept
55.6812
Linear regression intercept.
Saved 4 days ago · ID: fred-dexjpus_fred-dtwexemegs_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.