SeriesMagCorrSyncOverlapThrough
Correlation
of values
+78%
In sync
of periods
62%
History
daysdays · through 2026-04-24
11,180
These move in the same direction about 62% of the time
When one swings, the other often swings by a similar amount (~60% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
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.
Explore
Advanced
Statistics
In sync(i)
62.1%
Headline metric
Movement correlation(i)
+78%
Based on values
95% CI
+77% → +78%
Likely range of correlation
Pipeline
Pipeline Summary
11,180 paired data points survived the daily window.
Raw input
11,256
11,289
Normalized
11,256
11,289
Prepared
11,256
11,289
Aligned
11,180
11,180
Invalid removed
R²(i)
60.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,180
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
+78%
No shift — both series at their actual dates.
11,180 overlapping points at this shift
Baseline
+78%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+78%
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
+37%
88 periods · Return correlation when both series rose
Both Falling
+72%
86 periods · Return correlation when both series fell
Diverging
-44%
75 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
185
A: 76 / B: 109
Series A
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,256 raw → 11,256 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 11,289 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
41
Estimated crossover points between normalized spreads.
Slope
0.0215
Linear regression slope.
Intercept
9.4300
Linear regression intercept.
Saved 2 days ago · ID: fred-dexkous_fred-dexthus_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.