SeriesMagCorrSyncOverlapThrough
Correlation
+59%
of values
In sync
24%
of periods
History
1,185
days · through 2026-04-24
These move in the same direction about 24% of the time
Their swing sizes loosely line up (~35% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
23.5%
Headline metric
Movement correlation(i)
+59%
Based on values
95% CI
+55% → +63%
Pipeline
Pipeline Summary
1,185 paired data points survived the daily window.
Raw input
1,741
11,256
Normalized
1,741
11,256
Prepared
1,741
11,256
Aligned
1,185
1,185
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
Likely range of correlation
R²(i)
34.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,185
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
+59%
No shift — both series at their actual dates.
1,185 overlapping points at this shift
Baseline
+59%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+59%
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
N/A
4 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-14%
245 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
10,627
A: 556 / B: 10071
Series A
Interest on Reserve Balances
IORB
FRED · 1,741 raw → 1,741 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,256 raw → 11,256 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
29
Estimated crossover points between normalized spreads.
Slope
28.1723
Linear regression slope.
Intercept
1234.6606
Linear regression intercept.
Saved yesterday · ID: fred-dexkous_fred-iorb_5y