Loading market view
Loading market view
Loading correlations
Correlation
of values
-26%
In sync
of periods
49%
History
daysdays · through 2026-05-15
11,038
These move in the same direction about 49% of the time
Their swing sizes only faintly mirror each other (~7% 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.
Advanced
Statistics
In sync(i)
49.3%
Headline metric
Movement correlation(i)
-26%
Based on values
95% CI
-27% → -24%
Pipeline
Pipeline Summary
11,038 paired data points survived the daily window.
Raw input
11,099
11,271
Normalized
11,099
11,271
Prepared
11,099
11,271
Aligned
11,038
11,038
Invalid removed
Likely range of correlation
R²(i)
6.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,038
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
-26%
No shift — both series at their actual dates.
11,038 overlapping points at this shift
Baseline
-26%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-26%
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
294
A: 61 / B: 233
Series A
10Y-3M Yield Spread
T10Y3M
FRED · 11,099 raw → 11,099 prepared
Series B
USD/KRW Exchange Rate
DEXKOUS
FRED · 11,271 raw → 11,271 prepared
Sign agreement
88.9%
How often both values share the same sign.
Zero crossings
43
Estimated crossover points between normalized spreads.
Slope
-44.7364
Linear regression slope.
Intercept
1107.5140
Linear regression intercept.
Saved 3 weeks ago · ID: fred-dexkous_fred-t10y3m_daily_5y