Loading market view
Loading market view
Loading correlations
Correlation
of values
-47%
In sync
of periods
49%
History
daysdays · through 2026-07-02
11,114
These move in the same direction about 49% of the time
Their swing sizes loosely mirror each other (~22% 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%
Headline metric
Movement correlation(i)
-47%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
11,114 paired data points survived the daily window.
Raw input
11,129
13,895
Normalized
11,129
13,895
Prepared
11,129
13,895
Aligned
11,114
11,114
Invalid removed
Likely range
R²(i)
22%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
11,114
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
-47%
No shift — both series at their actual dates.
11,114 overlapping points at this shift
Baseline
-47%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-47%
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
2,796
A: 15 / B: 2781
Series A
10Y-3M Yield Spread
T10Y3M
FRED · 11,129 raw → 11,129 prepared
Series B
USD/MYR Exchange Rate
DEXMAUS
FRED · 13,895 raw → 13,895 prepared
Sign agreement
88.9%
How often both values share the same sign.
Zero crossings
63
Estimated crossover points between normalized spreads.
Slope
-0.2646
Linear regression slope.
Intercept
3.7735
Linear regression intercept.
Saved 3 months ago · ID: fred-dexmaus_fred-t10y3m_daily_5y