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Correlation
of values
-77%
In sync
of periods
47%
History
daysdays · through 2026-07-02
8,150
These move in the same direction about 47% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~59% 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)
47%
Headline metric
Movement correlation(i)
-77%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
8,150 paired data points survived the daily window.
Raw input
16,111
8,185
Normalized
16,111
8,185
Prepared
16,111
8,185
Aligned
8,150
8,150
Invalid removed
Likely range
R²(i)
59%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
8,150
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
-77%
No shift — both series at their actual dates.
8,150 overlapping points at this shift
Baseline
-77%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-77%
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
7,996
A: 7961 / B: 35
Series A
10Y Treasury Yield
DGS10
FRED · 16,111 raw → 16,111 prepared
Series B
USD/MXN Exchange Rate
DEXMXUS
FRED · 8,185 raw → 8,185 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
-2.2061
Linear regression slope.
Intercept
21.8753
Linear regression intercept.
Saved 3 months ago · ID: fred-dexmxus_fred-dgs10_daily_5y