SeriesMagCorrSyncOverlapThrough
Correlation
of values
-84%
In sync
of periods
48%
History
daysdays · through 2026-04-24
8,103
These move opposite each other about 48% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~71% 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.
What to Watch
Slipping tighter
The recent pattern is tighter 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.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
47.7%
Headline metric
Movement correlation(i)
-84%
Based on values
95% CI
-85% → -83%
Likely range of correlation
Pipeline
Pipeline Summary
8,103 paired data points survived the daily window.
Raw input
12,297
8,138
Normalized
12,297
8,138
Prepared
12,297
8,138
Aligned
8,103
8,103
Invalid removed
R²(i)
70.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
8,103
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
-84%
No shift — both series at their actual dates.
8,103 overlapping points at this shift
Baseline
-84%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-84%
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
-1%
75 periods · Return correlation when both series rose
Both Falling
-26%
77 periods · Return correlation when both series fell
Diverging
-55%
97 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
4,229
A: 4194 / B: 35
Series A
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 12,297 prepared
Series B
USD/MXN Exchange Rate
DEXMXUS
FRED · 8,138 raw → 8,138 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
59
Estimated crossover points between normalized spreads.
Slope
-2.6694
Linear regression slope.
Intercept
25.0542
Linear regression intercept.
Saved 2 days ago · ID: fred-dexmxus_fred-dgs30_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.