SeriesMagCorrSyncOverlapThrough
Correlation
of values
+83%
In sync
of periods
65%
History
daysdays · through 2026-04-24
5,065
These move in the same direction about 65% of the time
When one swings, the other often swings by a similar amount (~70% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
65.1%
Headline metric
Movement correlation(i)
+83%
Based on values
95% CI
+83% → +84%
Likely range of correlation
Pipeline
Pipeline Summary
5,065 paired data points survived the daily window.
Raw input
8,138
5,092
Normalized
8,138
5,092
Prepared
8,138
5,092
Aligned
5,065
5,065
Invalid removed
R²(i)
69.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,065
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
+83%
No shift — both series at their actual dates.
5,065 overlapping points at this shift
Baseline
+83%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+83%
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
+52%
97 periods · Return correlation when both series rose
Both Falling
+24%
108 periods · Return correlation when both series fell
Diverging
-55%
44 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
3,100
A: 3073 / B: 27
Series A
USD/MXN Exchange Rate
DEXMXUS
FRED · 8,138 raw → 8,138 prepared
Series B
US Dollar Index
DTWEXAFEGS
FRED · 5,092 raw → 5,092 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
58
Estimated crossover points between normalized spreads.
Slope
2.5101
Linear regression slope.
Intercept
61.7163
Linear regression intercept.
Saved 4 days ago · ID: fred-dexmxus_fred-dtwexafegs_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.