SeriesMagCorrSyncOverlapThrough
Correlation
+93%
of values
In sync
53%
of periods
History
130
weeks · through 2026-14
These move in the same direction about 53% of the time
When one swings, the other almost always swings by a closely matched amount (~86% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
53.5%
Headline metric
Movement correlation(i)
+93%
Based on values
95% CI
+90% → +95%
Pipeline
Pipeline Summary
130 paired data points survived the weekly window.
Raw input
352
8,138
Normalized
352
8,138
Prepared
352
1,694
Aligned
130
130
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
Likely range of correlation
R²(i)
85.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
130
Usable
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+93%
No shift — both series at their actual dates.
130 overlapping points at this shift
Baseline
+93%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+93%
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
-2%
69 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-6%
60 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,786
A: 222 / B: 1564
Series A
Potential GDP
GDPPOT
FRED · 352 raw → 352 prepared
Series B
USD/MXN Exchange Rate
DEXMXUS
FRED · 8,138 raw → 1,694 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0012
Linear regression slope.
Intercept
-8.0187
Linear regression intercept.
Saved yesterday · ID: fred-dexmxus_fred-gdppot_5y