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Correlation
of values
+91%
In sync
of periods
68%
History
daysdays · through 2026-04-24
11,369
These move in the same direction about 68% of the time
When one swings, the other almost always swings by a closely matched amount (~83% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
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Advanced
Statistics
In sync(i)
67.9%
Headline metric
Movement correlation(i)
+91%
Based on values
95% CI
+91% → +91%
Likely range of correlation
Pipeline
Pipeline Summary
11,369 paired data points survived the daily window.
Raw input
13,870
11,369
Normalized
13,870
11,369
Prepared
13,870
11,369
Aligned
11,369
11,369
Invalid removed
R²(i)
82.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,369
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
+91%
No shift — both series at their actual dates.
11,369 overlapping points at this shift
Baseline
+91%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+91%
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
+33%
103 periods · Return correlation when both series rose
Both Falling
+59%
108 periods · Return correlation when both series fell
Diverging
-27%
38 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,501
A: 2501 / B: 0
Series A
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,870 raw → 13,870 prepared
Series B
USD/SGD Exchange Rate
DEXSIUS
FRED · 11,369 raw → 11,369 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
122
Estimated crossover points between normalized spreads.
Slope
0.6581
Linear regression slope.
Intercept
0.7424
Linear regression intercept.
Saved last week · ID: fred-dexsius_fred-dexszus_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
No additional saved correlations yet.