SeriesMagCorrSyncOverlapThrough
Correlation
+45%
of values
In sync
63%
of periods
History
10,382
days · through 2026-04-24
These move in the same direction about 63% of the time
Their swing sizes loosely line up (~21% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Advanced
Statistics
In sync(i)
63.5%
Headline metric
Movement correlation(i)
+45%
Based on values
95% CI
+44% → +47%
Likely range of correlation
Pipeline
Pipeline Summary
10,382 paired data points survived the daily window.
Raw input
10,383
11,369
Normalized
10,383
11,369
Prepared
10,383
11,369
Aligned
10,382
10,382
Invalid removed
Explore
R²(i)
20.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,382
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
+45%
No shift — both series at their actual dates.
10,382 overlapping points at this shift
Baseline
+45%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+45%
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
+42%
79 periods · Return correlation when both series rose
Both Falling
+52%
111 periods · Return correlation when both series fell
Diverging
-58%
59 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
988
A: 1 / B: 987
Series A
USD/TWD Exchange Rate
DEXTAUS
FRED · 10,383 raw → 10,383 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
102
Estimated crossover points between normalized spreads.
Slope
0.0366
Linear regression slope.
Intercept
0.4329
Linear regression intercept.
Saved 3 days ago · ID: fred-dexsius_fred-dextaus_5y
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.