SeriesMagCorrOverlapThrough
Overview
Relationship
These move together about 56% of the time
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Read
When one moves up, the other tends to follow.
The saved window keeps correlation, overlap, alignment, and freshness anchored to the same computed record.
What to Watch
Holds across regimes
Correlation is similar when markets rise (+30%) and fall (+34%) — reliable in both directions.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
Time Series
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
+85%
No shift — both series at their actual dates.
2,365 overlapping points at this shift
Baseline
+85%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+85%
A non-zero peak suggests one series lines up better when shifted against the other.
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+85%
Pearson correlation
95% CI
+83% → +86%
Likely range
R²
71.4%
Variance explained
Trend agreement
56.1%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
2,365
Deep
Pipeline
Pipeline Summary
2,365 paired data points survived the weekly window.
Raw input
2,875
11,369
Normalized
2,875
11,369
Prepared
2,875
2,365
Aligned
2,365
2,365
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.
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
+30%
68 periods · Return correlation when both series rose
Both Falling
+34%
91 periods · Return correlation when both series fell
Diverging
-56%
90 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
510
A: 510 / B: 0
Series A
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Series B
DEXSIUS
FRED · 11,369 raw → 2,365 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
0.0759
Linear regression slope.
Intercept
1.0561
Linear regression intercept.
Saved 5 hours ago · ID: fred-dexsius_fred-mortgage30us_5y