Loading market view
Loading market view
Loading correlations
Correlation
of values
+82%
In sync
of periods
52%
History
daysdays · through 2026-04-24
5,065
These move in the same direction about 52% of the time
When one swings, the other often swings by a similar amount (~68% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
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.
Explore
Advanced
Statistics
In sync(i)
52.1%
Headline metric
Movement correlation(i)
+82%
Based on values
95% CI
+81% → +83%
Likely range of correlation
Pipeline
Pipeline Summary
5,065 paired data points survived the daily window.
Raw input
5,092
13,010
Normalized
5,092
13,010
Prepared
5,092
13,010
Aligned
5,065
5,065
Invalid removed
R²(i)
67.6%
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
+82%
No shift — both series at their actual dates.
5,065 overlapping points at this shift
Baseline
+82%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+82%
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
+3%
90 periods · Return correlation when both series rose
Both Falling
-13%
81 periods · Return correlation when both series fell
Diverging
-21%
78 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
7,972
A: 27 / B: 7945
Series A
US Dollar Index
DTWEXEMEGS
FRED · 5,092 raw → 5,092 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,010 raw → 13,010 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
4.4039
Linear regression slope.
Intercept
-318.0649
Linear regression intercept.
Saved 6 days ago · ID: fred-dexslus_fred-dtwexemegs_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.
No additional saved correlations yet.