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Correlation
of values
-36%
In sync
of periods
50%
History
weeksweeks · through 2026-18
1,798
These move opposite each other about 50% of the time
Their swing sizes only faintly mirror each other (~13% 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
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
50.4%
Headline metric
Movement correlation(i)
-36%
Based on values
95% CI
-40% → -31%
Likely range of correlation
Pipeline
Pipeline Summary
1,798 paired data points survived the weekly window.
Raw input
1,811
13,015
Normalized
1,811
13,015
Prepared
1,811
2,770
Aligned
1,798
1,798
Invalid removed
R²(i)
12.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,798
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-36%
No shift — both series at their actual dates.
1,798 overlapping points at this shift
Baseline
-36%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-36%
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
+20%
81 periods · Return correlation when both series rose
Both Falling
+12%
61 periods · Return correlation when both series fell
Diverging
-33%
107 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
985
A: 13 / B: 972
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,811 raw → 1,811 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,015 raw → 2,770 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
-16.1912
Linear regression slope.
Intercept
217.4478
Linear regression intercept.
Saved 2 days ago · ID: fred-dexslus_fred-mortgage15us_weekly_5y