SeriesMagCorrSyncOverlapThrough
Correlation
+97%
of values
In sync
64%
of periods
History
639
months · through 2026-03
These move in the same direction about 64% of the time
When one swings, the other almost always swings by a closely matched amount (~93% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
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
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)
63.9%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+96% → +97%
Pipeline
Pipeline Summary
639 paired data points survived the monthly window.
Raw input
807
13,010
Normalized
807
13,010
Prepared
807
640
Aligned
639
639
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.
Likely range of correlation
R²(i)
93.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
639
Robust
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+97%
No shift — both series at their actual dates.
639 overlapping points at this shift
Baseline
+97%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+97%
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
+28%
163 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-33%
82 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
169
A: 168 / B: 1
Series A
PCE
FRED · 807 raw → 807 prepared
Series B
DEXSLUS
FRED · 13,010 raw → 640 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0147
Linear regression slope.
Intercept
-18.1817
Linear regression intercept.
Saved 5 hours ago · ID: fred-dexslus_fred-pce_5y