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Correlation
of values
+59%
In sync
of periods
52%
History
daysdays · through 2026-08-28
3,304
These move in the same direction about 52% of the time
Their swing sizes loosely line up (~35% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
52%
Headline metric
Movement correlation(i)
+59%
Based on values
95% CI
+57% → +62%
Pipeline
Pipeline Summary
3,304 paired data points survived the daily window.
Raw input
3,317
13,097
Normalized
3,317
13,097
Prepared
3,317
13,097
Aligned
3,304
3,304
Invalid removed
Likely range of correlation
R²(i)
35%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
3,304
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
+59%
No shift — both series at their actual dates.
3,304 overlapping points at this shift
Baseline
+59%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+59%
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
N/A
2 periods · Return correlation when both series rose
Both Falling
-29%
10 periods · Return correlation when both series fell
Diverging
-31%
7 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
9,806
A: 13 / B: 9793
Series A
Overnight Reverse Repo
RRPONTSYD
FRED · 3,317 raw → 3,317 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,097 raw → 13,097 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
24
Estimated crossover points between normalized spreads.
Slope
0.0689
Linear regression slope.
Intercept
184.3432
Linear regression intercept.
Saved 4 months ago · ID: fred-dexslus_fred-rrpontsyd_daily_5y