SeriesMagCorrSyncOverlapThrough
Correlation
+96%
of values
In sync
67%
of periods
History
638
months · through 2026-02
These move in the same direction about 67% of the time
When one swings, the other almost always swings by a closely matched amount (~91% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
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)
67.4%
Headline metric
Movement correlation(i)
+96%
Based on values
95% CI
+95% → +96%
Likely range of correlation
Pipeline
Pipeline Summary
638 paired data points survived the monthly window.
Raw input
998
13,010
Normalized
998
13,010
Prepared
998
640
Aligned
638
638
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.
R²(i)
91.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
638
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
+96%
No shift — both series at their actual dates.
638 overlapping points at this shift
Baseline
+96%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+96%
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
+43%
165 periods · Return correlation when both series rose
Both Falling
+60%
7 periods · Return correlation when both series fell
Diverging
-25%
77 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
362
A: 360 / B: 2
Series A
Total Consumer Credit
TOTALSL
FRED · 998 raw → 998 prepared
Series B
USD/LKR Exchange Rate
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
0.0001
Linear regression slope.
Intercept
-7.9952
Linear regression intercept.
Saved yesterday · ID: fred-dexslus_fred-totalsl_5y