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Correlation
of values
+37%
In sync
of periods
49%
History
daysdays · through 2026-09-04
10,104
These move in the same direction about 49% of the time
Their swing sizes only faintly line up (~14% 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.
Advanced
Statistics
In sync(i)
49%
Headline metric
Movement correlation(i)
+37%
Based on values
95% CI
+35% → +39%
Pipeline
Pipeline Summary
10,104 paired data points survived the daily window.
Raw input
15,225
13,102
Normalized
15,225
13,102
Prepared
15,225
13,102
Aligned
10,104
10,104
Invalid removed
Likely range of correlation
R²(i)
14%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
10,104
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
+37%
No shift — both series at their actual dates.
10,104 overlapping points at this shift
Baseline
+37%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+37%
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
1 periods · Return correlation when both series rose
Both Falling
-43%
5 periods · Return correlation when both series fell
Diverging
N/A
2 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
8,119
A: 5121 / B: 2998
Series A
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,225 raw → 15,225 prepared
Series B
USD/LKR Exchange Rate
DEXSLUS
FRED · 13,102 raw → 13,102 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2,117
Estimated crossover points between normalized spreads.
Slope
0.3323
Linear regression slope.
Intercept
82.5318
Linear regression intercept.
Saved 4 months ago · ID: fred-dexslus_fred-usepuindxd_daily_5y