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Correlation
of values
-88%
In sync
of periods
49%
History
daysdays · through 2026-06-05
2,484
These move in the same direction about 49% of the time
When one swings, the other almost always swings by a closely matched amount in the opposite direction (~78% 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)
49.2%
Headline metric
Movement correlation(i)
-88%
Based on values
95% CI
-89% → -87%
Pipeline
Pipeline Summary
2,484 paired data points survived the daily window.
Raw input
2,513
13,899
Normalized
2,513
13,899
Prepared
2,513
13,899
Aligned
2,484
2,484
Invalid removed
Likely range of correlation
R²(i)
77.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,484
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
-88%
No shift — both series at their actual dates.
2,484 overlapping points at this shift
Baseline
-88%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-88%
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
4 periods · Return correlation when both series rose
Both Falling
+85%
7 periods · Return correlation when both series fell
Diverging
-87%
23 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
11,444
A: 29 / B: 11415
Series A
Dow Jones Industrial Average
DJIA
FRED · 2,513 raw → 2,513 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,899 raw → 13,899 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
13
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
1.1398
Linear regression intercept.
Saved last month · ID: fred-dexszus_fred-djia_daily_5y