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Correlation
of values
-28%
In sync
of periods
36%
History
monthsmonths · through 2026-04
13
These move in the same direction about 36% of the time
Their swing sizes only faintly mirror each other (~8% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Existing Home Sales moves ~2 months before USD/CHF Exchange Rate
Watch Existing Home Sales for an early read on USD/CHF Exchange Rate.
Advanced
Statistics
In sync(i)
36.4%
Headline metric
Movement correlation(i)
-28%
Based on values
95% CI
-72% → +32%
Pipeline
Pipeline Summary
13 paired data points survived the monthly window.
Raw input
13
13,885
Normalized
13
13,885
Prepared
13
665
Aligned
13
13
Invalid removed
Likely range of correlation
R²(i)
7.8%
Variance explained
Significance
n.s.
Statistical confidence
Data points
13
Limited
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: -3 to 3 months.
Selected shift
+2 months
Correlation at this shift
-76%
+48% stronger than no-shift baseline
USD/CHF Exchange Rate shifted 2 months earlier. Reads: "Does Existing Home Sales today line up with USD/CHF Exchange Rate 2 months from now?"
11 overlapping points at this shift
Baseline
-28%
No-shift correlation, matching the main time-series chart above.
Peak shift
+2 months
-76%
A non-zero peak suggests one series lines up better when shifted against the other.
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
N/A
2 periods · Return correlation when both series fell
Diverging
-78%
8 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
652
A: 0 / B: 652
Series A
Existing Home Sales
EXHOSLUSM495S
FRED · 13 raw → 13 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 665 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
1.0553
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-exhoslusm495s_monthly_5y