SeriesMagCorrSyncOverlapThrough
Correlation
-84%
of values
In sync
44%
of periods
History
221
months · through 2026-01
These move opposite each other about 44% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~70% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
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)
43.6%
Headline metric
Movement correlation(i)
-84%
Based on values
95% CI
-87% → -79%
Pipeline
Pipeline Summary
221 paired data points survived the monthly window.
Raw input
317
13,870
Normalized
317
13,870
Prepared
317
664
Aligned
221
221
Invalid removed
Explore
Likely range of correlation
R²(i)
69.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
221
Usable
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
-84%
No shift — both series at their actual dates.
221 overlapping points at this shift
Baseline
-84%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-84%
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
-0%
94 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
+10%
124 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
539
A: 96 / B: 443
Series A
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,870 raw → 664 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0215
Linear regression slope.
Intercept
3.0920
Linear regression intercept.
Saved 2 days ago · ID: fred-dexszus_fred-gdpdef_5y
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.