Loading market view
Loading market view
Loading correlations
Correlation
of values
+50%
In sync
of periods
56%
History
weeksweeks · through 2026-20
2,876
These move in the same direction about 56% of the time
Their swing sizes loosely line up (~25% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
55.8%
Headline metric
Movement correlation(i)
+50%
Based on values
95% CI
+47% → +53%
Pipeline
Pipeline Summary
2,876 paired data points survived the weekly window.
Raw input
2,878
13,885
Normalized
2,878
13,885
Prepared
2,878
2,888
Aligned
2,876
2,876
Invalid removed
Likely range of correlation
R²(i)
24.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
2,876
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+50%
No shift — both series at their actual dates.
2,876 overlapping points at this shift
Baseline
+50%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+50%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
14
A: 2 / B: 12
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,878 raw → 2,878 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,885 raw → 2,888 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
24
Estimated crossover points between normalized spreads.
Slope
0.1104
Linear regression slope.
Intercept
0.7025
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexszus_fred-mortgage30us_weekly_5y