SeriesMagCorrSyncOverlapThrough
Correlation
+86%
of values
In sync
58%
of periods
History
532
weeks · through 2026-14
These move in the same direction about 58% of the time
When one swings, the other almost always swings by a closely matched amount (~74% 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
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
57.8%
Headline metric
Movement correlation(i)
+86%
Based on values
95% CI
+83% → +88%
Likely range of correlation
Pipeline
Pipeline Summary
532 paired data points survived the weekly window.
Raw input
532
13,870
Normalized
532
13,870
Prepared
532
2,885
Aligned
532
532
Invalid removed
Explore
R²(i)
73.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
532
Robust
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
+86%
No shift — both series at their actual dates.
532 overlapping points at this shift
Baseline
+86%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+86%
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
-4%
68 periods · Return correlation when both series rose
Both Falling
+58%
89 periods · Return correlation when both series fell
Diverging
-61%
92 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,353
A: 0 / B: 2353
Series A
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 532 raw → 532 prepared
Series B
USD/CHF Exchange Rate
DEXSZUS
FRED · 13,870 raw → 2,885 prepared
Sign agreement
95.3%
How often both values share the same sign.
Zero crossings
21
Estimated crossover points between normalized spreads.
Slope
0.1896
Linear regression slope.
Intercept
0.8500
Linear regression intercept.
Saved 2 days ago · ID: fred-dexszus_fred-reaintratrearat10y_5y
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Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.