SeriesMagCorrSyncOverlapThrough
Correlation
+55%
of values
In sync
54%
of periods
History
5,820
days · through 2026-04-24
These move in the same direction about 54% of the time
Their swing sizes loosely line up (~31% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
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)
54.5%
Headline metric
Movement correlation(i)
+55%
Based on values
95% CI
+54% → +57%
Likely range of correlation
Pipeline
Pipeline Summary
5,820 paired data points survived the daily window.
Raw input
5,836
11,289
Normalized
5,836
11,289
Prepared
5,836
11,289
Aligned
5,820
5,820
Invalid removed
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.
R²(i)
30.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,820
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
+55%
No shift — both series at their actual dates.
5,820 overlapping points at this shift
Baseline
+55%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+55%
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
+39%
83 periods · Return correlation when both series rose
Both Falling
+15%
101 periods · Return correlation when both series fell
Diverging
-49%
65 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
5,485
A: 16 / B: 5469
Series A
10Y Real Yield
DFII10
FRED · 5,836 raw → 5,836 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 11,289 prepared
Sign agreement
83.6%
How often both values share the same sign.
Zero crossings
77
Estimated crossover points between normalized spreads.
Slope
1.8109
Linear regression slope.
Intercept
32.2665
Linear regression intercept.
Saved yesterday · ID: fred-dexthus_fred-dfii10_5y