SeriesMagCorrSyncOverlapThrough
Correlation
-58%
of values
In sync
51%
of periods
History
11,242
days · through 2026-04-24
These move opposite each other about 51% of the time
Their swing sizes loosely mirror each other (~34% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
50.9%
Headline metric
Movement correlation(i)
-58%
Based on values
95% CI
-60% → -57%
Likely range of correlation
Pipeline
Pipeline Summary
11,242 paired data points survived the daily window.
Raw input
12,297
11,289
Normalized
12,297
11,289
Prepared
12,297
11,289
Aligned
11,242
11,242
Invalid removed
Explore
R²(i)
34.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
11,242
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
-58%
No shift — both series at their actual dates.
11,242 overlapping points at this shift
Baseline
-58%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-58%
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
+12%
71 periods · Return correlation when both series rose
Both Falling
-24%
82 periods · Return correlation when both series fell
Diverging
-16%
96 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,102
A: 1055 / B: 47
Series A
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 12,297 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 11,289 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
39
Estimated crossover points between normalized spreads.
Slope
-1.2215
Linear regression slope.
Intercept
38.8093
Linear regression intercept.
Saved 2 days ago · ID: fred-dexthus_fred-dgs30_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.