SeriesMagCorrSyncOverlapThrough
Correlation
+47%
of values
In sync
56%
of periods
History
180
weeks · through 2025-40
These move in the same direction about 56% of the time
Their swing sizes loosely line up (~22% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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
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)
55.8%
Headline metric
Movement correlation(i)
+47%
Based on values
95% CI
+35% → +57%
Likely range of correlation
Pipeline
Pipeline Summary
180 paired data points survived the weekly window.
Raw input
252
11,289
Normalized
252
11,289
Prepared
252
2,364
Aligned
180
180
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)
21.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
180
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+47%
No shift — both series at their actual dates.
180 overlapping points at this shift
Baseline
+47%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+47%
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
+10%
55 periods · Return correlation when both series rose
Both Falling
+27%
37 periods · Return correlation when both series fell
Diverging
-40%
87 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,256
A: 72 / B: 2184
Series A
Median Home Price
MSPUS
FRED · 252 raw → 252 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 2,364 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0000
Linear regression slope.
Intercept
25.7052
Linear regression intercept.
Saved yesterday · ID: fred-dexthus_fred-mspus_5y