SeriesMagCorrSyncOverlapThrough
Correlation
-52%
of values
In sync
54%
of periods
History
532
weeks · through 2026-14
These move opposite each other about 54% of the time
Their swing sizes loosely mirror each other (~27% 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
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)
54.1%
Headline metric
Movement correlation(i)
-52%
Based on values
95% CI
-58% → -45%
Likely range of correlation
Pipeline
Pipeline Summary
532 paired data points survived the weekly window.
Raw input
532
11,289
Normalized
532
11,289
Prepared
532
2,364
Aligned
532
532
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)
26.9%
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
-52%
No shift — both series at their actual dates.
532 overlapping points at this shift
Baseline
-52%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-52%
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
+5%
71 periods · Return correlation when both series rose
Both Falling
+7%
77 periods · Return correlation when both series fell
Diverging
-21%
101 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,832
A: 0 / B: 1832
Series A
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 532 raw → 532 prepared
Series B
USD/THB Exchange Rate
DEXTHUS
FRED · 11,289 raw → 2,364 prepared
Sign agreement
95.3%
How often both values share the same sign.
Zero crossings
17
Estimated crossover points between normalized spreads.
Slope
-1.7294
Linear regression slope.
Intercept
35.9687
Linear regression intercept.
Saved yesterday · ID: fred-dexthus_fred-reaintratrearat10y_5y