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Correlation
of values
+35%
In sync
of periods
50%
History
daysdays · through 2026-05-15
13,809
These move in the same direction about 50% of the time
Their swing sizes only faintly line up (~12% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
49.9%
Headline metric
Movement correlation(i)
+35%
Based on values
95% CI
+33% → +36%
Pipeline
Pipeline Summary
13,809 paired data points survived the daily window.
Raw input
16,081
13,878
Normalized
16,081
13,878
Prepared
16,081
13,878
Aligned
13,809
13,809
Invalid removed
Likely range of correlation
R²(i)
12.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
13,809
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
+35%
No shift — both series at their actual dates.
13,809 overlapping points at this shift
Baseline
+35%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+35%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,341
A: 2272 / B: 69
Series A
10Y Treasury Yield
DGS10
FRED · 16,081 raw → 16,081 prepared
Series B
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,878 raw → 13,878 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
47
Estimated crossover points between normalized spreads.
Slope
0.0245
Linear regression slope.
Intercept
0.7038
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexusal_fred-dgs10_daily_5y