SeriesMagCorrSyncOverlapThrough
Correlation
+53%
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 (~28% 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 looser than usual — the pair is behaving differently than its long-run pattern.
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)
53.5%
Headline metric
Movement correlation(i)
+53%
Based on values
95% CI
+51% → +55%
Likely range of correlation
Pipeline
Pipeline Summary
5,820 paired data points survived the daily window.
Raw input
5,837
13,863
Normalized
5,837
13,863
Prepared
5,837
13,863
Aligned
5,820
5,820
Invalid removed
Explore
R²(i)
28.0%
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
+53%
No shift — both series at their actual dates.
5,820 overlapping points at this shift
Baseline
+53%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+53%
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
+46%
78 periods · Return correlation when both series rose
Both Falling
+21%
83 periods · Return correlation when both series fell
Diverging
-55%
88 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
8,060
A: 17 / B: 8043
Series A
5-Year, 5-Year Forward Inflation Expectation Rate
T5YIFR
FRED · 5,837 raw → 5,837 prepared
Series B
AUD/USD Exchange Rate
DEXUSAL
FRED · 13,863 raw → 13,863 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
185
Estimated crossover points between normalized spreads.
Slope
0.1968
Linear regression slope.
Intercept
0.3415
Linear regression intercept.
Saved 2 days ago · ID: fred-dexusal_fred-t5yifr_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.