Loading market view
Loading market view
Loading correlations
Correlation
of values
-34%
In sync
of periods
43%
History
weeksweeks · through 2026-20
1,428
These move in the same direction about 43% of the time
Their swing sizes only faintly mirror each other (~12% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
43.5%
Headline metric
Movement correlation(i)
-34%
Based on values
95% CI
-39% → -30%
Pipeline
Pipeline Summary
1,428 paired data points survived the weekly window.
Raw input
2,878
6,864
Normalized
2,878
6,864
Prepared
2,878
1,428
Aligned
1,428
1,428
Invalid removed
Likely range of correlation
R²(i)
11.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,428
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-34%
No shift — both series at their actual dates.
1,428 overlapping points at this shift
Baseline
-34%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-34%
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
1,450
A: 1450 / B: 0
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,878 raw → 2,878 prepared
Series B
EUR/USD Exchange Rate
DEXUSEU
FRED · 6,864 raw → 1,428 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
14
Estimated crossover points between normalized spreads.
Slope
-0.0365
Linear regression slope.
Intercept
1.3760
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexuseu_fred-mortgage30us_weekly_5y