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Correlation
of values
+44%
In sync
of periods
53%
History
daysdays · through 2026-05-15
6,835
These move in the same direction about 53% of the time
Their swing sizes loosely line up (~19% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
52.5%
Headline metric
Movement correlation(i)
+44%
Based on values
95% CI
+42% → +46%
Pipeline
Pipeline Summary
6,835 paired data points survived the daily window.
Raw input
12,490
6,864
Normalized
12,490
6,864
Prepared
12,490
6,864
Aligned
6,835
6,835
Invalid removed
Likely range of correlation
R²(i)
19.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
6,835
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
+44%
No shift — both series at their actual dates.
6,835 overlapping points at this shift
Baseline
+44%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+44%
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
5,684
A: 5655 / B: 29
Series A
10Y-2Y Yield Spread
T10Y2Y
FRED · 12,490 raw → 12,490 prepared
Series B
EUR/USD Exchange Rate
DEXUSEU
FRED · 6,864 raw → 6,864 prepared
Sign agreement
85.2%
How often both values share the same sign.
Zero crossings
44
Estimated crossover points between normalized spreads.
Slope
0.0695
Linear regression slope.
Intercept
1.1112
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexuseu_fred-t10y2y_daily_5y