Loading market view
Loading market view
Loading correlations
Correlation
of values
+24%
In sync
of periods
49%
History
monthsmonths · through 2025-10
104
These move in the same direction about 49% of the time
Their swing sizes only faintly line up (~6% 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.
What to Watch
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)
48.6%
Headline metric
Movement correlation(i)
+24%
Based on values
95% CI
+5% → +42%
Pipeline
Pipeline Summary
104 paired data points survived the monthly window.
Raw input
240
6,606
Normalized
240
6,606
Prepared
240
317
Aligned
104
104
Invalid removed
Likely range of correlation
R²(i)
5.9%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
104
Usable
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+24%
No shift — both series at their actual dates.
104 overlapping points at this shift
Baseline
+24%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+24%
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
+16%
31 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-20%
68 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
349
A: 136 / B: 213
Series A
Debt-to-GDP Ratio
GFDEGDQ188S
FRED · 240 raw → 240 prepared
Series B
USD/VES Exchange Rate
DEXVZUS
FRED · 6,606 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
4382.1271
Linear regression slope.
Intercept
-310595.7566
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexvzus_fred-gfdegdq188s_monthly_5y