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Correlation
of values
-31%
In sync
of periods
47%
History
weeksweeks · through 2026-30
1,386
These move in the same direction about 47% of the time
Their swing sizes only faintly mirror each other (~10% 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)
47%
Headline metric
Movement correlation(i)
-31%
Based on values
95% CI
-36% → -26%
Pipeline
Pipeline Summary
1,386 paired data points survived the weekly window.
Raw input
2,888
6,653
Normalized
2,888
6,653
Prepared
2,888
1,386
Aligned
1,386
1,386
Invalid removed
Likely range of correlation
R²(i)
10%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
1,386
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
-31%
No shift — both series at their actual dates.
1,386 overlapping points at this shift
Baseline
-31%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-31%
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
N/A
0 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
+10%
5 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,502
A: 1502 / B: 0
Series A
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,888 raw → 2,888 prepared
Series B
USD/VES Exchange Rate
DEXVZUS
FRED · 6,653 raw → 1,386 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-111152.3503
Linear regression slope.
Intercept
675068.3535
Linear regression intercept.
Saved 3 months ago · ID: fred-dexvzus_fred-mortgage30us_weekly_5y