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Correlation
of values
-11%
In sync
of periods
52%
History
weeksweeks · through 2026-20
1,376
These move opposite each other about 52% of the time
Their swing sizes only faintly mirror each other (~1% 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.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
51.7%
Headline metric
Movement correlation(i)
-11%
Based on values
95% CI
-16% → -5%
Likely range of correlation
Pipeline
Pipeline Summary
1,376 paired data points survived the weekly window.
Raw input
1,690
6,606
Normalized
1,690
6,606
Prepared
1,690
1,376
Aligned
1,376
1,376
Invalid removed
R²(i)
1.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,376
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
-11%
No shift — both series at their actual dates.
1,376 overlapping points at this shift
Baseline
-11%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-11%
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
-17%
48 periods · Return correlation when both series rose
Both Falling
-24%
15 periods · Return correlation when both series fell
Diverging
-3%
186 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
314
A: 314 / B: 0
Series A
St. Louis Financial Stress Index
STLFSI4
FRED · 1,690 raw → 1,690 prepared
Series B
USD/VES Exchange Rate
DEXVZUS
FRED · 6,606 raw → 1,376 prepared
Sign agreement
37.5%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
-48152.5420
Linear regression slope.
Intercept
95519.5775
Linear regression intercept.
Saved 2 weeks ago · ID: fred-dexvzus_fred-stlfsi4_weekly_5y