SeriesMagCorrSyncOverlapThrough
Correlation
of values
+94%
In sync
of periods
89%
History
daysdays · through 2026-04-30
5,836
These move in the same direction about 89% of the time
When one swings, the other almost always swings by a closely matched amount (~88% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Explore
Advanced
Statistics
In sync(i)
88.6%
Headline metric
Movement correlation(i)
+94%
Based on values
95% CI
+94% → +94%
Likely range of correlation
Pipeline
Pipeline Summary
5,836 paired data points survived the daily window.
Raw input
16,067
5,836
Normalized
16,067
5,836
Prepared
16,067
5,836
Aligned
5,836
5,836
Invalid removed
R²(i)
88.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,836
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
+94%
No shift — both series at their actual dates.
5,836 overlapping points at this shift
Baseline
+94%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+94%
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
+77%
112 periods · Return correlation when both series rose
Both Falling
+72%
117 periods · Return correlation when both series fell
Diverging
-55%
20 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
10,231
A: 10231 / B: 0
Series A
10Y Treasury Yield
DGS10
FRED · 16,067 raw → 16,067 prepared
Series B
10Y Real Yield
DFII10
FRED · 5,836 raw → 5,836 prepared
Sign agreement
83.6%
How often both values share the same sign.
Zero crossings
101
Estimated crossover points between normalized spreads.
Slope
0.8296
Linear regression slope.
Intercept
-1.5786
Linear regression intercept.
Saved 4 days ago · ID: fred-dfii10_fred-dgs10_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.