Loading market view
Loading market view
Loading correlations
Correlation
of values
-27%
In sync
of periods
45%
History
monthsmonths · through 2026-05
13
These move in the same direction about 45% of the time
Their swing sizes only faintly mirror each other (~7% 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
Existing Home Sales moves ~3 months before 10Y Real Yield
Watch Existing Home Sales for an early read on 10Y Real Yield.
Advanced
Statistics
In sync(i)
45%
Headline metric
Movement correlation(i)
-27%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
13 paired data points survived the monthly window.
Raw input
5,880
13
Normalized
5,880
13
Prepared
283
13
Aligned
13
13
Invalid removed
Likely range
R²(i)
7%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
13
Limited
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: -3 to 3 months.
Selected shift
-3 months
Correlation at this shift
+50%
+23% stronger than no-shift baseline
Existing Home Sales shifted 3 months later. Reads: "Does 10Y Real Yield today line up with Existing Home Sales 3 months ago?"
10 overlapping points at this shift
Baseline
-27%
No-shift correlation, matching the main time-series chart above.
Peak shift
-3 months
+50%
A non-zero peak suggests one series lines up better when shifted against the other.
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
4 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-60%
7 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
270
A: 270 / B: 0
Series A
10Y Real Yield
DFII10
FRED · 5,880 raw → 283 prepared
Series B
Existing Home Sales
EXHOSLUSM495S
FRED · 13 raw → 13 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
-184657.8215
Linear regression slope.
Intercept
4431145.0107
Linear regression intercept.
Saved 3 months ago · ID: fred-dfii10_fred-exhoslusm495s_monthly_5y