SeriesMagCorrSyncOverlapThrough
Correlation
-6%
of values
In sync
51%
of periods
History
5,836
days · through 2026-04-30
These move opposite each other about 51% of the time
Their swing sizes only faintly mirror each other (~0% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
50.6%
Headline metric
Movement correlation(i)
-6%
Based on values
95% CI
-9% → -4%
Likely range of correlation
Pipeline
Pipeline Summary
5,836 paired data points survived the daily window.
Raw input
5,836
15,098
Normalized
5,836
15,098
Prepared
5,836
15,098
Aligned
5,836
5,836
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
0.4%
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
-6%
No shift — both series at their actual dates.
5,836 overlapping points at this shift
Baseline
-6%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-6%
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
+1%
62 periods · Return correlation when both series rose
Both Falling
+22%
64 periods · Return correlation when both series fell
Diverging
-58%
123 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
9,262
A: 0 / B: 9262
Series A
10Y Real Yield
DFII10
FRED · 5,836 raw → 5,836 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
83.6%
How often both values share the same sign.
Zero crossings
1,236
Estimated crossover points between normalized spreads.
Slope
-6.4928
Linear regression slope.
Intercept
132.8788
Linear regression intercept.
Saved yesterday · ID: fred-dfii10_fred-usepuindxd_5y