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Dollar General Corp. (DG) vs Real-time Sahm Rule Recession Indicator
Correlation
of % moves
-31%
In sync
of periods
42%
History
monthsmonths · through 2026-04
58
These move in the same direction about 42% of the time
Their swing sizes only faintly mirror each other (~10% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Real-time Sahm Rule Recession Indicator moves ~15 months before DG
Watch Real-time Sahm Rule Recession Indicator for an early read on DG.
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)
41.7%
Headline metric
Movement correlation(i)
-31%
Based on % moves
95% CI
-53% → -6%
Likely range of correlation
Pipeline
Pipeline Summary
58 paired data points survived the monthly window.
Raw input
1,254
796
Normalized
1,254
796
Prepared
60
796
Aligned
58
58
Invalid removed
R²(i)
9.9%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
58
Thin
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: -18 to 18 months.
Selected shift
-15 months
Correlation at this shift
-45%
+14% stronger than no-shift baseline
Real-time Sahm Rule Recession Indicator shifted 15 months later. Reads: "Does Dollar General Corp. (DG) today line up with Real-time Sahm Rule Recession Indicator 15 months ago?"
36 overlapping points at this shift
Baseline
-31%
No-shift correlation, matching the main time-series chart above.
Peak shift
-15 months
-45%
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
-34%
10 periods · Return correlation when both series rose
Both Falling
+20%
10 periods · Return correlation when both series fell
Diverging
-59%
36 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
740
A: 2 / B: 738
Series A
Dollar General Corp. (DG)
DG
Stock · 1,254 raw → 60 prepared
Series B
Real-time Sahm Rule Recession Indicator
SAHMREALTIME
FRED · 796 raw → 796 prepared
Sign agreement
73.6%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-0.8102
Linear regression slope.
Intercept
-0.0077
Linear regression intercept.
Saved 3 weeks ago · ID: fred-sahmrealtime_stock-dg_monthly_5y