SeriesMagCorrOverlapThrough
Overview
Relationship
These move together about 68% of the time
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Read
When one moves up, the other tends to follow.
The saved window keeps correlation, overlap, alignment, and freshness anchored to the same computed record.
What to Watch
Holds across regimes
Correlation is similar when markets rise (+62%) and fall (+77%) — reliable in both directions.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
Time Series
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
+95%
No shift — both series at their actual dates.
2,875 overlapping points at this shift
Baseline
+95%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+95%
A non-zero peak suggests one series lines up better when shifted against the other.
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+95%
Pearson correlation
95% CI
+94% → +95%
Likely range
R²
89.9%
Variance explained
Trend agreement
67.6%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
2,875
Deep
Pipeline
Pipeline Summary
2,875 paired data points survived the weekly window.
Raw input
2,875
16,067
Normalized
2,875
16,067
Prepared
2,875
3,357
Aligned
2,875
2,875
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.
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
+62%
99 periods · Return correlation when both series rose
Both Falling
+77%
101 periods · Return correlation when both series fell
Diverging
-56%
49 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
482
A: 0 / B: 482
Series A
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Series B
DGS1
FRED · 16,067 raw → 3,357 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
73
Estimated crossover points between normalized spreads.
Slope
1.0638
Linear regression slope.
Intercept
-3.3001
Linear regression intercept.
Saved 6 hours ago · ID: fred-dgs1_fred-mortgage30us_5y