SeriesMagCorrSyncOverlapThrough
Correlation
-16%
of values
In sync
52%
of periods
History
10,336
days · through 2026-04-30
These move opposite each other about 52% of the time
Their swing sizes only faintly mirror each other (~3% 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
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
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)
52.1%
Headline metric
Movement correlation(i)
-16%
Based on values
95% CI
-18% → -14%
Likely range of correlation
Pipeline
Pipeline Summary
10,336 paired data points survived the daily window.
Raw input
16,067
15,098
Normalized
16,067
15,098
Prepared
16,067
15,098
Aligned
10,336
10,336
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)
2.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
10,336
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
-16%
No shift — both series at their actual dates.
10,336 overlapping points at this shift
Baseline
-16%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-16%
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
-3%
58 periods · Return correlation when both series rose
Both Falling
+33%
49 periods · Return correlation when both series fell
Diverging
-63%
142 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
10,493
A: 5731 / B: 4762
Series A
1Y Treasury Yield
DGS1
FRED · 16,067 raw → 16,067 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
2,742
Estimated crossover points between normalized spreads.
Slope
-5.4779
Linear regression slope.
Intercept
132.1915
Linear regression intercept.
Saved yesterday · ID: fred-dgs1_fred-usepuindxd_5y