SeriesMagCorrSyncOverlapThrough
Correlation
+100%
of values
In sync
95%
of periods
History
12,297
days · through 2026-04-30
These move in the same direction about 95% of the time
When one swings, the other almost always swings by a closely matched amount (~99% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
In sync(i)
94.6%
Headline metric
Movement correlation(i)
+100%
Based on values
95% CI
+100% → +100%
Likely range of correlation
Pipeline
Pipeline Summary
12,297 paired data points survived the daily window.
Raw input
16,067
12,297
Normalized
16,067
12,297
Prepared
16,067
12,297
Aligned
12,297
12,297
Invalid removed
Explore
R²(i)
99.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
12,297
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
+100%
No shift — both series at their actual dates.
12,297 overlapping points at this shift
Baseline
+100%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+100%
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
+97%
119 periods · Return correlation when both series rose
Both Falling
+96%
123 periods · Return correlation when both series fell
Diverging
-70%
7 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
3,770
A: 3770 / B: 0
Series A
10Y Treasury Yield
DGS10
FRED · 16,067 raw → 16,067 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 12,297 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
145
Estimated crossover points between normalized spreads.
Slope
0.9097
Linear regression slope.
Intercept
0.9027
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs10_fred-dgs30_5y
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.