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Correlation
of values
+90%
In sync
of periods
59%
History
monthsmonths · through 2026-05
773
These move in the same direction about 59% of the time
When one swings, the other almost always swings by a closely matched amount (~81% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
58.7%
Headline metric
Movement correlation(i)
+90%
Based on values
95% CI
+89% → +91%
Pipeline
Pipeline Summary
773 paired data points survived the monthly window.
Raw input
863
16,092
Normalized
863
16,092
Prepared
863
774
Aligned
773
773
Invalid removed
Likely range of correlation
R²(i)
81.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
773
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+90%
No shift — both series at their actual dates.
773 overlapping points at this shift
Baseline
+90%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+90%
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
N/A
4 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-33%
12 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
91
A: 90 / B: 1
Series A
Fed Funds Rate
FEDFUNDS
FRED · 863 raw → 863 prepared
Series B
10Y Treasury Yield
DGS10
FRED · 16,092 raw → 774 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
39
Estimated crossover points between normalized spreads.
Slope
0.7266
Linear regression slope.
Intercept
2.2885
Linear regression intercept.
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