SeriesMagCorrSyncOverlapThrough
Correlation
+88%
of values
In sync
41%
of periods
History
1,188
days · through 2026-04-30
These move in the same direction about 41% of the time
When one swings, the other almost always swings by a closely matched amount (~78% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
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)
41.2%
Headline metric
Movement correlation(i)
+88%
Based on values
95% CI
+87% → +89%
Pipeline
Pipeline Summary
1,188 paired data points survived the daily window.
Raw input
16,067
1,741
Normalized
16,067
1,741
Prepared
16,067
1,741
Aligned
1,188
1,188
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.
Likely range of correlation
R²(i)
77.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,188
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
+88%
No shift — both series at their actual dates.
1,188 overlapping points at this shift
Baseline
+88%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+88%
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
-46%
8 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-5%
239 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
15,432
A: 14879 / B: 553
Series A
10Y Treasury Yield
DGS10
FRED · 16,067 raw → 16,067 prepared
Series B
Interest on Reserve Balances
IORB
FRED · 1,741 raw → 1,741 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
28
Estimated crossover points between normalized spreads.
Slope
1.7039
Linear regression slope.
Intercept
-2.5391
Linear regression intercept.
Saved yesterday · ID: fred-dgs10_fred-iorb_5y