SeriesMagCorrSyncOverlapThrough
Correlation
-78%
of values
In sync
55%
of periods
History
200
weeks · through 2026-14
These move opposite each other about 55% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~61% 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
2Y Treasury Yield moves ~12 weeks before Potential GDP
Watch 2Y Treasury Yield for an early read on Potential GDP.
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)
54.8%
Headline metric
Movement correlation(i)
-78%
Based on values
95% CI
-83% → -72%
Pipeline
Pipeline Summary
200 paired data points survived the weekly window.
Raw input
12,475
352
Normalized
12,475
352
Prepared
2,605
352
Aligned
200
200
Invalid removed
Explore
Likely range of correlation
R²(i)
60.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
200
Usable
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
+12 weeks
Correlation at this shift
-84%
+6% stronger than no-shift baseline
Potential GDP shifted 12 weeks earlier. Reads: "Does 2Y Treasury Yield today line up with Potential GDP 12 weeks from now?"
188 overlapping points at this shift
Baseline
-78%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
-84%
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
-27%
109 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
+36%
90 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,557
A: 2405 / B: 152
Series A
2Y Treasury Yield
DGS2
FRED · 12,475 raw → 2,605 prepared
Series B
Potential GDP
GDPPOT
FRED · 352 raw → 352 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-1078.9940
Linear regression slope.
Intercept
19619.1300
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs2_fred-gdppot_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.