Correlation
-87%
of values
In sync
52%
of periods
History
197
weeks · through 2026-14
These move opposite each other about 52% of the time
When one swings, the other almost always swings by a closely matched amount in the opposite direction (~75% 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
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
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)
52.0%
Headline metric
Movement correlation(i)
-87%
Based on values
95% CI
-90% → -83%
Pipeline
Pipeline Summary
197 paired data points survived the weekly window.
Raw input
12,297
352
Normalized
12,297
352
Prepared
2,568
352
Aligned
197
197
Invalid removed
Explore
Likely range of correlation
R²(i)
74.8%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
197
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
No shift
Correlation at this shift
-87%
No shift — both series at their actual dates.
197 overlapping points at this shift
Baseline
-87%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-87%
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
-25%
102 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
+37%
94 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,526
A: 2371 / B: 155
Series A
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 2,568 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
-1458.6096
Linear regression slope.
Intercept
23350.7994
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs30_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.