SeriesMagCorrSyncOverlapThrough
Correlation
of values
+94%
In sync
of periods
72%
History
weeksweeks · through 2026-18
1,810
These move in the same direction about 72% of the time
When one swings, the other almost always swings by a closely matched amount (~88% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
72.0%
Headline metric
Movement correlation(i)
+94%
Based on values
95% CI
+93% → +94%
Likely range of correlation
Pipeline
Pipeline Summary
1,810 paired data points survived the weekly window.
Raw input
12,297
1,810
Normalized
12,297
1,810
Prepared
2,568
1,810
Aligned
1,810
1,810
Invalid removed
R²(i)
87.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,810
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
+94%
No shift — both series at their actual dates.
1,810 overlapping points at this shift
Baseline
+94%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+94%
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
+71%
100 periods · Return correlation when both series rose
Both Falling
+63%
111 periods · Return correlation when both series fell
Diverging
-23%
38 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
758
A: 758 / B: 0
Series A
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 2,568 prepared
Series B
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 1,810 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
58
Estimated crossover points between normalized spreads.
Slope
1.0206
Linear regression slope.
Intercept
0.5718
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs30_fred-mortgage15us_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.