Correlation
-81%
of values
In sync
57%
of periods
History
195
weeks · through 2025-40
These move opposite each other about 57% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~66% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
30Y Treasury Yield moves ~12 weeks before Median Home Price
Watch 30Y Treasury Yield for an early read on Median Home Price.
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.
Advanced
Statistics
In sync(i)
57.0%
Headline metric
Movement correlation(i)
-81%
Based on values
95% CI
-86% → -76%
Likely range of correlation
Pipeline
Pipeline Summary
195 paired data points survived the weekly window.
Raw input
252
12,297
Normalized
252
12,297
Prepared
252
2,568
Aligned
195
195
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.
R²(i)
66.2%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
195
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
-87%
+6% stronger than no-shift baseline
30Y Treasury Yield shifted 12 weeks later. Reads: "Does Median Home Price today line up with 30Y Treasury Yield 12 weeks ago?"
183 overlapping points at this shift
Baseline
-81%
No-shift correlation, matching the main time-series chart above.
Peak shift
-12 weeks
-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
-23%
70 periods · Return correlation when both series rose
Both Falling
+5%
36 periods · Return correlation when both series fell
Diverging
-34%
88 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,430
A: 57 / B: 2373
Series A
Median Home Price
MSPUS
FRED · 252 raw → 252 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 2,568 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0000
Linear regression slope.
Intercept
10.6716
Linear regression intercept.
Saved yesterday · ID: fred-dgs30_fred-mspus_5y