SeriesMagCorrSyncOverlapThrough
Correlation
-85%
of values
In sync
51%
of periods
History
590
months · through 2026-03
These move opposite each other about 51% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~72% 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 tighter
The recent pattern is tighter 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)
50.6%
Headline metric
Movement correlation(i)
-85%
Based on values
95% CI
-87% → -82%
Pipeline
Pipeline Summary
590 paired data points survived the monthly window.
Raw input
807
12,297
Normalized
807
12,297
Prepared
807
591
Aligned
590
590
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)
71.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
590
Robust
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
-85%
No shift — both series at their actual dates.
590 overlapping points at this shift
Baseline
-85%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-85%
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
+26%
127 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-24%
118 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
218
A: 217 / B: 1
Series A
Core PCE Price Index
PCEPILFE
FRED · 807 raw → 807 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 591 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-0.1026
Linear regression slope.
Intercept
14.0415
Linear regression intercept.
Saved yesterday · ID: fred-dgs30_fred-pcepilfe_5y