Loading market view
Loading market view
Loading correlations
Correlation
of values
-28%
In sync
of periods
68%
History
daysdays · through 2026-06-05
12,322
These move in the same direction about 68% of the time
Their swing sizes only faintly mirror each other (~8% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
68.2%
Headline metric
Movement correlation(i)
-28%
Based on values
95% CI
-29% → -26%
Pipeline
Pipeline Summary
12,322 paired data points survived the daily window.
Raw input
12,501
12,322
Normalized
12,501
12,322
Prepared
12,501
12,322
Aligned
12,322
12,322
Invalid removed
Likely range of correlation
R²(i)
7.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
12,322
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
-28%
No shift — both series at their actual dates.
12,322 overlapping points at this shift
Baseline
-28%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-28%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
179
A: 179 / B: 0
Series A
10Y-2Y Yield Spread
T10Y2Y
FRED · 12,501 raw → 12,501 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,322 raw → 12,322 prepared
Sign agreement
83.3%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
-0.8931
Linear regression slope.
Intercept
6.9127
Linear regression intercept.
Saved last month · ID: fred-dgs30_fred-t10y2y_daily_5y