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Correlation
of values
-28%
In sync
of periods
68%
History
daysdays · through 2026-07-06
12,341
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).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
68%
Headline metric
Movement correlation(i)
-28%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
12,341 paired data points survived the daily window.
Raw input
12,520
12,341
Normalized
12,520
12,341
Prepared
12,520
12,341
Aligned
12,341
12,341
Invalid removed
Likely range
R²(i)
8%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
12,341
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.
12,341 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 · 12,520 raw → 12,520 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,341 raw → 12,341 prepared
Sign agreement
83.4%
How often both values share the same sign.
Zero crossings
33
Estimated crossover points between normalized spreads.
Slope
-0.8916
Linear regression slope.
Intercept
6.9089
Linear regression intercept.
Saved 3 months ago · ID: fred-dgs30_fred-t10y2y_daily_5y