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Correlation
of values
+36%
In sync
of periods
50%
History
daysdays · through 2026-06-05
5,121
These move in the same direction about 50% of the time
Their swing sizes only faintly line up (~13% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
50.4%
Headline metric
Movement correlation(i)
+36%
Based on values
95% CI
+33% → +38%
Pipeline
Pipeline Summary
5,121 paired data points survived the daily window.
Raw input
15,133
5,121
Normalized
15,133
5,121
Prepared
15,133
5,121
Aligned
5,121
5,121
Invalid removed
Likely range of correlation
R²(i)
12.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
5,121
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
+36%
No shift — both series at their actual dates.
5,121 overlapping points at this shift
Baseline
+36%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+36%
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
N/A
0 periods · Return correlation when both series rose
Both Falling
+52%
12 periods · Return correlation when both series fell
Diverging
+25%
8 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
10,012
A: 10012 / B: 0
Series A
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,133 raw → 15,133 prepared
Series B
US Dollar Index
DTWEXEMEGS
FRED · 5,121 raw → 5,121 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1,072
Estimated crossover points between normalized spreads.
Slope
0.0481
Linear regression slope.
Intercept
105.5372
Linear regression intercept.
Saved last month · ID: fred-dtwexemegs_fred-usepuindxd_daily_5y