SeriesMagCorrOverlapThrough
These move together about 48% of the time
Weak positive
Weak relationship — not much actionable signal here beyond directional colour.
Ethereum
ETH
Smart Contract · USD pair
10Y Treasury Yield
DGS10
What to Watch
Tighter in drawdowns
Pair moves more tightly when both fall (+27%) than when both rise (+3%) — typical risk-off behaviour.
Regime-dependent
The correlation has flipped sign across time windows — not reliable as a standalone signal.
Time Series
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
+7%
No shift — both series at their actual dates.
498 overlapping points at this shift
Time series with 10Y Treasury Yield at original dates
Indexed to 100 at start
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
+7%
Pearson correlation
95% CI
-2% → +16%
Likely range
R²
0.5%
Variance explained
Trend agreement
48.1%
Same-direction moves
Significance
n.s.
Statistical confidence
Data points
498
Robust
Pipeline
Pipeline Summary
498 paired data points survived the daily window.
Raw input
730
16,066
Normalized
730
16,066
Prepared
730
16,066
Aligned
498
498
Invalid removed
Explore
The strongest positive and inverse pairs we’ve saved for each side of this comparison — good jumping-off points if this result raised a question.
ETH
Ethereum
Strongest inverse
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
+3%
56 periods · Return correlation when both series rose
Both Falling
+27%
60 periods · Return correlation when both series fell
Diverging
-57%
133 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
15,800
A: 232 / B: 15568
Series A
Ethereum
ETH
Crypto · 730 raw → 730 prepared
Series B
DGS10
FRED · 16,066 raw → 16,066 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
23
Estimated crossover points between normalized spreads.
Slope
0.0000
Linear regression slope.
Intercept
4.1858
Linear regression intercept.
Saved 2 days ago · ID: crypto:eth|fred:dgs10|5Y