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Correlation
of values
+55%
In sync
of periods
50%
History
monthsmonths · through 2026-04
12
These move in the same direction about 50% of the time
Their swing sizes loosely line up (~30% 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)
50.0%
Headline metric
Movement correlation(i)
+55%
Based on values
95% CI
-3% → +86%
Pipeline
Pipeline Summary
12 paired data points survived the monthly window.
Raw input
797
13
Normalized
797
13
Prepared
797
13
Aligned
12
12
Invalid removed
Likely range of correlation
R²(i)
30.5%
Variance explained
Significance
n.s.
Statistical confidence
Data points
12
Limited
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: -1 to 1 months.
Selected shift
No shift
Correlation at this shift
+55%
No shift — both series at their actual dates.
12 overlapping points at this shift
Baseline
+55%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+55%
A non-zero peak suggests one series lines up better when shifted against the other.
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
1 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-53%
6 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
786
A: 785 / B: 1
Series A
Real-time Sahm Rule Recession Indicator
SAHMREALTIME
FRED · 797 raw → 797 prepared
Series B
Existing Home Sales
EXHOSLUSM495S
FRED · 13 raw → 13 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
438826.6158
Linear regression slope.
Intercept
3955778.6788
Linear regression intercept.
Saved last month · ID: fred-exhoslusm495s_fred-sahmrealtime_monthly_5y