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Correlation
of values
+35%
In sync
of periods
36%
History
monthsmonths · through 2026-05
13
These move in the same direction about 36% of the time
Their swing sizes only faintly line up (~12% 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.
What to Watch
Existing Home Sales moves ~2 months before 10Y-2Y Yield Spread
Watch Existing Home Sales for an early read on 10Y-2Y Yield Spread.
Advanced
Statistics
In sync(i)
36%
Headline metric
Movement correlation(i)
+35%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
13 paired data points survived the monthly window.
Raw input
12,520
13
Normalized
12,520
13
Prepared
602
13
Aligned
13
13
Invalid removed
Likely range
R²(i)
12%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
13
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: -3 to 3 months.
Selected shift
-2 months
Correlation at this shift
+60%
+24% stronger than no-shift baseline
Existing Home Sales shifted 2 months later. Reads: "Does 10Y-2Y Yield Spread today line up with Existing Home Sales 2 months ago?"
11 overlapping points at this shift
Baseline
+35%
No-shift correlation, matching the main time-series chart above.
Peak shift
-2 months
+60%
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
2 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-70%
8 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
589
A: 589 / B: 0
Series A
10Y-2Y Yield Spread
T10Y2Y
FRED · 12,520 raw → 602 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
5
Estimated crossover points between normalized spreads.
Slope
443913.1593
Linear regression slope.
Intercept
3830435.0896
Linear regression intercept.
Saved 3 months ago · ID: fred-exhoslusm495s_fred-t10y2y_monthly_5y