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Correlation
of values
+39%
In sync
of periods
64%
History
monthsmonths · through 2026-05
13
These move in the same direction about 64% of the time
Their swing sizes only faintly line up (~15% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Existing Home Sales moves ~3 months before 10Y-3M Yield Spread
Watch Existing Home Sales for an early read on 10Y-3M Yield Spread.
Advanced
Statistics
In sync(i)
64%
Headline metric
Movement correlation(i)
+39%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
13 paired data points survived the monthly window.
Raw input
11,129
13
Normalized
11,129
13
Prepared
535
13
Aligned
13
13
Invalid removed
Likely range
R²(i)
15%
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
-3 months
Correlation at this shift
+56%
+17% stronger than no-shift baseline
Existing Home Sales shifted 3 months later. Reads: "Does 10Y-3M Yield Spread today line up with Existing Home Sales 3 months ago?"
10 overlapping points at this shift
Baseline
+39%
No-shift correlation, matching the main time-series chart above.
Peak shift
-3 months
+56%
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
+93%
6 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-82%
5 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
522
A: 522 / B: 0
Series A
10Y-3M Yield Spread
T10Y3M
FRED · 11,129 raw → 535 prepared
Series B
Existing Home Sales
EXHOSLUSM495S
FRED · 13 raw → 13 prepared
Sign agreement
76.9%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
104420.3487
Linear regression slope.
Intercept
4047544.6332
Linear regression intercept.
Saved 3 months ago · ID: fred-exhoslusm495s_fred-t10y3m_monthly_5y