SeriesMagCorrOverlapThrough
These move together about 48% of the time
Light positive
Weak relationship — not much actionable signal here beyond directional colour.
Filecoin
FIL
Storage · USD pair
10Y Treasury Yield
DGS10
What to Watch
Unusual right now
Recent correlation (-42%) is 2.2σ from the long-run average of +26% — pair is behaving differently than usual.
Holds across regimes
Correlation is similar when markets rise (-12%) and fall (+9%) — reliable in both directions.
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
+26%
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
+26%
Pearson correlation
95% CI
+18% → +34%
Likely range
R²
6.9%
Variance explained
Trend agreement
48.5%
Same-direction moves
Significance
p < 0.001
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.
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
-12%
66 periods · Return correlation when both series rose
Both Falling
+9%
71 periods · Return correlation when both series fell
Diverging
-55%
112 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
Filecoin
FIL
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
13
Estimated crossover points between normalized spreads.
Slope
0.0356
Linear regression slope.
Intercept
4.1374
Linear regression intercept.
Saved 2 days ago · ID: crypto:fil|fred:dgs10|5Y