SeriesMagCorrSyncOverlapThrough
Correlation
+81%
of values
In sync
57%
of periods
History
143
months · through 2026-04
These move in the same direction about 57% of the time
When one swings, the other often swings by a similar amount (~66% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
57.0%
Headline metric
Movement correlation(i)
+81%
Based on values
95% CI
+75% → +86%
Pipeline
Pipeline Summary
143 paired data points survived the monthly window.
Raw input
1,857
352
Normalized
1,857
352
Prepared
429
352
Aligned
143
143
Invalid removed
Explore
Likely range of correlation
R²(i)
66.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
143
Usable
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+81%
No shift — both series at their actual dates.
143 overlapping points at this shift
Baseline
+81%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+81%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
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
+6%
81 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
+8%
61 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
495
A: 286 / B: 209
Series A
US Gas Price
GASREGW
FRED · 1,857 raw → 429 prepared
Series B
Potential GDP
GDPPOT
FRED · 352 raw → 352 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
3344.1910
Linear regression slope.
Intercept
9121.8343
Linear regression intercept.
Saved 2 days ago · ID: fred-gasregw_fred-gdppot_5y
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.