SeriesMagCorrSyncOverlapThrough
Correlation
+87%
of values
In sync
52%
of periods
History
269
days · through 2026-01-01
These move in the same direction about 52% of the time
When one swings, the other almost always swings by a closely matched amount (~76% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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)
51.7%
Headline metric
Movement correlation(i)
+87%
Based on values
95% CI
+84% → +90%
Pipeline
Pipeline Summary
269 paired data points survived the daily window.
Raw input
317
807
Normalized
317
807
Prepared
317
807
Aligned
269
269
Invalid removed
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.
Likely range of correlation
R²(i)
75.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
269
Robust
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
+87%
No shift — both series at their actual dates.
269 overlapping points at this shift
Baseline
+87%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+87%
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
+53%
131 periods · Return correlation when both series rose
Both Falling
N/A
1 periods · Return correlation when both series fell
Diverging
-78%
117 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
586
A: 48 / B: 538
Series A
US GDP
GDP
FRED · 317 raw → 317 prepared
Series B
Bank Reserves
TOTRESNS
FRED · 807 raw → 807 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.1167
Linear regression slope.
Intercept
-426.3206
Linear regression intercept.
Saved yesterday · ID: fred-gdp_fred-totresns_5y