Correlation
of values
+99%
In sync
of periods
68%
History
daysdays · through 2025-10-01
252
These move in the same direction about 68% of the time
When one swings, the other almost always swings by a closely matched amount (~97% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
68.3%
Headline metric
Movement correlation(i)
+99%
Based on values
95% CI
+98% → +99%
Likely range of correlation
Pipeline
Pipeline Summary
252 paired data points survived the daily window.
Raw input
317
252
Normalized
317
252
Prepared
317
252
Aligned
252
252
Invalid removed
R²(i)
97.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
252
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
+99%
No shift — both series at their actual dates.
252 overlapping points at this shift
Baseline
+99%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+99%
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
+28%
149 periods · Return correlation when both series rose
Both Falling
+55%
15 periods · Return correlation when both series fell
Diverging
-46%
85 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
65
A: 65 / B: 0
Series A
Real GDP
GDPC1
FRED · 317 raw → 317 prepared
Series B
Median Home Price
MSPUS
FRED · 252 raw → 252 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
20.3884
Linear regression slope.
Intercept
-88418.4280
Linear regression intercept.
Saved 5 days ago · ID: fred-gdpc1_fred-mspus_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.