Correlation
of values
-64%
In sync
of periods
45%
History
daysdays · through 2026-01-01
269
These move opposite each other about 45% of the time
Their swing sizes loosely mirror each other (~41% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
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 tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
44.7%
Headline metric
Movement correlation(i)
-64%
Based on values
95% CI
-70% → -56%
Pipeline
Pipeline Summary
269 paired data points survived the daily window.
Raw input
807
317
Normalized
807
317
Prepared
807
317
Aligned
269
269
Invalid removed
Likely range of correlation
R²(i)
40.7%
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
-64%
No shift — both series at their actual dates.
269 overlapping points at this shift
Baseline
-64%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-64%
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
+14%
107 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-30%
142 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
586
A: 538 / B: 48
Series A
Personal Savings Rate
PSAVERT
FRED · 807 raw → 807 prepared
Series B
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-5.8880
Linear regression slope.
Intercept
110.8958
Linear regression intercept.
Saved 4 days ago · ID: fred-gdpdef_fred-psavert_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.