SeriesMagCorrSyncOverlapThrough
Correlation
+35%
of values
In sync
49%
of periods
History
165
days · through 2026-01-01
These move in the same direction about 49% of the time
Their swing sizes only faintly line up (~12% 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
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
48.8%
Headline metric
Movement correlation(i)
+35%
Based on values
95% CI
+20% → +47%
Pipeline
Pipeline Summary
165 paired data points survived the daily window.
Raw input
317
15,098
Normalized
317
15,098
Prepared
317
15,098
Aligned
165
165
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)
11.9%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
165
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+35%
No shift — both series at their actual dates.
165 overlapping points at this shift
Baseline
+35%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+35%
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
+5%
77 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-28%
84 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
15,085
A: 152 / B: 14933
Series A
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
67
Estimated crossover points between normalized spreads.
Slope
1.6408
Linear regression slope.
Intercept
5.5853
Linear regression intercept.
Saved yesterday · ID: fred-gdpdef_fred-usepuindxd_5y