SeriesMagCorrSyncOverlapThrough
Correlation
-68%
of values
In sync
43%
of periods
History
139
weeks · through 2026-14
These move opposite each other about 43% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~46% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
15Y Mortgage Rate moves ~12 weeks before Potential GDP
Watch 15Y Mortgage Rate for an early read on Potential GDP.
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)
43.5%
Headline metric
Movement correlation(i)
-68%
Based on values
95% CI
-76% → -57%
Pipeline
Pipeline Summary
139 paired data points survived the weekly window.
Raw input
1,810
352
Normalized
1,810
352
Prepared
1,810
352
Aligned
139
139
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)
45.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
139
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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
-86%
+18% stronger than no-shift baseline
Potential GDP shifted 12 weeks earlier. Reads: "Does 15Y Mortgage Rate today line up with Potential GDP 12 weeks from now?"
127 overlapping points at this shift
Baseline
-68%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
-86%
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
+9%
60 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-0%
78 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,884
A: 1671 / B: 213
Series A
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 1,810 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
-1477.5596
Linear regression slope.
Intercept
24643.7353
Linear regression intercept.
Saved yesterday · ID: fred-gdppot_fred-mortgage15us_5y