SeriesMagCorrSyncOverlapThrough
Correlation
of values
+98%
In sync
of periods
96%
History
daysdays · through 2026-01-01
269
These move in the same direction about 96% of the time
When one swings, the other almost always swings by a closely matched amount (~96% 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
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
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Advanced
Statistics
In sync(i)
96.3%
Headline metric
Movement correlation(i)
+98%
Based on values
95% CI
+97% → +98%
Pipeline
Pipeline Summary
269 paired data points survived the daily window.
Raw input
807
352
Normalized
807
352
Prepared
807
352
Aligned
269
269
Invalid removed
Likely range of correlation
R²(i)
95.5%
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
+98%
No shift — both series at their actual dates.
269 overlapping points at this shift
Baseline
+98%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+98%
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
+44%
239 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-57%
10 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
621
A: 538 / B: 83
Series A
Personal Consumption
PCE
FRED · 807 raw → 807 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
2
Estimated crossover points between normalized spreads.
Slope
1.0443
Linear regression slope.
Intercept
5431.5882
Linear regression intercept.
Saved 2 days ago · ID: fred-gdppot_fred-pce_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.