SeriesMagCorrSyncOverlapThrough
Correlation
of values
+97%
In sync
of periods
77%
History
daysdays · through 2025-10-01
76
These move in the same direction about 77% of the time
When one swings, the other almost always swings by a closely matched amount (~94% 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.
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Advanced
Statistics
In sync(i)
77.3%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+95% → +98%
Pipeline
Pipeline Summary
76 paired data points survived the daily window.
Raw input
231
240
Normalized
231
240
Prepared
231
240
Aligned
76
76
Invalid removed
Likely range of correlation
R²(i)
93.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
76
Thin
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
+97%
No shift — both series at their actual dates.
76 overlapping points at this shift
Baseline
+97%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+97%
A non-zero peak suggests one series lines up better when shifted against the other.
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%
58 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-96%
17 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
319
A: 155 / B: 164
Series A
Real Personal Consumption
PCEC96
FRED · 231 raw → 231 prepared
Series B
Federal Debt
GFDEBTN
FRED · 240 raw → 240 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
4645.0377
Linear regression slope.
Intercept
-39968399.5862
Linear regression intercept.
Saved 4 days ago · ID: fred-gfdebtn_fred-pcec96_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.