Correlation
of values
+98%
In sync
of periods
74%
History
daysdays · through 2025-10-01
136
These move in the same direction about 74% of the time
When one swings, the other almost always swings by a closely matched amount (~95% 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.
Explore
Advanced
Statistics
In sync(i)
74.1%
Headline metric
Movement correlation(i)
+98%
Based on values
95% CI
+97% → +98%
Pipeline
Pipeline Summary
136 paired data points survived the daily window.
Raw input
411
240
Normalized
411
240
Prepared
411
240
Aligned
136
136
Invalid removed
Likely range of correlation
R²(i)
95.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
136
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
+98%
No shift — both series at their actual dates.
136 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
+18%
97 periods · Return correlation when both series rose
Both Falling
N/A
3 periods · Return correlation when both series fell
Diverging
-95%
35 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
379
A: 275 / B: 104
Series A
Retail Sales
RSAFS
FRED · 411 raw → 411 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
62.5720
Linear regression slope.
Intercept
-9367400.8596
Linear regression intercept.
Saved 6 days ago · ID: fred-gfdebtn_fred-rsafs_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.