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Correlation
of % moves
+37%
In sync
of periods
55%
History
monthsmonths · through 2026-07
40
These move in the same direction about 55% of the time
Their swing sizes only faintly line up (~13% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
IBIT moves ~7 months before Sticky Price CPI
Watch IBIT for an early read on Sticky Price CPI.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
55%
Headline metric
Movement correlation(i)
+37%
Based on % moves
95% CI
+5% → +61%
Likely range of correlation
Pipeline
Pipeline Summary
40 paired data points survived the monthly window.
Raw input
703
830
Normalized
703
830
Prepared
703
42
Aligned
40
40
Invalid removed
R²(i)
13%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points(i)
38
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: -18 to 18 months.
Selected shift
-7 months
Correlation at this shift
+61%
+25% stronger than no-shift baseline
IBIT shifted 7 months later. Reads: "Does Sticky Price CPI today line up with IBIT 7 months ago?"
24 overlapping points at this shift
Baseline
+37%
No-shift correlation, matching the main time-series chart above.
Peak shift
-7 months
+61%
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
+25%
8 periods · Return correlation when both series rose
Both Falling
+10%
13 periods · Return correlation when both series fell
Diverging
-26%
17 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
665
A: 663 / B: 2
Series A
Sticky Price CPI
CORESTICKM159SFRBATL
FRED · 703 raw → 703 prepared
Series B
IBIT
Stock · 830 raw → 42 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
4
Estimated crossover points between normalized spreads.
Slope
1.3926
Linear regression slope.
Intercept
0.0283
Linear regression intercept.
Saved 2 weeks ago · ID: fred-corestickm159sfrbatl_stock-ibit_monthly_5y