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Correlation
of % moves
+34%
In sync
of periods
60%
History
daysdays · through 2026-09-08
495
These move in the same direction about 60% of the time
Their swing sizes only faintly line up (~12% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
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
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
In sync(i)
60%
Headline metric
Movement correlation(i)
+34%
Based on % moves
95% CI
+26% → +42%
Likely range of correlation
Pipeline
Pipeline Summary
495 paired data points survived the daily window.
Raw input
729
2,512
Normalized
729
2,512
Prepared
729
2,512
Aligned
495
495
Invalid removed
R²(i)
12%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
494
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
+34%
No shift — both series at their actual dates.
494 overlapping points at this shift
Baseline
+34%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+34%
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
+1%
90 periods · Return correlation when both series rose
Both Falling
+27%
82 periods · Return correlation when both series fell
Diverging
-43%
77 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,251
A: 234 / B: 2017
Series A
Litecoin (LTC)
LTC
Crypto · 729 raw → 729 prepared
Series B
S&P 500
SP500
FRED · 2,512 raw → 2,512 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
0.0754
Linear regression slope.
Intercept
0.0006
Linear regression intercept.
Saved 4 months ago · ID: crypto-ltc_fred-sp500_daily_5y