Loading market view
Loading market view
Loading correlations
Correlation
of % moves
+37%
In sync
of periods
61%
History
daysdays · through 2026-07-07
498
These move in the same direction about 61% of the time
Their swing sizes only faintly line up (~14% 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.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
61%
Headline metric
Movement correlation(i)
+37%
Based on % moves
95% CI
N/A
Likely range
Pipeline
Pipeline Summary
498 paired data points survived the daily window.
Raw input
729
2,512
Normalized
729
2,512
Prepared
729
2,512
Aligned
498
498
Invalid removed
14%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
497
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
+37%
No shift — both series at their actual dates.
497 overlapping points at this shift
Baseline
+37%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+37%
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
+2%
94 periods · Return correlation when both series rose
Both Falling
+30%
88 periods · Return correlation when both series fell
Diverging
-46%
67 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,245
A: 231 / B: 2014
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
0.0840
Linear regression slope.
Intercept
0.0006
Linear regression intercept.
Saved 3 months ago · ID: crypto-ltc_fred-sp500_daily_5y