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Correlation
of % moves
+69%
In sync
of periods
71%
History
monthsmonths · through 2026-01
18
These move in the same direction about 71% of the time
When one swings, the other often swings by a similar amount (~47% 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.
Advanced
Statistics
In sync(i)
70.6%
Headline metric
Movement correlation(i)
+69%
Based on % moves
95% CI
+31% → +88%
Pipeline
Pipeline Summary
18 paired data points survived the monthly window.
Raw input
1,140
317
Normalized
1,140
317
Prepared
56
317
Aligned
18
18
Invalid removed
Likely range of correlation
R²(i)
47.1%
Variance explained
Significance
p < 0.01
Statistical confidence
Data points
18
Limited
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: -7 to 7 months.
Selected shift
No shift
Correlation at this shift
+69%
No shift — both series at their actual dates.
17 overlapping points at this shift
Baseline
+69%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+69%
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
+62%
12 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
+53%
5 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
337
A: 38 / B: 299
Series A
Meta Platforms, Inc. Class A Common Stock (META)
META
Stock · 1,140 raw → 56 prepared
Series B
US GDP
GDP
FRED · 317 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0098
Linear regression slope.
Intercept
0.0145
Linear regression intercept.
Saved 2 weeks ago · ID: fred-gdp_stock-meta_monthly_5y