SeriesMagCorrSyncOverlapThrough
Correlation
+97%
of values
In sync
72%
of periods
History
417
months · through 2026-04
These move in the same direction about 72% of the time
When one swings, the other almost always swings by a closely matched amount (~94% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently looser than usual — the pair is behaving differently than its long-run pattern.
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)
71.6%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+97% → +98%
Likely range of correlation
Pipeline
Pipeline Summary
417 paired data points survived the monthly window.
Raw input
532
1,810
Normalized
532
1,810
Prepared
532
417
Aligned
417
417
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
94.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
417
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
+97%
No shift — both series at their actual dates.
417 overlapping points at this shift
Baseline
+97%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+97%
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
+76%
86 periods · Return correlation when both series rose
Both Falling
+56%
112 periods · Return correlation when both series fell
Diverging
-58%
51 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
115
A: 115 / B: 0
Series A
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 532 raw → 532 prepared
Series B
15Y Mortgage Rate
MORTGAGE15US
FRED · 1,810 raw → 417 prepared
Sign agreement
94.0%
How often both values share the same sign.
Zero crossings
18
Estimated crossover points between normalized spreads.
Slope
1.5128
Linear regression slope.
Intercept
2.7496
Linear regression intercept.
Saved yesterday · ID: fred-mortgage15us_fred-reaintratrearat10y_5y