SeriesMagCorrSyncOverlapThrough
Correlation
-8%
of % moves
In sync
28%
of periods
History
75
days · through 2026-05-01
These move opposite each other about 28% of the time
Their swing sizes only faintly mirror each other (~1% 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
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
US Economic Policy Uncertainty moves ~5 days before MRSH
Watch US Economic Policy Uncertainty for an early read on MRSH.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Advanced
Statistics
In sync(i)
28.4%
Headline metric
Movement correlation(i)
-8%
Based on % moves
95% CI
-30% → +15%
Likely range of correlation
Pipeline
Pipeline Summary
75 paired data points survived the daily window.
Raw input
76
15,098
Normalized
76
15,098
Prepared
76
15,098
Aligned
75
75
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)
0.7%
Variance explained
Significance
n.s.
Statistical confidence
Data points
75
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: -6 to 6 days.
Selected shift
-5 days
Correlation at this shift
+24%
+16% stronger than no-shift baseline
US Economic Policy Uncertainty shifted 5 days later. Reads: "Does MRSH today line up with US Economic Policy Uncertainty 5 days ago?"
70 overlapping points at this shift
Baseline
-8%
No-shift correlation, matching the main time-series chart above.
Peak shift
-5 days
+24%
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
-27%
11 periods · Return correlation when both series rose
Both Falling
+64%
10 periods · Return correlation when both series fell
Diverging
-43%
53 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
15,024
A: 1 / B: 15023
Series A
MRSH
Stock · 76 raw → 76 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
30
Estimated crossover points between normalized spreads.
Slope
-1.4772
Linear regression slope.
Intercept
609.6673
Linear regression intercept.
Saved yesterday · ID: fred-usepuindxd_stock-mrsh_5y