SeriesMagCorrSyncOverlapThrough
Correlation
of values
+97%
In sync
of periods
65%
History
daysdays · through 2025-10-01
76
These move in the same direction about 65% of the time
When one swings, the other almost always swings by a closely matched amount (~93% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Explore
Advanced
Statistics
In sync(i)
65.3%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+95% → +98%
Likely range of correlation
Pipeline
Pipeline Summary
76 paired data points survived the daily window.
Raw input
231
252
Normalized
231
252
Prepared
231
252
Aligned
76
76
Invalid removed
R²(i)
93.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
76
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
No shift
Correlation at this shift
+97%
No shift — both series at their actual dates.
76 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.
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
+17%
43 periods · Return correlation when both series rose
Both Falling
+35%
6 periods · Return correlation when both series fell
Diverging
-43%
26 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
331
A: 155 / B: 176
Series A
Real Personal Consumption
PCEC96
FRED · 231 raw → 231 prepared
Series B
Median Home Price
MSPUS
FRED · 252 raw → 252 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
40.6109
Linear regression slope.
Intercept
-223655.7489
Linear regression intercept.
Saved 4 days ago · ID: fred-mspus_fred-pcec96_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.