SeriesMagCorrSyncOverlapThrough
Correlation
of values
+97%
In sync
of periods
64%
History
daysdays · through 2025-10-01
252
These move in the same direction about 64% of the time
When one swings, the other almost always swings by a closely matched amount (~94% 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
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Explore
Advanced
Statistics
In sync(i)
63.8%
Headline metric
Movement correlation(i)
+97%
Based on values
95% CI
+96% → +98%
Likely range of correlation
Pipeline
Pipeline Summary
252 paired data points survived the daily window.
Raw input
252
1,359
Normalized
252
1,359
Prepared
252
1,359
Aligned
252
252
Invalid removed
R²(i)
94.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
252
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
+97%
No shift — both series at their actual dates.
252 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
+62%
122 periods · Return correlation when both series rose
Both Falling
+58%
25 periods · Return correlation when both series fell
Diverging
-66%
102 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,107
A: 0 / B: 1107
Series A
Median Home Price
MSPUS
FRED · 252 raw → 252 prepared
Series B
PPI: All Commodities
PPIACO
FRED · 1,359 raw → 1,359 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0005
Linear regression slope.
Intercept
41.4213
Linear regression intercept.
Saved 2 days ago · ID: fred-mspus_fred-ppiaco_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.