SeriesMagCorrSyncOverlapThrough
Correlation
+99%
of values
In sync
55%
of periods
History
136
days · through 2025-10-01
These move in the same direction about 55% of the time
When one swings, the other almost always swings by a closely matched amount (~98% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Advanced
Statistics
In sync(i)
55.0%
Headline metric
Movement correlation(i)
+99%
Based on values
95% CI
+98% → +99%
Likely range of correlation
Pipeline
Pipeline Summary
136 paired data points survived the daily window.
Raw input
411
252
Normalized
411
252
Prepared
411
252
Aligned
136
136
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)
97.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
136
Usable
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
+99%
No shift — both series at their actual dates.
136 overlapping points at this shift
Baseline
+99%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+99%
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
+27%
64 periods · Return correlation when both series rose
Both Falling
+30%
7 periods · Return correlation when both series fell
Diverging
-64%
64 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
391
A: 275 / B: 116
Series A
Retail Sales
RSAFS
FRED · 411 raw → 411 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
7
Estimated crossover points between normalized spreads.
Slope
0.5974
Linear regression slope.
Intercept
20925.6520
Linear regression intercept.
Saved 3 days ago · ID: fred-mspus_fred-rsafs_5y