SeriesMagCorrSyncOverlapThrough
Correlation
of values
-69%
In sync
of periods
41%
History
daysdays · through 2026-03-01
230
These move opposite each other about 41% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~48% 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
Slipping tighter
The recent pattern is tighter 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.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
40.9%
Headline metric
Movement correlation(i)
-69%
Based on values
95% CI
-75% → -62%
Likely range of correlation
Pipeline
Pipeline Summary
230 paired data points survived the daily window.
Raw input
231
386
Normalized
231
386
Prepared
231
386
Aligned
230
230
Invalid removed
R²(i)
47.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
230
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
-69%
No shift — both series at their actual dates.
230 overlapping points at this shift
Baseline
-69%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-69%
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
-7%
56 periods · Return correlation when both series rose
Both Falling
-12%
20 periods · Return correlation when both series fell
Diverging
-80%
153 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
157
A: 1 / B: 156
Series A
Real Personal Consumption
PCEC96
FRED · 231 raw → 231 prepared
Series B
U-6 Unemployment Rate
U6RATE
FRED · 386 raw → 386 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-0.0014
Linear regression slope.
Intercept
29.2505
Linear regression intercept.
Saved 2 days ago · ID: fred-pcec96_fred-u6rate_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.