SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+71%
In sync
of periods
68%
History
daysdays · through 2026-05-06
921
These move in the same direction about 68% of the time
When one swings, the other often swings by a similar amount (~50% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
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 looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
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Advanced
Statistics
In sync(i)
67.9%
Headline metric
Movement correlation(i)
+71%
Based on % moves
95% CI
+68% → +74%
Likely range of correlation
Pipeline
Pipeline Summary
921 paired data points survived the daily window.
Raw input
921
1,255
Normalized
921
1,255
Prepared
921
1,255
Aligned
921
921
Invalid removed
R²(i)
50.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
921
Deep
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
+71%
No shift — both series at their actual dates.
921 overlapping points at this shift
Baseline
+71%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+71%
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
+26%
112 periods · Return correlation when both series rose
Both Falling
+56%
87 periods · Return correlation when both series fell
Diverging
-49%
50 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
334
A: 0 / B: 334
Series A
PR
Stock · 921 raw → 921 prepared
Series B
SCHD
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
19
Estimated crossover points between normalized spreads.
Slope
0.5233
Linear regression slope.
Intercept
19.2998
Linear regression intercept.
Saved 3 hours ago · ID: stock-pr_stock-schd_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.