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Correlation
of % moves
+43%
In sync
of periods
72%
History
monthsmonths · through 2026-01
19
These move in the same direction about 72% of the time
Their swing sizes loosely line up (~19% 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
PSTG moves ~8 months before Median Home Price
Watch PSTG for an early read on Median Home Price.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Advanced
Statistics
In sync(i)
72.2%
Headline metric
Movement correlation(i)
+43%
Based on % moves
95% CI
-4% → +75%
Likely range of correlation
Pipeline
Pipeline Summary
19 paired data points survived the monthly window.
Raw input
1,228
253
Normalized
1,228
253
Prepared
60
253
Aligned
19
19
Invalid removed
R²(i)
18.7%
Variance explained
Significance
n.s.
Statistical confidence
Data points
19
Limited
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: -8 to 8 months.
Selected shift
+8 months
Correlation at this shift
-52%
+9% stronger than no-shift baseline
Median Home Price shifted 8 months earlier. Reads: "Does PSTG today line up with Median Home Price 8 months from now?"
10 overlapping points at this shift
Baseline
+43%
No-shift correlation, matching the main time-series chart above.
Peak shift
+8 months
-52%
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
-33%
8 periods · Return correlation when both series rose
Both Falling
-89%
5 periods · Return correlation when both series fell
Diverging
-91%
5 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
275
A: 41 / B: 234
Series A
PSTG
Stock · 1,228 raw → 60 prepared
Series B
Median Home Price
MSPUS
FRED · 253 raw → 253 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
6
Estimated crossover points between normalized spreads.
Slope
0.0455
Linear regression slope.
Intercept
-0.0022
Linear regression intercept.
Saved 2 weeks ago · ID: fred-mspus_stock-pstg_monthly_5y