SeriesMagCorrSyncOverlapThrough
Correlation
-35%
of % moves
In sync
36%
of periods
History
261
weeks · through 2026-18
These move opposite each other about 36% of the time
Their swing sizes only faintly mirror each other (~13% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
RKT moves ~12 weeks before 30Y Mortgage Rate
Watch RKT for an early read on 30Y Mortgage Rate.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
35.8%
Headline metric
Movement correlation(i)
-35%
Based on % moves
95% CI
-46% → -24%
Likely range of correlation
Pipeline
Pipeline Summary
261 paired data points survived the weekly window.
Raw input
1,255
2,875
Normalized
1,255
2,875
Prepared
262
2,875
Aligned
261
261
Invalid removed
Explore
R²(i)
12.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
261
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: -12 to 12 weeks.
Selected shift
+12 weeks
Correlation at this shift
-42%
+7% stronger than no-shift baseline
30Y Mortgage Rate shifted 12 weeks earlier. Reads: "Does RKT today line up with 30Y Mortgage Rate 12 weeks from now?"
249 overlapping points at this shift
Baseline
-35%
No-shift correlation, matching the main time-series chart above.
Peak shift
+12 weeks
-42%
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
-34%
42 periods · Return correlation when both series rose
Both Falling
-13%
45 periods · Return correlation when both series fell
Diverging
-64%
162 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,615
A: 1 / B: 2614
Series A
RKT
Stock · 1,255 raw → 262 prepared
Series B
30Y Mortgage Rate
MORTGAGE30US
FRED · 2,875 raw → 2,875 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
18
Estimated crossover points between normalized spreads.
Slope
-0.1223
Linear regression slope.
Intercept
7.5081
Linear regression intercept.
Saved 2 days ago · ID: fred-mortgage30us_stock-rkt_5y
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.