Correlation
of values
-7%
In sync
of periods
51%
History
daysdays · through 2026-05-01
3,233
These move opposite each other about 51% of the time
Their swing sizes only faintly mirror each other (~1% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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.
Swings around
Their relationship swings around — sometimes tight, sometimes loose. Don't trust a single snapshot.
Explore
Advanced
Statistics
In sync(i)
50.8%
Headline metric
Movement correlation(i)
-7%
Based on values
95% CI
-11% → -4%
Likely range of correlation
Pipeline
Pipeline Summary
3,233 paired data points survived the daily window.
Raw input
3,233
15,098
Normalized
3,233
15,098
Prepared
3,233
15,098
Aligned
3,233
3,233
Invalid removed
R²(i)
0.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
3,233
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
-7%
No shift — both series at their actual dates.
3,233 overlapping points at this shift
Baseline
-7%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-7%
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
-28%
83 periods · Return correlation when both series rose
Both Falling
-17%
83 periods · Return correlation when both series fell
Diverging
-26%
83 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
11,865
A: 0 / B: 11865
Series A
Overnight Reverse Repo
RRPONTSYD
FRED · 3,233 raw → 3,233 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
48
Estimated crossover points between normalized spreads.
Slope
-0.0130
Linear regression slope.
Intercept
149.8765
Linear regression intercept.
Saved 4 days ago · ID: fred-rrpontsyd_fred-usepuindxd_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.