SeriesMagCorrSyncOverlapThrough
Correlation
+26%
of values
In sync
52%
of periods
History
494
days · through 2026-03-01
These move in the same direction about 52% of the time
Their swing sizes only faintly line up (~7% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
51.6%
Headline metric
Movement correlation(i)
+26%
Based on values
95% CI
+18% → +34%
Likely range of correlation
Pipeline
Pipeline Summary
494 paired data points survived the daily window.
Raw input
795
15,098
Normalized
795
15,098
Prepared
795
15,098
Aligned
494
494
Invalid removed
Explore
R²(i)
7.0%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
494
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+26%
No shift — both series at their actual dates.
494 overlapping points at this shift
Baseline
+26%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+26%
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
+30%
56 periods · Return correlation when both series rose
Both Falling
-4%
57 periods · Return correlation when both series fell
Diverging
-35%
136 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
14,905
A: 301 / B: 14604
Series A
Real-time Sahm Rule Recession Indicator
SAHMREALTIME
FRED · 795 raw → 795 prepared
Series B
US Economic Policy Uncertainty
USEPUINDXD
FRED · 15,098 raw → 15,098 prepared
Sign agreement
59.3%
How often both values share the same sign.
Zero crossings
161
Estimated crossover points between normalized spreads.
Slope
26.5822
Linear regression slope.
Intercept
118.2955
Linear regression intercept.
Saved 2 days ago · ID: fred-sahmrealtime_fred-usepuindxd_5y
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Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.