SeriesMagCorrSyncOverlapThrough
Correlation
+26%
of values
In sync
51%
of periods
History
96
months · through 2026-03
These move in the same direction about 51% 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
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
Secured Overnight Financing Rate moves ~18 months before Total Vehicle Sales
Watch Secured Overnight Financing Rate for an early read on Total Vehicle Sales.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
50.5%
Headline metric
Movement correlation(i)
+26%
Based on values
95% CI
+6% → +44%
Likely range of correlation
Pipeline
Pipeline Summary
96 paired data points survived the monthly window.
Raw input
2,018
603
Normalized
2,018
603
Prepared
98
603
Aligned
96
96
Invalid removed
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.
R²(i)
6.7%
Variance explained
Significance
p < 0.05
Statistical confidence
Data points
96
Usable
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: -18 to 18 months.
Selected shift
+18 months
Correlation at this shift
+41%
+15% stronger than no-shift baseline
Total Vehicle Sales shifted 18 months earlier. Reads: "Does Secured Overnight Financing Rate today line up with Total Vehicle Sales 18 months from now?"
78 overlapping points at this shift
Baseline
+26%
No-shift correlation, matching the main time-series chart above.
Peak shift
+18 months
+41%
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
-7%
29 periods · Return correlation when both series rose
Both Falling
+90%
18 periods · Return correlation when both series fell
Diverging
-37%
48 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
509
A: 2 / B: 507
Series A
Secured Overnight Financing Rate
SOFR
FRED · 2,018 raw → 98 prepared
Series B
Total Vehicle Sales
TOTALSA
FRED · 603 raw → 603 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
0.2174
Linear regression slope.
Intercept
15.4722
Linear regression intercept.
Saved yesterday · ID: fred-sofr_fred-totalsa_5y