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Correlation
of % moves
+41%
In sync
of periods
64%
History
daysdays · through 2026-05-21
496
These move in the same direction about 64% of the time
Their swing sizes loosely line up (~17% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
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
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
Mostly stable
The relationship drifts a little but stays in the same neighbourhood.
Advanced
Statistics
In sync(i)
64.4%
Headline metric
Movement correlation(i)
+41%
Based on % moves
95% CI
+33% → +48%
Likely range of correlation
Pipeline
Pipeline Summary
496 paired data points survived the daily window.
Raw input
729
2,514
Normalized
729
2,514
Prepared
729
2,514
Aligned
496
496
Invalid removed
R²(i)
16.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
496
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
+41%
No shift — both series at their actual dates.
495 overlapping points at this shift
Baseline
+41%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+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
+6%
97 periods · Return correlation when both series rose
Both Falling
+37%
88 periods · Return correlation when both series fell
Diverging
-45%
64 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
2,251
A: 233 / B: 2018
Series A
Solana (SOL)
SOL
Crypto · 729 raw → 729 prepared
Series B
S&P 500
SP500
FRED · 2,514 raw → 2,514 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0875
Linear regression slope.
Intercept
0.0008
Linear regression intercept.
Saved 3 weeks ago · ID: crypto-sol_fred-sp500_daily_5y