SeriesMagCorrSyncOverlapThrough
Correlation
-61%
of values
In sync
36%
of periods
History
1,217
weeks · through 2026-17
These move opposite each other about 36% of the time
Their swing sizes loosely mirror each other (~38% 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
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
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)
35.9%
Headline metric
Movement correlation(i)
-61%
Based on values
95% CI
-65% → -58%
Likely range of correlation
Pipeline
Pipeline Summary
1,217 paired data points survived the weekly window.
Raw input
5,837
1,687
Normalized
5,837
1,687
Prepared
1,218
1,687
Aligned
1,217
1,217
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)
37.6%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,217
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: -12 to 12 weeks.
Selected shift
No shift
Correlation at this shift
-61%
No shift — both series at their actual dates.
1,217 overlapping points at this shift
Baseline
-61%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-61%
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
+8%
53 periods · Return correlation when both series rose
Both Falling
-3%
51 periods · Return correlation when both series fell
Diverging
-80%
145 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
471
A: 1 / B: 470
Series A
10Y Breakeven Inflation
T10YIE
FRED · 5,837 raw → 1,218 prepared
Series B
St. Louis Financial Stress Index
STLFSI4
FRED · 1,687 raw → 1,687 prepared
Sign agreement
30.2%
How often both values share the same sign.
Zero crossings
67
Estimated crossover points between normalized spreads.
Slope
-1.7801
Linear regression slope.
Intercept
3.6998
Linear regression intercept.
Saved 3 days ago · ID: fred-stlfsi4_fred-t10yie_5y