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Correlation
of values
-61%
In sync
of periods
36%
History
weeksweeks · through 2026-26
1,226
These move in the same direction about 36% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~38% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
36%
Headline metric
Movement correlation(i)
-61%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
1,226 paired data points survived the weekly window.
Raw input
5,881
1,696
Normalized
5,881
1,696
Prepared
1,228
1,696
Aligned
1,226
1,226
Invalid removed
Likely range
R²(i)
38%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
1,226
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.
1,226 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
N/A
2 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
-90%
5 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
472
A: 2 / B: 470
Series A
10Y Breakeven Inflation
T10YIE
FRED · 5,881 raw → 1,228 prepared
Series B
St. Louis Financial Stress Index
STLFSI4
FRED · 1,696 raw → 1,696 prepared
Sign agreement
30.1%
How often both values share the same sign.
Zero crossings
69
Estimated crossover points between normalized spreads.
Slope
-1.7847
Linear regression slope.
Intercept
3.7122
Linear regression intercept.
Saved 3 months ago · ID: fred-stlfsi4_fred-t10yie_weekly_5y