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Correlation
of values
-66%
In sync
of periods
35%
History
weeksweeks · through 2026-35
1,235
These move in the same direction about 35% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~44% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Both lines start at the same point — easy to compare when growth rates are similar.
Advanced
Statistics
In sync(i)
35%
Headline metric
Movement correlation(i)
-66%
Based on values
95% CI
-69% → -63%
Pipeline
Pipeline Summary
1,235 paired data points survived the weekly window.
Raw input
5,925
1,705
Normalized
5,925
1,705
Prepared
1,237
1,705
Aligned
1,235
1,235
Invalid removed
Likely range of correlation
R²(i)
44%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
1,235
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
-66%
No shift — both series at their actual dates.
1,235 overlapping points at this shift
Baseline
-66%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-66%
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
0 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
+22%
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
5Y Breakeven Inflation
T5YIE
FRED · 5,925 raw → 1,237 prepared
Series B
St. Louis Financial Stress Index
STLFSI4
FRED · 1,705 raw → 1,705 prepared
Sign agreement
29.1%
How often both values share the same sign.
Zero crossings
61
Estimated crossover points between normalized spreads.
Slope
-1.3370
Linear regression slope.
Intercept
2.5794
Linear regression intercept.
Saved 4 months ago · ID: fred-stlfsi4_fred-t5yie_weekly_5y