SeriesMagCorrSyncOverlapThrough
Correlation
of values
-43%
In sync
of periods
51%
History
monthsmonths · through 2026-03
388
These move opposite each other about 51% of the time
Their swing sizes loosely mirror each other (~18% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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.
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Advanced
Statistics
In sync(i)
51.2%
Headline metric
Movement correlation(i)
-43%
Based on values
95% CI
-51% → -34%
Likely range of correlation
Pipeline
Pipeline Summary
388 paired data points survived the monthly window.
Raw input
1,687
603
Normalized
1,687
603
Prepared
389
603
Aligned
388
388
Invalid removed
R²(i)
18.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
388
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
-43%
No shift — both series at their actual dates.
388 overlapping points at this shift
Baseline
-43%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-43%
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
+15%
63 periods · Return correlation when both series rose
Both Falling
+2%
75 periods · Return correlation when both series fell
Diverging
-61%
111 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
216
A: 1 / B: 215
Series A
St. Louis Financial Stress Index
STLFSI4
FRED · 1,687 raw → 389 prepared
Series B
Total Vehicle Sales
TOTALSA
FRED · 603 raw → 603 prepared
Sign agreement
36.3%
How often both values share the same sign.
Zero crossings
43
Estimated crossover points between normalized spreads.
Slope
-0.8742
Linear regression slope.
Intercept
15.9662
Linear regression intercept.
Saved 2 days ago · ID: fred-stlfsi4_fred-totalsa_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.