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Correlation
of values
+87%
In sync
of periods
73%
History
daysdays · through 2026-07-07
11,129
These move in the same direction about 73% of the time
When one swings, the other almost always swings by a closely matched amount (~75% 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)
73%
Headline metric
Movement correlation(i)
+87%
Based on values
95% CI
N/A
Pipeline
Pipeline Summary
11,129 paired data points survived the daily window.
Raw input
12,520
11,129
Normalized
12,520
11,129
Prepared
12,520
11,129
Aligned
11,129
11,129
Invalid removed
Likely range
R²(i)
75%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
11,129
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: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+87%
No shift — both series at their actual dates.
11,129 overlapping points at this shift
Baseline
+87%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+87%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,391
A: 1391 / B: 0
Series A
10Y-2Y Yield Spread
T10Y2Y
FRED · 12,520 raw → 12,520 prepared
Series B
10Y-3M Yield Spread
T10Y3M
FRED · 11,129 raw → 11,129 prepared
Sign agreement
91.6%
How often both values share the same sign.
Zero crossings
309
Estimated crossover points between normalized spreads.
Slope
1.2601
Linear regression slope.
Intercept
0.3393
Linear regression intercept.
Saved 3 months ago · ID: fred-t10y2y_fred-t10y3m_daily_5y