SeriesMagCorrOverlapThrough
Overview
Relationship
These move opposite each other about 32% of the time
Strong enough to use as a signal — read the stability and regime notes below before relying on it.
Read
When one moves up, the other tends to move down.
The saved window keeps correlation, overlap, alignment, and freshness anchored to the same computed record.
What to Watch
Unusual right now
Recent correlation (-28%) is 2.8σ from the long-run average of -89% — pair is behaving differently than usual.
Decouples in drawdowns
Correlation weakens when both fall (+17%) vs when both rise (+55%) — don't count on this pair as a hedge under stress.
Flaky
Correlation swings widely across time windows — careful using this as a point estimate.
Time Series
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
-89%
No shift — both series at their actual dates.
751 overlapping points at this shift
Baseline
-89%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-89%
A non-zero peak suggests one series lines up better when shifted against the other.
Deep Dive
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Corr
-89%
Pearson correlation
95% CI
-90% → -87%
Likely range
R²
78.8%
Variance explained
Trend agreement
32.0%
Same-direction moves
Significance
p < 0.001
Statistical confidence
Data points
751
Deep
Pipeline
Pipeline Summary
751 paired data points survived the daily window.
Raw input
1,255
785
Normalized
1,255
785
Prepared
1,255
785
Aligned
751
751
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.
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
+55%
28 periods · Return correlation when both series rose
Both Falling
+17%
28 periods · Return correlation when both series fell
Diverging
-79%
193 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
538
A: 504 / B: 34
Series A
Vanguard Total Stock Market ETF
VTI
Stock · 1,255 raw → 1,255 prepared
Series B
BAMLC0A0CM
FRED · 785 raw → 785 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
19
Estimated crossover points between normalized spreads.
Slope
-0.0040
Linear regression slope.
Intercept
2.0717
Linear regression intercept.
Saved 2 hours ago · ID: fred-bamlc0a0cm_stock-vti_5y