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XLM vs FJob OpeningsStellar (XLM) vs Job Openings
Correlation
of % moves
+19%
In sync
of periods
55%
History
monthsmonths · through 2026-03
23
These move in the same direction about 55% of the time
Their swing sizes only faintly line up (~3% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Job Openings moves ~9 months before XLM
Watch Job Openings for an early read on XLM.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
54.5%
Headline metric
Movement correlation(i)
+19%
Based on % moves
95% CI
-26% → +56%
Pipeline
Pipeline Summary
23 paired data points survived the monthly window.
Raw input
729
304
Normalized
729
304
Prepared
25
304
Aligned
23
23
Invalid removed
Likely range of correlation
R²(i)
3.5%
Variance explained
Significance
n.s.
Statistical confidence
Data points
23
Limited
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 months.
Selected shift
-9 months
Correlation at this shift
+53%
+35% stronger than no-shift baseline
Job Openings shifted 9 months later. Reads: "Does Stellar (XLM) today line up with Job Openings 9 months ago?"
13 overlapping points at this shift
Baseline
+19%
No-shift correlation, matching the main time-series chart above.
Peak shift
-9 months
+53%
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
4 periods · Return correlation when both series rose
Both Falling
-53%
8 periods · Return correlation when both series fell
Diverging
-58%
10 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
283
A: 2 / B: 281
Series A
Stellar (XLM)
XLM
Crypto · 729 raw → 25 prepared
Series B
Job Openings
JTSJOL
FRED · 304 raw → 304 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
0.0271
Linear regression slope.
Intercept
-0.0062
Linear regression intercept.
Saved 3 weeks ago · ID: crypto-xlm_fred-jtsjol_monthly_5y