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Stellar (XLM) vs Real Personal Consumption
Correlation
of % moves
+28%
In sync
of periods
36%
History
monthsmonths · through 2026-05
23
These move in the same direction about 36% of the time
Their swing sizes only faintly line up (~8% 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 looser
The recent pattern is looser than its long-run baseline — keep an eye on whether this sticks.
XLM moves ~8 months before Real Personal Consumption
Watch XLM for an early read on Real Personal Consumption.
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)
36%
Headline metric
Movement correlation(i)
+28%
Based on % moves
95% CI
N/A
Pipeline
Pipeline Summary
23 paired data points survived the monthly window.
Raw input
729
233
Normalized
729
233
Prepared
25
233
Aligned
23
23
Invalid removed
Likely range
R²(i)
8%
Variance explained
Significance
N/A
Statistical confidence
Data points(i)
22
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
+8 months
Correlation at this shift
+50%
+22% stronger than no-shift baseline
Real Personal Consumption shifted 8 months earlier. Reads: "Does Stellar (XLM) today line up with Real Personal Consumption 8 months from now?"
14 overlapping points at this shift
Baseline
+28%
No-shift correlation, matching the main time-series chart above.
Peak shift
+8 months
+50%
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
+75%
6 periods · Return correlation when both series rose
Both Falling
N/A
2 periods · Return correlation when both series fell
Diverging
-48%
14 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
212
A: 2 / B: 210
Series A
Stellar (XLM)
XLM
Crypto · 729 raw → 25 prepared
Series B
Real Personal Consumption
PCEC96
FRED · 233 raw → 233 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
0.0029
Linear regression slope.
Intercept
0.0017
Linear regression intercept.
Saved 3 months ago · ID: crypto-xlm_fred-pcec96_monthly_5y