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Stellar (XLM) vs 10-Year Real Interest Rate
Correlation
of % moves
+30%
In sync
of periods
58%
History
monthsmonths · through 2026-05
25
These move in the same direction about 58% of the time
Their swing sizes only faintly line up (~9% of the pattern is shared).
A real but noisy link — useful as context, risky as a standalone signal.
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
10-Year Real Interest Rate moves ~3 months before XLM
Watch 10-Year Real Interest Rate 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)
58.3%
Headline metric
Movement correlation(i)
+30%
Based on % moves
95% CI
-12% → +63%
Pipeline
Pipeline Summary
25 paired data points survived the monthly window.
Raw input
729
533
Normalized
729
533
Prepared
25
533
Aligned
25
25
Invalid removed
Likely range of correlation
R²(i)
8.8%
Variance explained
Significance
n.s.
Statistical confidence
Data points
25
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: -14 to 14 months.
Selected shift
-3 months
Correlation at this shift
-53%
+23% stronger than no-shift baseline
10-Year Real Interest Rate shifted 3 months later. Reads: "Does Stellar (XLM) today line up with 10-Year Real Interest Rate 3 months ago?"
21 overlapping points at this shift
Baseline
+30%
No-shift correlation, matching the main time-series chart above.
Peak shift
-3 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
-39%
10 periods · Return correlation when both series fell
Diverging
-59%
10 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
508
A: 0 / B: 508
Series A
Stellar (XLM)
XLM
Crypto · 729 raw → 25 prepared
Series B
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 533 raw → 533 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
9
Estimated crossover points between normalized spreads.
Slope
0.1164
Linear regression slope.
Intercept
-0.0124
Linear regression intercept.
Saved 3 weeks ago · ID: crypto-xlm_fred-reaintratrearat10y_monthly_5y