When we talk about R-Squared Correlation, we're really looking at the level of chaos in the system.

How well the data fits a calculated line is important in understanding what's going on with the data.

Below is an example of data that fits very close to the line and will have an R² value close to 1.

In terms of a chaos reading of 1 - 2R², this makes it close to 1 - 2 (1)² or 1 - 2 and is -1.

When the chaos reading is near +1, then the data can be though of as being very chaotic.

Below is an example of data not very close to the regression line.