The sense of Spearman is reversed

Zorro's Spearman returns high values when input series is steadily decreasing and low values when input series is steadily increasing. Someone implemented it backwards. I think it's because series index is in reverse order.

The correct implementation is something like

Alternatively you could implement sortIdx(..., reverse=true)

That's really good to know GP! +1 for fixing this in the next release, or updating the manual to reflect.

Thanks for the info!