In the present statistical study, we discuss a probability of simultaneous observations of the same sign of the magnetic field B_Z component in the solar wind and magnetosheath. The analysis is based on 5 min data from four spacecraft (Interball-1, IMP 8, Cluster, and THEMIS) operating in different phases of the solar cycle in the magnetosheath. Their measurements are compared with Wind interplanetary magnetic field (IMF) observations, and other available upstream monitors (ACE, THEMIS B, and OMNI database) are tested for some sets. We can conclude that the probability of observations of the same B_Z sign in the solar wind and in the magnetosheath is surprisingly very low from a general point of view. The probability changes through the solar cycle, being larger at the solar minimum. Regardless of the solar cycle phase, this probability is close to 0.5 (random coincidence) for IMF ∣B_Z∣ < 1 nT, and it is a rising function of the B_Z value. Distant solar wind monitors do not guarantee the same sign of the B_Z component, even for values of IMF B_Z exceeding ±9 nT, but such large values are observed about 3–5% of the time. A better probability profile is reached for a monitor located just upstream (less than 30 R_E), as is demonstrated for the THEMIS project.