Yes. According to a nice review by Yu, Si, Goswami, and Abrahams.
A key piece of the evidence for strong correlations is recent inelastic neutron scattering experiments reported in this Nature Physics paper.
They show that even in the superconducting materials [which are doped from parent Antiferromagnetic compounds] there are sizeable fluctuating magnetic moments. The figure below shows the dynamical spin susceptibility versus energy. For both superconducting and antiferromagnetic materials the susceptibility is essentially the same for energies above 100 meV.
Furthermore, a weak coupling RPA treatment [which is invoked to explain the superconductivity] cannot capture the magnitude of these spin fluctuations. In contrast, a DMFT treatment from Park, Haule, and Kotliar is consistent with the experimental data, highlighting the role of strong correlations and Hund's rule coupling.