BFM Trading Tools

All the most important charts you can't get in TradingView.
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Options money-flowOracle engine — signals that read the options chain → directional bias
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Oracle
Multi-horizon prediction · 1h→1w · direction + target + confidence
The unified prediction engine. Ensembles every options/flow signal (GEX dealer gamma, skew, PCR term structure, retail-vs-institutional flow, cross-asset regime) into one table: for each of 9 horizons (1h, 2h, 4h, 8h, 12h, 1d, 2d, 3d, 1w) it outputs probability of up, a price target with an option-implied range, and a confidence. Real-time options via Massive; each app contributes a standardized signal so cumulative data sharpens the call.
Why: Each dashboard answers one slice; Oracle fuses them into the only question that matters — where price most likely goes, by when, and how sure. Weights become backtest-calibrated so stated probabilities match reality.
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Top Setups
Cross-symbol edge board · Oracle run over the universe, ranked
Runs the Oracle ensemble across a liquid optionable universe (SPY/QQQ/IWM + mega-caps + key ETFs) and ranks every symbol by conviction (|lean|×confidence) and voter agreement, at any horizon (1h→1w). The hero is a symbol×horizon LEAN heatmap — green up / red down, brighter = stronger — so the whole complex's directional bias reads at a glance; a ranked table lists the strongest setups, each deep-linking to its full Oracle. Thin-chain symbols are flagged, never faked.
Why: The per-symbol dashboards answer "what's the edge in SPY"; this answers the question that actually finds trades — "WHERE is the edge across the universe, right now." One scan surfaces the highest-conviction, most-agreed setups instead of flipping through dashboards.
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Mosaic
Directional-bias tapestry · every signal × every timeframe (1h→1w)
One heatmap of every options money-flow predictor (rows, grouped by mechanism — dealer gamma, gamma-by-expiry, IV skew, premium-$ flow, put/call breadth) against every timeframe (columns, 1h→1w). Each cell is coloured by directional bias (green up / red down) with intensity = conviction, so agreement and disagreement across signals AND time are visible at a glance. Top row is the Oracle consensus; click any cell for detail.
Why: Numbers in separate dashboards hide the pattern. Laid side-by-side as one tapestry, a column that's all-green (signals aligned) or a row that flips colour over time (near vs longer-term split) jumps out — that's where the edge is. Built from one Oracle call (its per-horizon contributions already hold every voter's lean + confidence).
0d
0DTE
Same-day gamma + flow · intraday (1h–4h) · Oracle voter
The same-day (0DTE) option chain — now the dominant share of SPY volume — isolated: its dealer gamma (pin/amplify regime + intraday magnet + flip) and net premium flow. Charts the 0DTE gamma profile by strike and price with the magnet. A near-loaded specialist: strongest in the next 1–4 hours, fading to ~0 by a day as the options expire. Real-time via Massive.
Why: 0DTE drives the intraday tape in a way the whole-chain gamma apps smear out. Its near-term confidence profile is the opposite of slow signals like skew — exactly why a 360° engine needs it. Feeds Oracle + the Mosaic tapestry.
Δ
DEX
Net delta exposure · positioning tilt + delta-flip · Oracle voter
Net delta exposure — the moneyness-weighted directional footprint of the entire open option book (Σ delta × open interest). Shows the delta profile by strike, the delta-flip regime line (where net delta crosses zero), and the tilt term structure by expiry. Distinct from GEX (gamma = curvature/pinning): DEX reads the LEVEL of directional positioning and where it flips. Real-time via Massive.
Why: Gamma tells you whether dealers dampen or amplify moves; delta tells you which way the book is actually leaning and at what price that lean inverts. A 360° bias engine needs both. Feeds Oracle + the Mosaic tapestry.
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Gamma
Options Term Structure
SPY options volume and open interest by DTE bucket (0-1, 2-7, 8-14, 15-30, 31-60, 61-90, 90+). Per-expiry breakdown heat-colored by nearness. Historical short-dated vs medium-dated share. P/C ratio per bucket. Auto-stores daily snapshots.
Why: 0DTE options have extreme gamma. When short-dated volume dominates, market makers' delta-hedging amplifies moves. When it shifts to longer-dated, hedging dampens moves. The historical chart shows whether gamma concentration is building or fading — a leading signal for volatility regime changes.
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GEX
Gamma Exposure
Live gamma exposure profile computed from SPY options chain. Shows GEX by strike, gamma flip level, magnetic walls, and current regime (positive/negative gamma). SPY candle chart with GEX levels overlaid. Historical tracking of flip level vs price.
Why: When GEX is positive, market makers dampen moves — price pins to walls. When negative, they amplify moves — breakouts run. The gamma flip level is where behavior changes. SpotGamma charges $50/mo for this. We compute it live from free Yahoo data and store daily history.
Γχ
Greeks Pulse
Flow MOMENTUM · rate-of-change / regime turn · Oracle voter
Tracks four series and z-flags them for sudden moves: GAMMA concentration (0DTE share of SPY chain vol — the pin-risk gauge), CHARM proxy (0DTE/90DTE call $ premium ratio — term-decay steepness), and the daily-rollup TOTAL GEX + GAMMA-FLIP price from /apps/gex/. Each tile shows the latest value, the 1st difference (Δ delta, "how much it moved today"), the 2nd difference (Δ² accel, "is the move speeding up or slowing"), and a rolling 20-bar z-score. Sparkline marks breakouts as ▲▼ at ≥2σ from the prior-20 mean and acceleration regime shifts as ● when Δ² exceeds ±1σ of its own distribution. Hover any point for the full {val, Δ, Δ², Z} readout.
Why: The classic GEX dashboard shows a single number ("total_gex = -144M"); that's a level reading, not a transition signal. What actually changes a dealer's behavior is the rate at which positioning is shifting, and whether that rate is itself accelerating. The 2nd-difference (Δ²) is the cleanest early-warning gauge for regime change — same math whether you're tracking gamma exposure or time-decay structure. Charm has no recorded history yet, so this uses an OPRA-derived proxy (premium ratio across DTE buckets); the proxy responds to the same trader behavior as Greek charm without requiring per-strike Greek recomputation.
Γ
MM Net Positioning
$Gamma vs Spot
Market-maker dollar-gamma profile projected across a candidate spot range, for each of the next 5 SPX expirations plus aggregate. Sticky-strike assumption (per-strike IV held constant). Reveals where dealer gamma flips sign — the magnetic level above which hedging amplifies, below which it dampens.
Why: Static GEX-by-strike (in the GEX app) tells you where dealers are positioned right now. This view tells you where they'll be positioned at any nearby price — and crucially, at what spot level the regime flips from gamma-stabilizing to gamma-destabilizing. The per-expiration breakdown shows which DTE drives the aggregate so you know whether 0DTE flow or LEAPS rebalancing is the dominant force.
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Open interest
Max pain + OI walls · standing positions · Oracle voter
Where positions are HELD (open interest, not today's flow): max pain (the strike price gravitates toward into expiry, where most options expire worthless), the OI walls (biggest call-OI resistance above / put-OI support below), the max-pain term structure by expiry, and the standing OI put/call ratio. Charts the OI profile (calls vs puts by strike) and price with the pin + walls. Real-time via Massive.
Why: Volume tells you today's action; open interest tells you the standing battlefield. Max pain is a genuine pin magnet into expiry and the OI walls cap the range — neither visible in flow or gamma alone. Feeds Oracle + the Mosaic tapestry.
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Options Flow
Retail vs Institutional Bias · Abs / Δ / Δ% · Intraday + 150-day Daily
Frozen R-OPT-3 measurement spec for "who's pressing the trigger right now": RETAIL BIAS = NVDA + TSLA + GLD at 0d / 1d (the retail-lottery basket); INSTITUTIONAL BIAS = TLT + USO + GLD + SPY at 30d / 90d (the bank-hedge basket). Two horizontal panels: INTRADAY (last 30 min, 5-min snapshot delta from live cron) and DAILY (last 150 days, EOD totals from Databento OPRA backfill). Per (sym × DTE) tile shows a CALLS row + PUTS row of bars, a P/C ratio badge, and a metric/mode toggle: $ Premium vs Volume × Abs value vs Δ delta vs Δ% rate — all three mathematical views of the same series. DXY-as-options dropped per directive ("retail doesn't trade DXY"); bank-DXY signal lives in cot_currency from CFTC TFF weekly.
Why: The classic /apps/options/ is multi-window with many cohorts and a chart per timeframe. This new view is purpose-built: ONLY the frozen R-OPT-3 spec, ONLY two ranges (last 30 min + 150 days), and the value/delta/rate toggle exposes acceleration — sometimes the absolute is unchanged but the delta is collapsing, which IS the signal. Backfill source: Databento OPRA.PILLAR ohlcv-1d, $120 SPY budget covers ~150 trading days.
K
Skew
OTM IV Put/Call
OTM implied volatility skew at 2%, 5%, and 10% distances from ATM, across 1, 3, 5, 7, 15, and 30 DTE buckets. Put IV vs Call IV side-by-side. Historical skew tracking per DTE. Auto-stores daily via cron.
Why: When puts are more expensive than calls, someone is paying for downside protection. The DTE breakdown shows whether it's overnight fear (1D) or institutional hedging (30D). All-DTE skew rising = broad correction incoming. 10% OTM skew spiking alone = smart money buying deep crash puts quietly.
∂²
Vanna / Charm
2nd-order dealer flows · vanna rally + OPEX charm · Oracle voter
The second-order dealer flows: vanna (how delta shifts as implied vol moves — the "vanna rally" when IV falls) and charm (how delta decays into expiry — the OPEX drift). Massive doesn't publish vanna/charm, so they're computed via Black-Scholes from spot, strike, days-to-expiry and IV. Charts the vanna & charm exposure profiles by strike. Distinct from GEX (gamma) and DEX (delta level). Real-time via Massive.
Why: Vol-driven and time-driven hedging move price in ways gamma and delta alone miss — behind post-event vanna rallies and the Thursday/Friday OPEX melt-up. A 360° engine needs the second-order flows. Heuristic signs pending calibration; feeds Oracle + the Mosaic.
σ
Vol regime
IV term structure + vol risk premium · Oracle voter
The behaviour of volatility itself: the IV term structure (front vs 30-day — contango = calm, backwardation = near-term stress) and the vol risk premium (implied minus realized vol). Charts the ATM-IV curve by expiry with realized vol overlaid. Distinct from skew (which reads put-vs-call IV at one tenor): this reads the LEVEL and DIRECTION of vol. Real-time via Massive.
Why: Backwardation and a compressed vol-risk-premium reliably coincide with stress/selloffs; calm contango with a healthy premium is the grind-up regime. A 360° bias engine needs the volatility axis, not just price-positioning. Feeds Oracle + the Mosaic tapestry.
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Whispers
Cross-asset risk-on/off regime · story detector · Oracle voter
Hunts the moment institutions start positioning for the next regime change before volatility wakes up. Tracks ~22 cross-instrument anchors: fear gauges (VIX/VVIX/SKEW), the yield curve (5y/10y/30y), bond ETFs (TLT/IEF/SHY/AGG), credit (HYG/LQD), metals (GLD/SLV), USD (DXY/UUP), safe-haven FX (FXF/FXY), and the risk-on backdrop (SPY/QQQ/IWM/EEM). For each it computes percentile rank vs 30d / 90d / 1y / 5y history. Detects convergence events (3+ cohorts at extremes simultaneously) and — the killer signal — subtle reversals at extremes (instrument was at p99 for 3 bars, now drifting to p95 with rising volume = the crowd's positioning starts unwinding). Output is plain-English storylines, not raw metrics: "Flight-to-safety building quietly · VIX subdued WHILE bonds/USD/metals at extreme highs — institutional positioning ahead of an event retail isn't pricing yet."
Why: Most apps surface what's happening NOW. Whispers surfaces the moment one of those NOW signals starts quietly reversing at an extreme. That's the alpha — institutions don't sell the top loudly, they sell into strength over multiple sessions while retail is happy. Backfilled with ~5 years of daily bars at launch so percentile math is meaningful day-one. Options-flow + computed-signal context still accumulating (forward-only from 2026-06-04) — marked clearly in UI as we wait. Future: multi-day pattern confirmation, browser-notification alerts, pattern-outcome attribution.
All other toolsA–Z
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Crypto Screener
Top-150 Technicals
Top-150 coins by market cap (CoinGecko), stablecoins and wrapped variants filtered out. Per-coin: 24h/7d/30d/90d/1y % returns, mcap, volume spike (×30d / Δ1 / Δ3), 14-period RSI on daily + hourly, RSI & OBV divergences across 1h/2h/4h/D, and price-action pattern detection (triangles, channels, wedges, single trendlines) across 5 timeframes (1d/1w/1m/1q/1y). Curated bullish & bearish presets (oversold bounce, falling wedge reversal, pump exhaustion, distribution, etc.). Table + visual pattern-grid views, with TradingView Pine-script export of detected trendlines.
Why: Most crypto screeners surface noise — momentum filters alone fire on any pump. Combining pattern detection with RSI/OBV divergence and volume confirmation narrows 150 coins to the handful with genuine, multi-signal setups. Presets save you from rebuilding the same filter combination every session.
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Dynamic Pivots
Support / Resistance
5 algorithms (Traditional, Fibonacci, Camarilla, Woodie, DeMark) across 5 timeframes (daily to annual). Multi-algo overlay. Proximity alerts. Pine Script v6 export. Auto-detects confluence.
Why: Pivots are where institutional algos cluster orders. When multiple algorithms agree on the same price zone, that's the strongest S/R on the chart.
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ETF Pairs
Inverse vs Long Volume
Volume ratio of inverse ETFs to their long counterparts across 33 pairs — indexes (QQQ/PSQ/SQQQ, SPY/SH/SDS/SPXU, DIA/DOG, IWM/RWM/TZA, leveraged 3x both-directions), sectors (XLF/FAZ, XLE/ERY, XLK/REW, XBI/LABD, GDX/DUST), commodities (GLD/DGZ/GLL, SLV/ZSL, USO/SCO), countries (FXI/YANG, EEM/EEV/EDZ, EWZ/BZQ, EWJ/EWV, EFA/EFZ/EFU), and bonds (TLT/TBF/TBT/TTT, IEF/PST). Each pair shows current 5-day ratio, 25-day baseline, z-score vs baseline, 5-day trend, and a 30-day sparkline. Sortable by most-extreme positioning, biggest spike, or trend direction. Category filter, 1mo/3mo/6mo/1y range.
Why: When retail and algos pile into inverse ETFs, the volume ratio spikes well before price does. A z-score > 2 on the inverse-to-long ratio means traders are crowding the short side hard — either institutional hedging or a sentiment cliff. Crosschecking 33 pairs at once surfaces which sectors/regions/asset classes are seeing real positioning shifts vs noise. Data refreshes from Yahoo Finance, cached server-side 5-min during market hours.
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Fib Time Zones
Time Structure
Define start/end time. Fib ratios project vertical lines into the future (0 through 4.236). Toggle ratios. Export Pine v6 with xloc.bar_time — no future bar limit. Daily to 1-min resolution.
Why: Markets are cyclical in time. A trend over N bars often turns at 1.618N or 2.618N. Combined with fib price levels, you get both "when" and "where."
F
Fib Vectors
Price Structure
Pick 4 candles to create two trend vectors. Fib ratios projected between and above the channel. Midpoint lines. Toggle any level. Daily to 1-minute candles. Export Pine Script v6. Keep fibs across resolution changes.
Why: The fib channel maps dynamic support/resistance along angles, not fixed levels. Draw on daily, switch to 1H to see how price interacts at higher resolution — reveals confluence zones invisible on a single timeframe.
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Forecast
Multi-app Signal Aggregator · SPY Bias + Magnitude Envelope
What it does: aggregates signals from whispers + harbinger + IV skew into a single forward-day SPY bias estimate. Signal-weighted direction score (-100..+100), probability of down/up, magnitude envelope (expected + tail ranges).

What it's good at: direction prediction when many signals converge (like Thursday 2026-06-04 → -2% Friday). What it's NOT good at: exact magnitude — outputs probability-weighted ranges, not point estimates.
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FX Macro
USDCNY + USDJPY + USDCHF + USDKRW + DXY · Daily · ≥5y
Daily FX macro context. Primary signal USDCNY (onshore + offshore CNH); secondary USDJPY, USDCHF, USDKRW (cross-Asian dollar pressure); plus DXY and EURUSD for the basket frame. All free Yahoo /v8 daily data, 5y back. Click any tile to see OHLCV + NYC date. Source-priority: per feedback-faster-source-when-multiple, Polygon/Massive does NOT carry HKEX CNH options flow and CME futures-options aren't in their standard feed, so spot daily from Yahoo is the right free path. For real institutional CNH options-flow we'd need Databento GLBX (task #174 stub).
Why: Built 2026-06-15 after user asked "for institutional, can we add dxy and jpy?" → pivoted to USDCNY as primary need with USDJPY/USDCHF/USDKRW as cross-Asian context. Daily granularity is sufficient — minute-level FX adds noise without alpha for macro framing.
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Harbinger
Last-30-min Institutional Flow · 1-min Streaming
Designed to surface institutional positioning in the LAST 30 MIN before close (15:30–16:00 ET) despite Yahoo's 15-min free-tier delay. Three layers stacked: (1) a LIVE INSTITUTIONAL SPIKES marquee band — every ticker whose latest bar's dollar volume is ≥2× the prior-20-bar average appears as a pulsing chip (red ≥5×, amber ≥3×, blue ≥2×); (2) 1-minute bar streaming auto-engages at 15:30 ET — yChart cache drops to 60s, page auto-refresh tightens to 30s, so each new minute of institutional printing surfaces within ~90s of Yahoo publishing it; (3) T-X scheduled fresh fetch (user-selectable 3–11 min before close) forces a Yahoo cache bypass at exactly the right moment, with a "no-load window" upstream that prevents stale cache from blocking the scheduled hit. Plus 30 instruments tracked for cross-market narrative engine v2 — flight-to-safety cascade, credit stress, USD risk-off, stealth rotation, China rotation, FX carry, mega-cap rolling, and 9 more confluence detectors with required/excluded/confirming logic.
Why: Institutions don't position in the last 5 minutes — too obvious. They print between T-30 and T-20 (15:30–15:40 ET), exactly when retail is checking out for the day. With Yahoo's 15-min delay that window only becomes VISIBLE between 15:45 and 15:55 ET — leaving ~5 min to act. Harbinger's full design (interval-aware cache, T-X-aware fetch scheduling, bar-level volume spike alerts) exists to compress every layer of latency between Yahoo publishing a bar and your eye seeing the chip light up. Equity ETF flow is the proxy for options positioning the dealer is delta-hedging anyway.
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Hyperliq
HIP-3 Stock Perp · Asia Pre-Open Divergence Scanner · Password-Gated
What it does: polls Hyperliquid HIP-3 stock perps every minute during the Asian pre-open window only (22:00 UTC Sun-Thu through 07:00 UTC Mon-Fri). Tracks 6 capital-inefficient single-listings: xyz:SKHX (SK Hynix), xyz:SMSN (Samsung), xyz:HYUNDAI, xyz:SOFTBANK, xyz:KIOXIA, xyz:KR200. Each compares Hyperliquid mark vs underlying's last close (FX-adjusted to USD) to surface oversold/overbought divergences before KRX/TSE reopen.

Why this narrow universe: the alpha is capital inefficiency. US single-name perps (TSLA/NVDA/etc) have extended-hours US trading + futures, so the perp can't drift far. ASML/TSM/BABA have liquid US ADRs that anchor pricing overnight. Commodities ARE the futures market. The only setups where the Hyperliquid perp can genuinely overshoot are Korean and Japanese single names — locally listed, no US dual-listing, no overnight futures with comparable depth. SK Hynix is the canonical example: the perp pre-priced −20% over a weekend, KRX opened only −9%, the convergence pop paid +7% in 1 minute.

Cron: runs only during Asia open±2h to save API calls and storage. Outside that window the script short-circuits even if cron fires.
Access: password-gated (bcrypt cost 12 + per-IP rate limit, 5 attempts per 15 min).
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Hyperliquid · New Markets
New-Listing Alerts · Perp + Spot · Time-Since-Open
What it does: polls Hyperliquid's perp + spot universe every minute, diffs against the prior known-set, and surfaces the last 10 newly-listed tickers. Each entry shows how long since first-seen and links straight to the trade page.

Alerting: click the bell to opt in to desktop notifications — you get pinged the moment a fresh ticker drops, even if the page is in a background tab. Falls back to in-page toasts when notifications aren't granted.
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Indicator Heatmap
Divergence Detection
RSI, OBV slope, RSI divergence ranked across time. Candle chart with period bands. Divergence chart compares any two tickers with 8 metrics. Synchronized crosshairs. Fullscreen mode.
Why: When RSI of junk credit collapses while SPX holds, that divergence is your 2-4 week early warning. The crossing markers show the exact flip moment.
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Insiders
Top-100 Stocks · Last-30-min Unusual Flow
Broad-market companion to Harbinger. Scans 100 popular US stocks (mega caps, semis, leveraged ETFs, meme favorites, China ADRs, SaaS, crypto plays) for bar-level dollar-volume spikes: each ticker's latest bar vs prior-20-bar average on the same name. Three-stage prominence: silent mid-day (5-min bars, quiet UI, countdown to 15:30 ET ramp), warmup at 15:30 ET (1-min bars, 30s refresh, "ramping" banner), PEAK at 15:45 ET (1-min bars, 15s refresh, max-pulsing UI). Live spikes band with chip-by-chip flash on new entries. Each chip and grid tile is a one-click deep-link into TradingView for real-time confirmation + execution.
Why: Harbinger watches 30 hand-picked cross-market instruments for institutional confluence. Insiders watches 100 broad-market popular names for institutional printing. Different signal, complementary use. Built for the workflow: scan here (Yahoo-delayed, free) → click into TradingView (real-time, Premium) for confirmation → execute. The 15-min Yahoo delay actually works in your favor for end-of-day positioning: institutions print at 15:30–15:40 ET, you see it at 15:45–15:55 ET (T-15 to T-5), enough time to execute via TV.
C
Market Clock
Session Timing
Live Gantt chart of sessions across 8 markets. Pre-market, regular, after-hours, futures. Real-time countdowns. Holiday-aware. Zoom 8h-72h. Time override.
Why: Pre/post sessions mark intraday reversals. The 3:20-5:40 PM KST "Trend Change Volatility" band highlights where Asian close meets European open — a historically significant reversal zone for US futures.
M
Midterm Drawdowns
Election Cycles
S&P 500 drawdowns before each of the last 7 midterms (1998-2022). Candlestick chart, normalized overlay, bar chart. President labels. 3mo-1yr windows.
Why: The midterm cycle is the most reliable seasonal pattern in US equities. Knowing historical magnitude and timing helps you position or recognize when the pattern breaks.
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Options
Multi-Window Options Flow · Retail vs Institutional
Historical options flow viewer reading from the cron-built per-minute snapshot history. Pick any date, any window (last 1h · first 1h · today · 3d · 5d · 7d · 10d · 2w · 1m · 1q), and any cohort (All · Institutional: SPY/QQQ/JPM/GS/BAC/V/MA/BRK.B/sector ETFs · Retail: TSLA/NVDA/AMD/GME/MSTR/COIN/leveraged ETFs · Mixed: NFLX/BABA/PDD/etc). Chart shows stacked call $ vs put $ premium bars + P/C ratio line + ⚡ event markers for ≥2σ sudden-change spikes. Top-movers grid below ranks tickers by net premium flow with signed sparkline (green up = call-dominant, red down = put-dominant) and cohort tag. Completeness bar at top is honest about what data exists: ✓ full coverage / ! partial / ! window predates storage — never shows a chart that's actually empty without explaining why.
Why: Insiders surfaces the LIVE last 60 minutes; Options gives you the HISTORICAL view across any window. Compare retail cohort positioning (TSLA/NVDA gamma chases) against institutional cohort positioning (SPY/JPM hedge flows) at any point in the past. Storage started 2026-06-04, so longer windows (1m, 1q) won't be filled until that depth accumulates — the ! marker is explicit about this. Foundation for the predictive bias model (#001) to attribute past pattern outcomes to forward-window returns.
◐
Parabolic
Circular progressions · rounding tops/bottoms
Scans any symbol across timeframes (48h → years) for CIRCULAR price progressions: rounding tops/bottoms (dome/bowl), range expand→contract "lens" circles, and FORMING/projected arcs (price still on the rising/falling side, circle projected forward as a dashed arc). Aspect-invariant circle fit (optimizes the chart zoom that makes the shape round); rejects V-reversals, flat ranges and trends. Each hit's detail panel draws the fitted circle at its own aspect — completed solid, projected dashed — with a fit-quality score.
Why: Some moves trace a smooth arc you only see once you draw the circle. This auto-finds and ranks them by fit quality across 48h-to-multi-year windows, so you're not eyeballing every chart with the circle tool.
5y
Prices
Retail vs Institutional vs Vol Regime · 5y Daily · 12 syms
5 years of daily OHLCV bars for three demographic groups: RETAIL = NVDA, TSLA (single-stock lottery flow); INSTITUTIONAL = USDCNY, USDJPY, USDCHF (FX spot), ZN (10Y), ZB (30Y), GC (Gold), CL (WTI Oil) — the actual hedge instruments banks + asset mgrs use; VOL REGIME = ^VIX, ^VVIX, ^SKEW for cross-cutting regime context. Click any tile for full-width detail chart with pan/zoom/Y-stretch/tooltip; per-tile Fullscreen + Save-PNG; page-level Save Data + Save Page PNG.
Why: Built 2026-06-15 after user "stop all. just get me last 5 years of daily price bars for retail vs institutional" — minimal app, no derived signals, just clean OHLCV. Per-ticker IV skew is NOT in our archive yet (options.jsonl only stores DTE-bucket vol/prem/OI); CBOE ^SKEW shown as SPX proxy. Data path: stocks/data/daily/*.json preferred (NVDA + TSLA + the 7 institutional syms saved-back from Yahoo on first fetch), 60s api.php cache.
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Ratio Lab
Ratio of any two tickers vs SPX & NAS100 · extremes (percentile / z-score) + divergence
Pick any two of the /prices tickers (NVDA, TSLA, USD/CNY·JPY·CHF·KRW, ZN, ZB, GC, CL, VIX, VVIX, SKEW) → plots the price ratio A ÷ B on a full-width chart with SPX + NAS100 overlaid (min–max normalized) so divergences pop. Extreme reading (percentile, z-score, ±2σ band, hot/cold flag) and divergence stats (corr vs SPX/NAS100, normalized gap) per window (1M–5Y). Full chart controls: X−/X+, Y−/Y+, drag-pan, drag-the-axis Y-scale, reset, fullscreen, PNG, click→date line. Quick-pair presets; selections persist.
Why: rebuilt from scratch 2026-06-20 for the goal "plot the ratio of any two tickers vs SPX/NAS100 to see extremes & divergences." Data flows from local daily bars (stocks/data/daily) with Yahoo fill; the old options-leg ratio app is parked as *.options.* The user's analysis target is daily extremes/divergence, so windows are daily (1M–5Y) rather than the intraday candle set.
!
Scanner
Smart vs Retail · Tremors · Cross-app Aggregator
Aggregates GEX, gamma, skew, PCR, VIX/SKEW/VVIX, sector rotation, ETF pairs, and 13 subtle-tremor signals into one view. Hero panel reads as 4 numbers: trend-change-risk, smart-bear pressure, retail-bull pressure, divergence. Includes the late-30-min institutional options flow detector (T0/T1/T2 chain snapshots) and a browser-notification alarm system that fires on severity transitions. Auto-refresh tightens to 20s near close, paused when tab is hidden.
Why: You don't want to flip between 10 dashboards looking for what's actually extreme. Dynamic ranking beats static thresholds because "VIX 22" means something different in a calm year vs. a crisis year — the percentile knows. The synthesis layer pre-digests 40+ metrics into a single one-glance read.
S
Sector Heatmap
Regime Detection
ETF performance ranked across 8 time periods. 10 themes: GDP sectors, risk regime, commodities, geographic, factor/style, reversals, sentiment, tops, crossing signals, and BFM composite. Normalized view. Tiny mode.
Why: Sector rotation signals regime change days to weeks before price confirms. The Signals and Tops themes catch pico-tops by tracking paired indicator crossings.
$
Sentiment
Put/Call + Fear + Flow
Live SPY put/call ratio from options chain, overlaid with VIX, SKEW, VVIX, and OBV for bonds, gold, equities. All normalized 0-100. Invert any series. SPX background with transparency slider. P/C vs VIX spread histogram.
Why: The P/C ratio shows real money positioning. When it diverges from VIX, smart money is hedging before the crowd. TLT+GLD OBV rising while SPY OBV falls = institutional rotation to safety, visible here before anywhere else.
서
Seohak Flows
Korean retail buying of US stocks
Tracks weekly net buying by Korean retail investors (서학개미 / "Seohak ant") in TQQQ, SQQQ, NVDA, TSLA, MSTR, BITX — extendable to any US ticker. Each card shows latest-week net buy in USD, 4-week cumulative flow, total Korean holdings, and a per-week sparkline. Click any card to drill into a detailed bar+line chart showing weekly flow (green/red bars) plus cumulative holdings line over time.
Why: Korean retail is now one of the largest single-country foreign holders of US equities. Their concentrated piling into TQQQ historically marks tops; sudden rotation into SQQQ marks hedging or sentiment flips. Watching the cumulative 4-week flow is more useful than single-week numbers — sustained directional buying beats one-off spikes. Currently sourced manually from KSD Seibro weekly reports; auto-scrape pending API access.
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Stock Screener
Themes + Patterns
Curated universe (~360 tickers): top-volume US names + 14 theme baskets (AI, semis, biotech, defense, energy, crypto-stocks, …) + Asian bonus listings (KR/CN/HK/JP) + your own user_tickers.csv. Same analytical toolkit as the crypto screener — momentum %, volume spikes, RSI on daily + hourly, RSI & OBV divergence detection, pattern recognition across 5 timeframes, signal scoring. Region + theme filters layer on top. Pattern-grid view for visual scanning; TradingView Pine export for trendlines you find worth keeping.
Why: Filtering 8000 tickers wastes attention on names you'd never trade. The curated themes pre-narrow to the universe that actually matters to you, then the screening combines fundamentals-by-theme with pure-technical setups. Asian bonus tickers catch overnight moves before US open; user_tickers.csv keeps your private watchlist in the same view.