BFM Trading Tools

All the most important charts you can't get in TradingView.

Bitcoin vs Equities · Front-Run Monitor

Ranks BTC against QQQ, SPX (SPY), Mag-7 (MAGS), semis (SMH), and Russell 2000 (IWM) across 9 wall-clock windows (4H → 1M). Click any two to chart the running % divergence between them as a thin indicator across the top, with four methods: return-difference (BTC −7% vs SPX −4% = −3%), ratio / relative-strength, divergence z-score (stretch), and a lead-projection ghost that shifts BTC forward by its detected lead so you see the move equities haven't made yet. ⊙ auto lead-lag cross-correlates the pair and snaps to the lag that maximizes correlation ("BTC leads SPX by ~1.5d"); manual time-offset sliders let you slide any instrument to test the catch-up. Stocks are forward-filled on BTC's 24/7 clock so overnight/weekend gaps stay visible.

Why: Bitcoin trades 24/7 and often moves first; equities catch up when they reopen. This makes that lead measurable and visual — the z-score flags when a gap is statistically stretched (catch-up "due"), and the lead-projection shows where stocks are headed if they keep following. Built on the shared 2y/1h cache, so BTC & SPY cost no extra Yahoo fetches.

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.

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.

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.

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.

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.

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).

Cross-Instrument Regime-Change Story Detector

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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."

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.

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.

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.

MM Net Positioning

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.

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.

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.