apps2 · cross-asset alpha lenses

Decoupling radar

The flagship. 8 cross-assets (gold · oil · 10Y · real-yield · USD · NAS100 · HK50 · CNY): normalized overlay, decoupling radar, correlation matrix, gold spotlight, multi-scale tensor, snowball projection. Flashes only what newly fired.

Evolve

Deep-dive any signal over time: toggle level ↔ z-score ↔ velocity ↔ decoupling residual for every asset on one axis, with tunable window. The "how did this build?" lens.

Heat board

The default screen: every asset ranked by heat (decouple · extreme · velocity + bonuses), tagged FLIP / ACCEL / DECOUPLE / EXTREME / CLIMBING / VOL. "What's turning right now."

World markets

The entire world-markets landscape: pick any markets across the globe — US · Asia (Hang Seng · Nikkei · KOSPI/KOSDAQ Korea) · Europe · FX · rates · commodities · crypto — overlay them normalized vs each other AND vs SPX/NAS100 across every timeframe (90m→max), with a rolling-correlation decouple pane and a ranked decoupling board. Triangulate where any market is decoupling.

Surface

Dealer options exposure (à la VolSignals VS3D): gamma / vanna / charm by strike, a strike × expiry grid heatmap, by-expiration, and key levels (zero-γ flip, call/put walls). From Yahoo chains + Black-Scholes.

Fuse

The ensemble: fuses every cross-asset signal + the dealer-gamma regime into one equity directional bias + P(up), over time vs the S&P, with a contributor breakdown and agreement read.

Ratio builder

Divide any instrument by any other — treasuries ÷ oil, gold ÷ USD, VIX ÷ VVIX — from a macro universe (rates·commodities·FX·vol·factors). The ratio plots vs its own rolling ±2σ band with percentile/z extremes and S&P/NAS100 divergence. Swap legs in a click; a preset radar ranks common pairs by how extreme they are now.

Retail leverage

Is the crowd highly leveraged? Short-dated (≤7 DTE) call/put OI skew, OTM-lottery concentration, and volume/OI churn across SPY · QQQ · TSLA · NVDA — blended into a 0–100 retail-leverage index on real Massive OI.

Cohort stretch tape & lines

EVERY instrument as its own normalized LINE on ONE chart (z-score default · fit-to-axis · %-change), grouped by who trades it — Retail (NVDA·TSLA·QQQ·IWM), Vol complex / MM-dealer proxy (VIX·VVIX·SKEW), Bankers (USD-FX·ZN·ZB·GC·CL) — vs SPX/NAS100 baselines (solid, never muted), with a CPI/M2 real-terms adjust applied before normalize. Paired with the stretch TAPE (heatmap, every instrument vs its own history, 6 coloring modes, date-column sort) and a slow-money liquidity backdrop. Every instrument individually selectable, retail P/C reference, full pan/zoom/dateline.

Unusual options + flow

Scans SPY · TSLA · NVDA · QQQ chains (Massive real-time) for any contract trading ≥24× / ≥30× its open interest — heavy NEW positioning — and fires a Telegram alert covering both tiers. Plus a real-time options-flow chart over the last full session, with the high-flow 90-min open/close windows highlighted and a toggleable SPX/NAS100 reference.

Twitter retail attention

Likes / replies / reposts per post for @BITCOINFUNDMGR, banked every ~4h. Engagement velocity (Δlikes) as a soft proxy for retail attention / speculative volume — pairs with the options retail-leverage gauge.

Betting Markets Pulse

Exchange-wide VOLUME + OPEN INTEREST across Kalshi + Polymarket, banked every ~15 min, 24/7 (neither venue keeps the history — so ours is the alpha). A leading indicator for the prediction-market equity basket SRAD · GENI · DKNG: rising exchange vol/OI = a flow tailwind for the data-feed + sportsbook enablers; the basket overlay shows whether the equities followed, and divergence is the actionable signal. Sports-vs-politics mix, OI reconciled on a USD-notional basis, top markets across both venues.

QQQ · TSLA · NVDA 0DTE Volume

QQQ · TSLA · NVDA 0DTE Options Volume — 5y history + live, vs SPX / US M2 / Fed balance sheet (WALCL) / reverse repo (RRP). One continuous daily series: a 5-year deep-history seed (Polygon OSI-construct, DTE≤1) fused with automatic forward accrual from the Massive real-time chain (no venue keeps this history — so ours is the alpha). Does 0DTE speculation track liquidity, lead the S&P, or diverge? Put/call VOLUME (frenzy gauge), $-premium traded, and the per-name breakdown (QQQ · TSLA · NVDA each individually selectable — the basket is always decomposable).

Currencies on one chart

v2 of /fx-macro: a thumbnail grid of every currency (DXY · majors · Asia · EM · non-USD crosses like CNY/JPY · KRW/CHF) — click tiles to OVERLAY MULTIPLE currencies on ONE normalized detail chart. z-score / %-change so different-scaled pairs (¥150 · €1.08 · ₩1350) compare on one axis. USD-strength toggle inverts USD-quote pairs so every line means "up = USD stronger". Macro overlays: SPX · NAS100 · gold · 10Y real yield.

Divergence radar (RSI & OBV)

The dedicated home of the multi-scale divergence panel. Two oscillators: price↔RSI (momentum, every instrument) and price↔OBV (On-Balance-Volume — volume-confirmed; equities & futures only, FX/indices/rates read honest N/A). 9 cells per instrument = 3 timeframes (1h·4h·1d) × 3 swing lookbacks; confluence + 6 view modes + a price+oscillator detail chart with the exact swing pair drawn. A comprehensive cross-asset universe vs SPX/NAS100.

Real-terms & M2-adjusted stretch

The cohorts "every instrument vs its own history" LINE chart, standalone, with one headline superpower: Adjust for inflation or money supply. Reprice every ticker (and the SPX/NAS100 baselines) into real terms — ÷CPI (purchasing power: did it hold its value?) or ÷M2 (did it beat money printing?), applied BEFORE the z-score / fit / %-change normalize. Every instrument individually selectable, SPX/NAS baselines solid & never muted, retail P/C reference, full pan/zoom/dateline. Lines only — a focused real-vs-real comparison view.

Sector rotation — hot/cold tape & lines

Every major sector on ONE chart: 11 GICS SPDRs + 15 thematic baskets — Defense/Military · Quantum · Bitcoin · Software · Rare Earth · Space · Semis · AI/Robotics · Clean Energy · Uranium · Gold Miners · Biotech · Cybersecurity · Homebuilders · Transportation. The mandatory tape+line pair: a normalized LINE chart (all 26 sectors, impulse-z default · fit · %, CPI/M2 real-terms adjust, SPX/NAS100 baselines solid & never muted) paired with a HOT/COLD stretch TAPE (heatmap — red = hot/stretched, blue = cold/washed-out; the mandatory-4 coloring modes: own history · cross-sectional rank · vs SPX · vs NAS100; date-column sort). Click any sector to drill into its constituents as individually-selectable lines — a basket is never an averaged line. Upgrades v1 /apps/sectors.

Coin Screener — hot/cold tape & divergence

The v1 Coin Screener, re-skinned to apps2: top-100 coins by market cap with momentum · volume-spike · RSI · pattern-detection filters and presets, across four views — sortable table, pattern grid thumbnails, compare sparklines (5y/1y/1q/1m), and the signature divergence matrix (1h/2h/4h/D × tight·std·wide·very-wide RSI/OBV divergence, 2h/4h aggregated from hourly) with an interactive detail chart + trendlines + Pine export. Topped with the apps2 tape+line pair: a normalized LINE chart (top coins, impulse-z default · fit · %, BTC/ETH baselines) paired with a HOT/COLD stretch TAPE (own history · cross-sectional rank · vs BTC · vs ETH · date-column sort). Reads the /apps/crypto per-ticker archive in place. Upgrades v1 /apps/crypto.

Stock Screener — themes, RSI, patterns, P/E

The v1 Stock Screener, re-skinned to apps2: ~390 names across US + Korea/China/HK/Japan/Taiwan with theme + region filters, volume-spike · RSI · multi-timeframe divergence (1h·2h·4h·8h·D·W·M, RSI + OBV) · price-action pattern detection (triangles · wedges · channels · H&S · trendlines, with TradingView Pine export) across three views — sortable table (now with a trailing P/E column) · pattern grid thumbnails · 4-timeframe compare sparklines — plus curated bull/bear presets, collections, an AI-research prompt builder, and a candle detail modal. Topped with the apps2 tape+line pair: a normalized LINE chart (selectable top-N of the filtered set · impulse-z default · fit · %, SPX (SPY) / NAS100 (QQQ) baselines solid & never muted) paired with a HOT/COLD stretch TAPE (own history · cross-sectional rank · vs SPX · vs NAS100 · date-column sort). Reads the /apps/stocks per-ticker archive in place (never calls Yahoo from the browser). Upgrades v1 /apps/stocks.

P/E ratio triangulation (legacy path)

Retired 2026-08-13 — now redirects to pe, which carries all 31 names this charted plus its 7 footnoted loss-makers, on a 56-name roster with deeper history and a daily current-P/E read this page never had. The merge was gated on a by-name subset check that failed first — Home Depot, Johnson & Johnson and PepsiCo were charted here and missing from pe; all six gaps were filled and the check re-run empty before this was retired. Kept only so old bookmarks land somewhere correct; the page is parked as index.superseded.parked.html and its builder as build_pegrok.superseded.parked.py, which names the two fixes it donated to pe and stocks.

Historical P/E ratio + market cap

12 mega-caps — Amazon · Oracle · Apple · Micron · AMD · Nvidia · Microsoft · Cisco · Intel · Alphabet · Meta · Tesla — back to the dot-com era for relative comparison, monthly. Deep multi-order-of-magnitude data, so it defaults to LOG-scale lines (actual P/E and actual $ on the axis, not z-scores): a Historical P/E chart (~5–1600) and a Historical market cap chart ($1B–$4.7T), each stock its own selectable line (log · linear · z-score · fit toggle), the dot-com window (1998–2002) shaded. Each line chart is paired with its HOT/COLD stretch TAPE (heatmap — red = expensive/large vs own history, blue = cheap/small; own-history · cross-sectional rank · vs-SPX/NAS100 shown but disabled with a reason — no index P/E in the set; date-column sort). Local monthly dataset (SEC EDGAR 2007+ · curated dot-com seed ramping · price to 1984); coverage & gaps stated honestly.

South Korea oil & gas

What flows into Korea and what it costs. Crude imports, refinery intake, the reserve level (crude stocks vs the ~146 Mbbl KNOC strategic reserve + days-of-cover), and LNG imports · gas demand · gas stocks — Korea imports all its gas as LNG (pipeline imports = 0). Paired with daily prices (Brent · WTI · Henry Hub). Import volumes + reserves are monthly (JODI World Database — the finest FREE granularity; daily tanker-arrival volume is paid); prices are daily (FRED). Every series its own selectable line with the full chart control set; coverage & granularity stated honestly.

Computed-reads feed

The cross-app "what's firing right now" feed. A 2×/day cron reads ONLY our own recorded stores (the prices spine · signal · bias · gamma · cohorts · divergence · 0DTE flow) and surfaces the six non-eyeballable computed reads: percentile extremes (a metric at the edge of its own history), correlation flips (a pair whose rolling corr just changed sign), decouplings (a normally-correlated pair at an extreme-low corr percentile), divergence confluence (RSI/OBV divergences stacking across scales), lead/lag flips (a measured leader whose concurrent corr flipped), and put/call spreads (volume-P/C vs premium$-P/C gap). Ranked WITHIN each type — no fused score — every read with its own-history distribution, the date range it has been active, and a deep link into the source app. Nothing forward-looking. The feed is itself record-first.

P/E ratio — 49 stocks (tech + cross-sector leaders + sleepers)

Trailing P/E line chart across 49 deliberately-mixed names spanning P/E EXTREMES: legacy depth (Apple · Intel · IBM · Oracle · Cisco), mega-caps (NVIDIA · Tesla · Amazon · Meta · Broadcom · Netflix · Salesforce · Adobe), semis (TSMC · SK Hynix · AMD · Micron · Qualcomm · ASML · Arm), new/quantum/AI (Palantir · Super Micro · IonQ · Rigetti · D-Wave), fintech (Coinbase · Robinhood), cross-sector leaders & unusual P/E (Costco · Chipotle · Lilly rich · Exxon · JPMorgan · Ford cheap · Coca-Cola · Walmart · P&G · UnitedHealth · Caterpillar · Visa), sleepers / underdogs on a low P/E that arguably should re-rate (Dell · NXP · ON Semi · Baidu · Alibaba · PayPal · Uber), and private SpaceX (no P/E). Monthly, log-scale default (actual P/E on the axis), every stock its own selectable line vs the S&P 500 P/E reference (own right axis, never muted), R-UI-29 end labels, click-to-isolate with an own-history 10–90% band. Paired with the HOT/COLD stretch TAPE (own history · cross-sectional rank · vs-S&P; date-column sort) and computed relative-value insight along THREE axes — cheap-vs-own-history (most-stretched hero + tape), cheap-vs-peers (cross-sectional rank, own-history percentile/z), and cheap-vs-own-potential (the trailing↔forward gap, the sleeper lens). A P/E-focused sibling of pemarcap; deep history reused from it, extended via SEC EDGAR (10-K/20-F/IFRS), Yahoo fallback where EDGAR tags are non-standard (Visa · Baidu). Loss-makers & SpaceX carry no line (honest gaps, never faked).

Cross-border chip · robotics · AI rotation

DIRECTION OF CAPITAL ROTATION across borders in the most innovative chip · robotics · AI names — 30 peers across China · Korea · Taiwan · Japan · Netherlands · UK · US, grouped by sector (AI-GPU · memory · foundry · image sensors · equipment · robotics · platforms · global semi). Within each hot sector it surfaces which COUNTRY's peers are being ACCUMULATED vs DISTRIBUTED — is capital rotating US chips → China chips, Korea memory → US memory? Everything is RELATIVE (different currencies/timezones → normalized, daily-by-date) with NO SPX/NAS/FRED basis (broad-market moves everything uniformly = noise for rotation): peer-vs-peer normalized lines + a hot/cold stretch TAPE (own history · % move · vs own mean · cross-sectional rank) + a ranked overbought/oversold & accumulation/distribution table (RSI · own-history stretch · OBV) + a sector×country cycle matrix + the seven rivalry ratios (Cambricon÷NVIDIA · SK Hynix÷Micron · SMIC÷TSMC · Will Semi÷Sony · UBTech÷Fanuc · Biren÷NVIDIA · Naura÷ASML) each vs its own ±2σ band, and the multi-scale price↔RSI/OBV divergence panel. Premise-first: every chart prints what it measures + its directional premise; the signal is the deviation.

Convergence·divergence — premise-first landscape

The full-landscape counter-trend detector. 7 instruments — Gold · Oil · USD/CHF · SOXX · S&P 500 · US 30Y (^TYX) · China A50 (2822.HK) — on a 21-pair × 8-timescale matrix (90m · 4h · 1d · 1w · 1m · 1q · 1y · 5y). Premise-first: every pair prints its baseline premise + what each direction means; the signal is the DEVIATION. Premise classes (strong/moderate/weak/regime/none) honestly arm or disarm the sign-alarm — five pairs openly have no premise to violate, and a pair auto-demotes when its empirical sign contradicts the stated one. No arbitrary-lookback sliders — three pre-registered sensitivity tiers (sensitive/standard/strict) over FIXED canonical windows. Two reads: Pearson-free direction-rarity on the short scales, rolling correlation (n≥24) on the long ones. Per-pair detail (both legs + rolling-corr chart with premise band, onset date + live elapsed timer), an all-instrument overlay with z-score / fit / %-change modes, an extremes board, and an everything-rally co-move flash. Record-first (record.php banks daily). Data via decoup/data.php (Yahoo + FRED) — no new paid feeds.

Counter-trend / convergence detector

Cross-asset relationship violations — not RSI pivots. Gold · oil · USDCHF · SOXX · SPX · US 30Y · China (FXI) on pair×horizon matrix + recency flash. Slider-tunable floors. Data via decoup/data.php.

div real-time 1m candles

Same div universe as 1-minute OHLC candles, default last 4 hours, polled every ~20s. Equities via Alpaca SIP when available, futures/FX/index via Yahoo. Window anchored to last trade. Feed: div/rt/ohlc.php + universe.json.

Open-market equities vs corporate-held

Fed Z.1: nonfinancial corporate equities outstanding vs held on corporate books, open-market proxy (outstanding − corp-held), household holdings — vs 20y SPY / NAS100 price action. Quarterly structure + daily prices, shared window.

ETH address deposits & withdrawals

Paste any Ethereum address → all deposits / withdrawals (ETH + ERC-20 + internal), unique summaries by counterparty / token / pair, filter from–to or before / after dates. CSV export. Blockscout free (optional Etherscan key).

401k buying pressure vs SPX

Estimated 401k / defined-contribution buying pressure — the mechanical, price-insensitive equity bid from payroll deferrals — modeled from the wage base (FRED aggregate wages × contribution rate × participation × equity allocation × a documented auto-enrollment adoption glide) and overlaid on SPX. A comprehensive 29-series macro panel (payrolls · GDP · employment · income · saving · liquidity · sentiment · household equity) with the composite AND every constituent individually toggleable. Interactive assumption sliders (contribution rate · participation · equity allocation) recompute the estimate live. The analytical layer surfaces correlations: a sortable correlation table (each metric's YoY-growth vs SPX and vs the 401k bid, 1y/3y/5y/full, per-column heat) and a lead-lag heatmap (±12 months — who turns before whom; does the 401k bid lead the market?). All on year-over-year growth (levels are non-stationary and correlate spuriously). FRED key-free + Yahoo.

Real-time RSI divergence — ES · NQ

Real-time RSI(14) divergence scanner on ES (S&P 500) and NQ (Nasdaq-100) futures, 30-minute + 1-hour candles, across three lookback windows (8 / 13 / 21 bars). Flags bullish (price lower-low while RSI higher-low → momentum turning up) and bearish (price higher-high while RSI lower-high → turning down) regular divergences, drawing each as a trendline on both the price and RSI panels. Fires a Telegram alert on every newly-confirmed divergence (deduped, stale-guarded) plus a live on-page alert feed. Server-side scanner, auto-continuous futures feed, full per-chart controls.

XYZ — time × price × volume (3D)

A rotatable 3D market chart: X = time, Y = price, Z = trading volume (depth). Four instruments on one scene — QQQ · SPX · NAS100 · Russell 2000 — each a colored polyline that weaves front↔back as its volume swells or fades, with optional per-bar volume fins to the floor. Built on the paid real-time feeds with real per-candle volume: SPX/NAS100/Russell = Massive CME futures front-month (ES/NQ/RTY, ~23h sessions; multi-year daily stitched from the quarterly contracts), QQQ = Alpaca equity bars — no ETF volume proxies. Prices are normalized (% change / z-score) so all four compare on one axis; depth is each instrument's own-max volume. Drag to orbit, wheel-zoom, shift-pan, with Front (classic price chart), Top (time×volume map) and Iso presets, on-canvas drawing tools (trendline / horizontal / ray / note), the full window set (30m→5y) and hover tooltips carrying the real price + real volume + its contract.

BlackRock iShares — flow radar & sector dashboard (26 ETFs)

Where BlackRock's money is actually moving. Net flow = primary-market creations/redemptions (Δ shares × NAV) from the official fund.xls, refreshed 3×/day. A summary dashboard tops the page: combined US-equity flow over time, an 11-sector heatmap (green=buying/red=selling by z-score), and an "unusually strong buying/selling" panel that flags when a sector's 20-day flow breaks its own 2-year range. Below, a per-ETF radar of canaries — credit (HYG/LQD), rates (TLT), EM debt (EMB), small-caps (IWM), gold (IAU), IBIT — plus the broad core and all 11 US sector funds. Per-ETF page: 3-panel price/volume/flow chart, rolling cumulative overlay, PNG/CSV.

EWY Flow Lens (legacy path)

Retired 2026-08-04 — now redirects to blackrock / ewy, which is the live series (official fund.xls + paid Massive aggregates, refreshed 3×/day). This route had been serving its own snapshot, frozen at 2026-07-20 off the free Yahoo feed. Kept only so old bookmarks land somewhere correct; the v1 page is parked as index.superseded.parked.html.

Market Clock — global session timing

Live Gantt chart and countdowns for pre-market, regular, after-hours, and futures sessions across the US, Korea, Japan, China, Hong Kong, Singapore, Germany, and London. Holiday-aware Yahoo trading periods, 8–72 hour zoom, pan, pinned date lines, time override, fullscreen, and PNG export.

Retail 0DTE participation & outcomes

What can be measured honestly about the crowd: real OCC customer-range 0DTE volume, a configurable tiny-ticket tape proxy (contracts + premium cap), and the spread-aware profit/loss distribution of estimated buyer-initiated tickets — explicitly tickets, never invented unique-trader win rates. Adds optional WSB comments / 12h and Robinhood app downloads / day attention/acquisition banks, with every estimate visibly labeled.

Basics — gold · BTC · US 10Y · S&P 500 · crude on one chart

The five markets that frame every macro conversation, drawn together on one shared time axis, each on its own scale so shape and timing compare directly. Realtime Yahoo candles (gold GC=F, BTC-USD, crude CL=F, S&P ^GSPC in hours and ES=F basis-adjusted outside them, 10Y ^TNX) with a ~25s view-preserving poll. Lines by default; tap any line to turn it into candles and move the real-value Y ruler onto it. Canonical window set 1h→5y at the finest candles the source can actually cover (impossible combinations greyed out with the reason), per-ticker and group opacity, a hairline trend-line tool that survives zoom, and a stacked stretch tape companion with six colouring modes. Built mobile-first: pinch-zoom, one-finger pan, tap-to-identify, long-press dateline.

Weather — the macro board + NYC & Seoul temperature

Everything /basics does — gold, BTC, the US 10Y, the S&P 500, crude, semis, DXY and the live USD gauge on one shared time axis, each on its own scale, with the trend-line tool and the stretch tape — plus the air temperature in New York City and Seoul as two toggleable background series on their own °C scale. A persisted Overlay ↔ Pane switch breaks the temperatures out into their own flush-stacked indicator pane with a real °C axis and its own height grip, while the time axis, panning, zooming and the date line stay shared across every canvas. Highest resolution Open-Meteo offers: 15-minute points to a week, hourly to a quarter, ERA5 daily means (with the day's max/min shaded) for 1 and 5 years — observations only, no forecast bars. Market data is read from the /basics endpoint and store: one writer, never fetched twice.

Advance–Decline breadth — cumulative rising versus falling stocks

True daily breadth from the existing per-stock archive: each covered equity contributes +1 when its close rises, −1 when it falls, or 0 unchanged; net advances = advancers − decliners and the ADL cumulatively sums that net count. Includes 21-session and 50-session ADL averages, selectable stored US / Nasdaq-listed / NYSE-listed baskets, exact eligible and covered counts, and SPX, NAS100, NVDA, SKHY and 000660.KS price overlays. Full /basics interaction set: independent opacity, bold references, candles, Fill/Z-score, pinch/wheel zoom, pan, Y stretch, datelines, styled trend lines, resize, fullscreen, tape, and PNG/CSV/JSON export. Scope is explicit: current archived equities, not every exchange listing or historical membership.

Fibtime — Fibonacci length projections on SPX / NAS100

Place three collinear points on a fully interactive ES/NQ chart. Points 1–2 set the angle; point 3 sets distance along that ray. Segment lengths match the Fibonacci sequence through F₁₀₈ (consecutive preferred, inverses and closer non-adjacent ratios allowed); points 4 and/or 5 project forward along the same line. After three points, drag the whole line. Copyable forecast: at this rate, the next time price hits this trend line will be DD-MM-YY… Data from the /basics store (Massive + Yahoo, single writer).

Pentagram — ternary equilibrium (gold · USD · oil · ES · NQ)

Three triangles: Gold / USD basket / Oil, Oil / Gold / NAS100, and Oil / Gold / SPX. Each vertex is one market; the floating point is the vol-scaled relative move over day · week · month · quarter · year (1–100 from each market’s own 30-session realised vol; equal scores sit at the centre). A fading trail shows the path of the equilibrium point. Layout: 1–3 triangles per row (stacks on mobile). Real-time from the /basics store (single writer).

Volrsi — vol-normalized paths + RSI compare

Gold · USD · oil · ES · NQ · RTY · YM DJI plus NVDA · TSLA · SKHY · SK Hynix KR · EWY (BlackRock Korea ETF). Section 1 is as comparable as price series get: log return ÷ each name’s own rolling realised σ, then cumulative from the window start (all lines origin 0 — units and vol stripped). Section 2 is Wilder RSI only (7/14/21), 30/70 guides, no vol adjust. Snapshot table ranks both. Data from the /basics store (Massive 1m tip).

SVL — are hedge funds actually max short?

The real positioning answer, measured and stated as a percentile of its own history. CFTC leveraged funds (the actual hedge-fund / CTA category, weekly, 20y) and non-commercial net (large speculators, back to 1997) for E-mini S&P 500 · Nasdaq 100 · Russell 2000 · VIX, counted both in contracts and as a share of open interest. Plus FINRA twice-monthly open short interest per stock (split-flagged, days-to-cover). Keeps the original daily short-sale volume chart — now captioned with why it is a tape statistic and not positioning: the median day is ~53% short-marked because most of it is market-maker liquidity. SPX / NAS100 own-scale backdrops throughout.

Dynamic pivots — S&P 500 & Nasdaq 100 levels over price, per period

A port of /apps/pivots onto the paid feed stack, with the mechanic intact: five families (Traditional · Fibonacci · Camarilla · Woodie · DeMark), five timeframes (daily → annual), PP plus R1–R4 and S1–S4, the proximity ladder and the Pine Script v6 exporter — all ported formula for formula and A/B verified against the original to four decimals. What changed is underneath: periods now come from the exchange calendar, so a cash pivot uses the 09:30–16:00 New York session and a futures pivot the CME trade date, and both are drawn at once, each against its own price line. Every period is drawn with the levels that governed it, so a level is a time series instead of one horizontal line, with the next period’s set armed dashed the moment the current one closes and an optional developing set that moves with the live feed. ES/NQ real time via Massive Futures Advanced through the /basics store (single writer, no duplicate fetch); ^GSPC/^NDX from Yahoo into this app’s own record-first store, continued after hours from the future with the basis flagged. Full /basics chart contract: corner chip cluster, measurement tool, real fullscreen, spliced axis, session classifier, stretch tape, dense tooltips, mobile-first.

Regime — the price-only market-state read

Two regime diagnostics that need no dealer-positioning feed — both come out of S&P 500 price alone, so they are free and unambiguous. Signal 1, gamma regime from realised range: the rolling 10-session median absolute daily move read against the two ranges Imran Lakha quotes — 0.50–0.60%/day with dealers long gamma, 2–3%/day with dealers short — and the gap between them reported as an explicit transitional state rather than a fudged boundary. His confirming tell rides as a genuinely second dimension: net displacement against path travelled (a Kaufman efficiency ratio), because big bars going nowhere is short gamma while big bars going somewhere is just a trend — plotted together on a 2-D state map. Signal 2, volatility carry with two estimators: realised vol by close-to-close AND by range (Parkinson primary, Garman-Klass beside it, never blended), on a fast 10-session and a standard 21-session window against VIX9D and VIX. The point is the filter: when range-based realised runs hot versus close-to-close, any “vol is rich” reading is suppressed on screen as an estimator artifact. No hardcoded VIX floor anywhere — every gate is a computed percentile of the metric’s own trailing five years. History back to 1970 (14,267 sessions) for the range reads, 1990 for the VIX carry, with an audited fix for the S&P index’s synthetic daily open. Conditioning variables, not entry triggers: the copy says what state price is in and how it behaves there, and names no side. Record-first store + daily recorder; VIX/VIX9D from CBOE’s own daily file, S&P OHLC from Yahoo.

Flow — signed options order flow (who crossed the spread)

Every other options read in the suite infers intent from unsigned aggregates — put/call volume, premium $, open interest. None of them can tell a retail call-buying frenzy apart from institutions distributing into it: both print as “call volume up”. This lens signs the tape by aggressor. Each OPRA print is matched to the prevailing NBBO at its nanosecond sip_timestamp and classified buy-initiated vs sell-initiated (Lee-Ready adapted to options; at-mid prints get an explicit tick-test fallback rather than being dropped or silently called buys). Output is buy premium $ vs sell premium $ — never a lone net — per DTE cohort (0-1d · 2-5d · 6-20d · 21-60d · 60d+) and per call/put, plus session options CVD and an aggressor-imbalance percentile against its own history. Multi-leg/spread prints are excluded from classification (their price is set by the package, not by lifting a single-leg offer) and reported separately so premium always reconciles — that exclusion is ~13% of SPY premium, material enough that ignoring it would corrupt the read. Two measured facts drive the honesty of the page: trades and contract counts reconcile exactly against the official OPRA day aggregates, and the cheap tick-test tier was rejected for signed flow after testing it on identical prints — 84.9% of individual prints agree with the quote rule, yet every cohort’s net flipped sign, because the net is only ~0.34% of gross premium and per-print error swamps that residual. So the net is always read as a percentile against its own history, never as a headline dollar figure. Bias is stated both ways: aggressive call buying is not bullish if it is being sold into. Sourced from the existing Massive/Polygon OPRA entitlement — no new spend.

Health — is every feed and store actually working right now?

One page that answers whether the data underneath every other card is alive. Built from six real outages that each ran for about a month while passing every easy test: apps/indicators published over FTPS to a decommissioned host and never checked the return code, so the nightly task reported success while uploading nothing; apps2/pegrok’s builder was never deployed, so no cron could ever have run it; apps/oracle’s recorder existed but sat in no crontab; apps/board served HTTP 200 with valid JSON while every row was {ok:false, thin:true}; a vendor 403’d the datacenter while answering fine from another host; and a crontab lost 70 jobs at once. So three independent tests run per store. Freshness against its own cadence — the schedule is read from the live crontab and replayed, so weekends, trading-hour windows and weekly builds are exact and no fixed “under 24 hours” guess exists anywhere; recorders whose cron window is deliberately wider than the session they record are marked rth-gated so they never go red overnight. A scheduled writer exists — every store must match an active cron line and every cron line’s target script is stat()ed on disk, which catches both halves of the oracle/pegrok shape mechanically. Content is not degenerate — row counts, flagged-row percentages, voter-depth floors, zero-length rows, and for the futures dailies the newest bar date inside the file rather than the file’s own timestamp. Upstream feeds (Massive options + futures + OPRA trades/quotes, Yahoo quote/chain/^VIX family, FRED, OCC, SEC EDGAR, CBOE, Databento, Open-Meteo, Hyperliquid, Polymarket/Kalshi/MLB) get a cheap probe stating the result per host, with the two opposite user-agent gotchas encoded and latency read against each feed’s own banked median. manual-by-design and retired are first-class states, never failures — a page that cries wolf gets ignored, which is the real risk. Read-only throughout: it observes, never repairs, never triggers, and never echoes a key or an operator path.

Volts — the vol term structure (the curve, not the level)

The S&P 500 has an implied volatility quoted at four horizons at once — tomorrow (VIX1D), nine days (VIX9D), one month (VIX), three months (VIX3M). Every other vol read in the suite banks those as levels; the shape they make together existed nowhere as a signal. This lens reads the curve: the six slopes between those four nodes, plus five cross-asset legs (VVIX, SKEW, VXN, GVZ, OVX — each divided by VIX, so they read as “how many times S&P vol”). Curve state is pure ordering — contango, backwardation, or the honest third answer mixed for a kinked curve, never rounded to the nearest tidy label — with the exact segments that are inverted named, and a count of how many of the three are. There is no tuned threshold and no hardcoded volatility floor anywhere in this app. Inversion is stated as the arithmetic fact that a ratio crossed 1.0, always beside that segment’s own-history percentile; the “floor” is replaced by VIX’s own percentile against 9,200 days, because the trader this framework comes from has quoted 11-12, 15-16 and 20-25 as the floor in different regimes — mutually inconsistent by his own testimony, so a constant would be false precision. Deep daily history is accretive (a day observed once is never dropped, because the upstream history tree is externally pruned) and the live recorder banks the whole curve every 15 minutes — the finest grid on which all four nodes actually publish — because one observation a day cannot see an inversion form and un-form inside a session. SKEW is carried at daily cadence and never forward-filled onto the intraday grid; the table states every leg’s true bar age. Conditioning variables only: nothing here names a side.

Surface — skew term structure and the convexity premium

Two shape reads on the SPX option surface, both from Imran Lakha, neither of which existed in the suite because nothing here measured skew at a constant tenor. Signal 1, the three-month skew: he singles out the 3-month line as “the most informative” and dismisses 1-week and 1-month as “quite volatile”, so three months is the headline and the other two are drawn only as confirmation. The convention is stated, not assumed — a 25-delta risk reversal, put IV at |Δ| 0.25 minus call IV at Δ 0.25, each leg interpolated in delta across that expiry’s own ladder rather than snapped to the nearest listed strike, then each leg interpolated to exactly 91 days in total variance between the two bracketing expiries (never an interpolation of the skew itself, which would mix two time-scalings). Delta not moneyness, because a 10%-away strike is a 3σ event at one week and 0.7σ at three months — the very comparison the signal is about. The headline is the normalised form (skew ÷ ATM), since a raw vol-point skew widens mechanically when the whole surface lifts. And the signal is the divergence, not the level: skew bid for puts while spot makes highs, scored as a co-occurrence and, more strictly, as the residual of a rolling 5-year regression of skew on the index’s distance from its one-year high. Signal 2, the convexity premium: a VIX-style index is a variance-swap rate integrating every listed strike while the at-the-money uses one point of the surface, so the gap between them is the price of the wings — computed as a term structure against all four CBOE tenors (VIX1D · VIX9D · VIX · VIX3M), which says whether the wing bid is a front-end event or a whole-curve condition. His “usually 3–3.5, not normally 5” appears only as labelled reference lines; every gate is a percentile of the measure’s own record. The dealer-short-the-wings read is marked an inference, because the same open interest is equally consistent with a client put spread. Chain via the shared I:SPX index reader (spot from put-call parity) asking for five monthly OPEX expiries — which is what makes 91 days reachable at all. Honest about its own age: there is no historical option surface in this stack, so the live measures are recorded forward and say ramping until they have a distribution, while CBOE’s ^SKEW (9,139 sessions from 1990) carries the divergence meanwhile and is labelled a proxy everywhere it appears. Conditioning variables, not entry triggers.

Gaps — the missing-data inventory

/health answers "is the pipeline running right now". This answers "what history do we not have, why, can we get it back, and what is it costing us." health's unit of truth is the latest write, so it is deliberately blind to the past — a store can be perfectly fresh at the tail and be full of holes behind it, and health will correctly call that green. This walks the whole span of every store health knows about and reports the gaps inside the range: expected days against observed days on each store's own calendar, taken from its own crontab line rather than guessed, with NYSE closures excluded so a Saturday is never a fault. It does not re-inventory anything — the 64 stores, the cadence provenance, the crontab reader and the market calendar are all read live from health/inventory.php, because a second copy of that list is exactly the drift this suite keeps getting bitten by. The ranking is the product: a hole in a store nothing reads is noise; a hole holding a registered metric below a2_dist's minObs 60 — so an app is rendering null percentiles right now — is the headline, and every store carries the calendar-day count until it crosses that line. Each gap gets a cause (never collected · pruned by rotation · no scheduled writer · off-host writer · page-load accrual · shipped recently) and a concrete recovery route with its cost: OPRA flat files are already wired, Yahoo caps 1m at 7 days / 5m at 60 / 1h at 730, OCC and FRED are free and deep, and a Databento re-request bills as a new purchase. Two things a single-store view cannot see are computed here: a day missing from half the stores at once is named one host outage instead of thirty separate bugs, and seed depth sitting on disk that metrics.json never declares is flagged — hist.php cannot merge what the registry does not name. Where the filesystem genuinely cannot measure coverage (a directory of per-symbol builds tells you only when a file was written) it says not measurable and why, rather than printing a fabricated percentage. manual-by-design, retired and shipped-today are first-class states, not failures — a store one day old holding one row is correct. The inventory is itself a record-first store, so whether a hole is opening or closing is answerable next month instead of re-guessed.

Continuation — when unusual spot↔vol conditions precede multi-day runs

The S&P and the VIX normally move opposite ways — measured here at a median correlation of −0.81, the leverage effect plus the fact that index puts are the hedging instrument, so a rally releases hedges. When they rise together, upside convexity is being bought and a dealer short those calls hedges into strength: the self-reinforcing melt-up. This lens measures that state, how rare it is, and — the part that makes it a lens rather than a dashboard — what states like it have actually preceded across 9,183 sessions with a complete forward month (1990→). Four facts, never fused: today's quadrant (sign of the return × sign of ΔVIX, with an explicit FLAT fifth state), the share of the last 21 sessions in each quadrant, the 21-session correlation with its 10- and 63-session companions beside it, and that correlation's own-history percentile — because −0.8 is ordinary, not bearish, and only the percentile makes it readable. ΔVIX is in points, never percent: VIX is already a percentage, so a pct-change of it would weight a 12-handle day three times harder than a 40-handle one. The conditional study is the product. 70 states declared up front — quadrant, quadrant-share terciles, correlation quintiles, path-efficiency terciles, VIX level, term-structure inversion and the crosses those imply — each measured for forward return at +1/3/5/10/21, forward run length (consecutive same-sign closes), longest streak inside the month, forward path efficiency (did the multi-day move go anywhere or just thrash), forward drawup/drawdown and the size of the move. Every cell carries n, every conditional number is shown beside the unconditional base rate, and every effect size divides n by the forward horizon first — two adjacent 21-day windows share twenty of their twenty-one days, so 1,817 sessions is really 86 independent months, and that is the number the significance rests on. Every bucket is reported, including the boring ones: a single spot-up-vol-up day does essentially nothing, and path efficiency — the obvious continuation prior — does not predict forward persistence at all. What does separate: a decoupled quarter (63-session ρ in its least-negative 5%) precedes longer one-way runs but smaller moves, and an inverted VIX term structure is the single strongest condition for a big multi-day move in either direction. Pumps and dumps are measured separately and with equal weight, and the bearish side is deliberately not built as the mirror of the bullish one: the melt-up shape is unusual because it inverts the normal relationship, while its literal negation is simply the ordinary decline. Two bearish hypotheses go through the same study with their own falsifying controls — a decline nobody is hedging, and a disorderly liquidation confirmed by the vol structure — and a measured level-matched control pair separates what the curve contributes from what the volatility level does (they correlate +0.69, so the naive reading is a confound). The answer is a strong negative worth having: there is no clean multi-day dump tell here. Only 0.07% of months are 60%+ path-efficient and net down and no state raises it materially, against a 3.25% clean-pump rate — a 46× asymmetry. Several states do raise the odds of a deep drawdown; none raise the continuity. Downside arrives as violent chop, not as a smooth slide. Centrepiece is a 2-D spot↔vol map with a rarity grid built from the full 36-year history, so "unusual" is literal. Dealer context (GEX, flip distance, put/call, skew, and now vanna + charm) is on the page raw and explicitly unscored — 22 sessions against the 60 the distribution contract needs — and gates nothing. Record-first store, weekly seed rebuild, zero vendor calls: every input is a store this suite already banks. Conditioning variables only; the page names no side.

Basis — the cash index against its own future

The front-month future and the index it settles to are the same exposure priced twice. The gap between them is not an opinion about direction — it is the market quoting what it costs to carry that exposure with borrowed money instead of owning the shares. Sign convention stated once and never restated differently: basis = cash − future, so negative means the future trades above cash. Annualised over the days left on the contract it becomes an implied net cost of carry — financing minus the dividend yield, which is what an index future actually prices, not an interest rate — and it is shown beside the 10-year, never blended into it, because a rich basis against cheap funding is a different fact from a rich basis against dear funding. Two pairs, never merged: S&P 500 / ES=F and Nasdaq 100 / NQ=F, 6,281 matched sessions from 2001. The roll is the thing that silently ruins this app, so it is measured rather than assumed. These are continuous front-month series and must switch contracts four times a year; the CME convention would put that switch eight days before expiry, and the data says otherwise — median day-over-day basis move stays at an ordinary 6–9 bp straight through the supposed roll week, then jumps to 40–54 bp on expiry Friday and 64–71 bp on the first session after it. The series holds the front contract to expiration. So every session carries the contract it is priced off, roll sessions are flagged from contract identity rather than a guessed window, and the discontinuity is drawn, marked and excluded from every distribution — never smoothed away. The days-to-expiry floor is measured too: the implied rate divides by days left, and its inter-quartile range runs 45.5 points at one day against 3.8 at twenty-one, so below 15 days the number is a data gap rather than a rate. Differencing two daily closes is not automatically a basis — the index closes at 16:00 New York and the future trades to 17:00 — so both are shipped: the deep 25-year series, and an exact one pairing the cash close with the futures print at the same 16:00 instant. The clock error between them is served as its own series and measures 1.5 bp at the median against a basis that ranges to a hundred, which is what licenses the deep series carrying the statistics. Half-day sessions get the actual close hour, not an assumed one. Because the future trades ~23h and the index prints 6.5h, the move is reported in parts — overnight leg, cash-session leg, total beside them — with the vendor's synthetic index opens blanked rather than counted as a flat overnight. The fair-value gap is a scatter of the cash opening gap against what the future did overnight: the fitted hand-over is 0.82 for the S&P and 0.98 for the Nasdaq, and what does not arrive at the open is named as a residual instead of being assigned to either leg. A contract-cycle scatter plots the basis against days left, so the calendar confound is visible rather than argued about. Conditional forward study over three conditioners × ten deciles × three horizons, buckets fixed up front, every bucket reported with n, the overlap-corrected standard error and the unconditional baseline pinned beside it — and every bucket is reported including the eight in ten that say nothing. What survives is narrow and it shows up on both indices, which is what makes it worth printing: only the cheapest-carry decile — the future at its widest discount to fair — separates from the base rate, and it separates downward. Nasdaq, carry-minus-10-year bottom decile (n=295 across 20 distinct years, so not one crisis): the index finished higher 46.1% of the time over the next session against a 55.4% base rate, 44.1% vs 58.1% over three and 46.1% vs 59.2% over five — 3.2, 2.8 and 2.0 standard errors apart, the only bucket in the whole study below baseline at every horizon. The S&P version of the same state is real but one session deep (48.1% vs 54.9%) and gone by the third. The rich end is weaker and roughly symmetric. Everything else, including the entire top half of the raw basis, is inside two standard errors of doing nothing. Record-first, zero vendor calls — and the basis definition is proved bit-for-bit against the one apps2/pivots already uses over 4,295 shared timestamps, with the build refusing to write if that ever fails.

Omniverse — every metric against every metric, two regimes side by side

The exhaustive cross-metric explorer for the obscure commonalities and anti-correlations between two market regimes — two pumps, two dumps, a pump vs a dump, accumulation vs distribution. Reads a purpose-built 180-column daily feature matrix (176 selectable metrics; 2026, 9 OPRA option roots + a decomposable MARKET aggregate) where every metric is banked three honest ways where it applies: all nine greeks as ATM-front, OI-weighted dealer exposure (GEX · net vanna · charm · volga · veta), and chain-total flow — kept distinct, never fused — beside put/call (volume · premium · OI), open interest, gamma walls & the local-γ regime read, 0DTE, IV term structure & 25-delta skew, the full VIX complex and its cross-asset ratios, VIX option open interest BY STRIKE (where the crash hedge is actually parked — centre of gravity of the call and put books vs spot, the biggest cluster and its distance, the OTM call share), ES/NQ futures basis and futures open interest, credit spreads, rates volatility, implied correlation, leveraged-ETF positioning, FINRA dark-pool share and the FRED rate. Pick two windows (preset regimes or free dates); every metric is compared across them by level (percentile + z), slope, acceleration, threshold-crossings and path-shape, in a vertically stacked A-over-B table with a dual encoding — font-size = how big the move is, colour = its direction — so a steep move stays big even at an average level and acceleration is visible at a glance. A mechanical finder ranks the strongest shared signatures and the strongest divergences; a correlation + A−B diff canvas heatmap surfaces which metric pairs stayed coupled vs decoupled; lead-lag tests which moved first; and SPX + NAS100 are drawn for both windows aligned to a common t=0 so two pumps'/dumps' shapes compare directly. Every metric can also be ranked through five lenses — most retail / dealer / institutional / directional-bias surfacing (four attribution questions: whose positioning does this reveal?) and most unusual since Jan (a separate extremity question) — where the score is a published, arguable weight times how far from normal the metric is right now, so a metric sitting at its own median ranks low no matter how well it reveals a crowd; metrics with no weight on a lens are excluded and counted, never ranked last. Every correlation carries its n, the signed-mirror (a metric that moves alike in a pump and a dump is volatility, not direction) is flagged inline, and the recency confound is stated on the page. Describes what happened; never predicts.

Market conditions — three timeframes, two questions each (Imran Lakha's lens)

A real-time conditions dashboard built on the Imran Lakha (Options Insight, @options_insight) options framework — his lens; our data and implementation, with no involvement or endorsement by him. His method starts with two boxes, never one: a view on spot (up / down / sideways / no view) and a view on vol (rich / cheap / fairly priced / no view), with the structure family following from the pair. This page resolves both boxes at three grains — 1 hour (live futures hour + the 5-minute options snapshot re-solved with our own solver + differenced chain flow, against an 888-hour baseline), 1 day (daily closes against 2026's sessions) and 1 week (the last complete ISO week, constructed with an explicit unit rule per metric — flows sum, returns compound, levels average, ratios rebuilt from aggregated components — against a 30-week baseline) — and reports whether the three agree, since each had to reach its answer against a different baseline. The key metric sits on top: cash vs futures vs the options-implied forward, the last derived by put–call parity (F = K + (C−P)·erT, an identity, no vol model), with the futures basis and the options carry compared as annualised carries and the ATM straddle shown as the market's own stated expected move. A separate magnitude lens answers the different question of how far and for how long: sustained runs are detected mechanically across 2026 with a swept percentage zigzag, each run's opening sessions fingerprinted, and today scored against them — with the false-positive counts shown raw and non-discriminating tells listed as dropped. All 78 rules carry a disposition (vote / detector / framing / not-computable-with-reason) and each vote shows its rule number; where the source rules file was wrong we say so (R020's absolute gamma buckets are replaced by his actual front-implied breakeven rule). Dealer gamma deliberately casts no direction vote — R010 says it is not directional — and a coverage harness asserts every reachable state resolves to written copy. Fully server-rendered for no-JS and AI fetchers. Describes what is priced; never predicts.

Blast, or jagged broken shards? — the dealer-gamma regime verdict

One question, answered in plain words before any chart: is the market set up to move in one direction, or to chop? Long dealer gamma means market-makers must sell rallies and buy dips to stay hedged — pinning, failed breakouts, small ranges, the jagged broken-shard tape. Short dealer gamma means they chase — trend, follow-through, gaps, the blast tape. The regime is read from the net gamma inside ±1% of price (not the γ-flip, which is a level and much weaker than it is usually given credit for), with how fast it decays — the share of the book dying at the front expiry — as the differentiating read. Built on the full options chain captured every 5 minutes, weighted by open interest only, never volume: a missing OI is excluded and counted, never zeroed, and per-strike netted contract counts are primary because dollar-gamma at one strike balloons as price approaches and collapses as it leaves. Shows where the walls sit now, how they migrated through the session, and the forward book with today's expiry stripped out. It also publishes the measurement of its own thesis — and that thesis did not hold: raw, negative gamma does precede bigger next-session ranges, but once the range is measured in units of what options already charged for it the relationship vanishes, path-shape shows nothing, and failed breakouts run the wrong way. Major support and resistance are labelled explicitly as a spot-anchored ladder — top 3 concentrations each side, not just the headline wall — with the γ-flip kept separate as a regime boundary and the gamma centre as a magnet, never conflated with a barrier. Those labels carry their own measurement too: reaching the call wall, price closed back below it just 37.2% of the time (n=215) against 38.0% for an arbitrary level the same distance away, so the ladder ranks by concentration and says so. Because walls come from settled open interest they legitimately hold flat after the close, so live ES / NQ / RTY futures are overlaid against the frozen levels — anchored to the cash close so the basis and index/ETF ratio cancel — answering whether price is drifting toward or away from a wall overnight, with both clocks shown side by side. Directional bias is deliberately subordinate: no lean is the standing answer, because no asymmetry beat the base rate of sessions that simply closed up. Describes positioning; never predicts.

Will this move keep going? — odds of a sustained one-directional drive, by horizon

The question every trend follower actually has, answered against a pre-registered backtest that was frozen before anything was tested. Eight horizon columns — 1d · 2d · 3d · 4d · 5d · 2w · 3w · 1m — each carrying the base rate (how often a one-way drive has actually happened since 1970) next to what a reshuffle of the same market's own returns does, so no percentage ever appears without the number it has to beat. Under it, a predictor × horizon grid: eighteen candidates — three Hurst estimators at three windows, variance ratios, autocorrelation, ADX, the Kaufman efficiency ratio, realised-vol regime, momentum — each cell a dot on a fixed effect-size axis with the null band drawn in grey, at three heights for all-history, fitted-to-2014 and scored-on-2015-onward, so a sign flip between the last two is visible as a line. Most cells read "no edge", and that is the finding. The headline results it publishes rather than buries: the Hurst exponent flips sign in 98 of 189 instrument × window × estimator combinations out of sample (51.9%, a coin toss) and measures −0.007 after 2000; the conventional H > 0.5 threshold is meaningless — a memoryless market reads above it 78–89% of the time, and the honest boundaries are 0.815 / 0.734 / 0.682 at 64/128/256-day windows; the S&P is less one-directional than its own reshuffle at 5, 10 and 20 days; every conventional trend gauge points negative; of 663 tests 17 survive correction, 14 are realised-volatility measures, all 17 point negative, and none is on the S&P. Dealer gamma renders as "not testable yet" with the date it becomes answerable — 113 rows, ~10 independent observations — never as a number. A positive control proves the pipeline detects effects down to |rho| 0.027, which is what makes this a strong null rather than a weak test. Every figure traces to a named results file; the page computes no statistics of its own and issues no forecasts.

baseline — macro fuel vs market pump

The owner's thesis, instrumented: stocks drift up by default (401k paychecks + money printing are a standing, price-insensitive bid) — so the question is never "did stocks rise" but how far ahead of the fuel is the pump running? Eleven levers — M2 (weekly pulse + YoY) · DXY · CPI (headline + core) · Treasury flows (Fed SOMA + foreign custody) · 401k bid (modeled + ICI weekly) · rates (Fed funds + 10Y) — each z-scored at its NATIVE cadence and mixed as one BASELINE with 11 signed weight sliders (−2…+2; negative INVERTS a lever) that recompute everything live, client-side. The headline is the PUMP-EXTREMITY GAUGE: divergence D = market impulse z − baseline B, scored as percentile vs its own trailing 4y, drawn as a TradingView-style oscillator ABOVE the raw SPX/NAS100 price band (flush pair, shared x-axis), with persistent ≥p95/≤p5 episodes shaded as start→stop ranges. Plus the mandatory tape+line pair (weekly force tape, 6 colour modes + all 11 lever z-lines vs SPX/NAS baselines), rolling 13w/52w correlation, a five-window comparison table (1w/1m/3m/1y/4y), custom symbols, and 70 served state-dependent plain-words sentences. Active weights burned into every PNG. Descriptive only — never predicts.

How stretched is the market versus the US economy?

Official ratios, no invented numerators: nonfinancial corporate equities ÷ GDP (Fed Z.1 NCBEILQ027S / BEA GDP) · after-tax corporate profits ÷ GDP (CP/GDP) · household equities as % of household financial assets (Fed BOGZ1FL153064486Q, already a percent) · FINRA margin debt ÷ GDP · Magnificent 7 TTM GAAP net income ÷ GDP (SEC EDGAR 10-Q NetIncomeLoss for AAPL MSFT NVDA AMZN GOOGL META TSLA — missing if any name lacks four quarters) · gross federal debt ÷ GDP (FRED GFDEGDQ188S, already a percent). Quarterly prints are held as steps, never interpolated into fake monthly noise. Each tile is the latest print plus its own-history percentile. The page also measures its own thesis: in-sample quintiles of each ratio versus the next 5- and 10-year S&P 500 price return (dividends excluded, and said so). Describes how large, profitable, owned, levered, concentrated and fiscally stretched the market/economy pair is. Never predicts.

core — full-screen crisp-candle futures charts (phone / tablet first)

S&P 500 · NAS100 · Russell 2000 · WTI crude · US 30Y T-Bond · Gold — all six as continuous front-month futures (ES1! NQ1! RTY1! CL1! ZB1! GC1!), Massive realtime + Yahoo history from the /basics store (single writer). Portrait shows 3 charts per screen; landscape shows one full-screen chart with edge-arrow / edge-swipe flip; desktop is a 3×2 grid. Charts are drag-sortable (long-press to lift). Seven timeframes 1h·1d·1w·1m·1q·1y·5y at the max candle resolution each window allows (1m up to a week, 5m month, 1h year, 1d 5y). Candles are pixel-crisp — fillRect-only, 1px columns, zero gap, no antialiasing — and every control is a 30%-transparent in-canvas overlay: pan, pinch/wheel zoom, Y-scale, crosshair tooltip with Copy, drawing tools (horizontal ray · vertical time callout · % measuring box, persisted per symbol), fullscreen, opaque-background PNG, JSON dump. Live edge on the &last= 5s Massive fast lane.

demark — Sequential 9-13 + Combo on ES / NQ

CME E-mini S&P (ES=F) and Nasdaq 100 (NQ=F) futures, 10 years of daily, every candle size. TD Combo Version I (the multi-day spike print — 13 bars, four strict conditions) and TD Sequential 9-13 (perfected 9, countdown 13 vs 8, TDST, risk level, 12-bar stale clock). Same bar-count rules on 1m and on weekly. Two charts, shared dateline and zoom, independent height and candle width. Intraday from the /basics store; daily/weekly 10y from Yahoo. A 9 is a location, not a trade. Never predicts.

parabol — both-envelope acceleration of ES / NQ

ACCEL_UP only if the last 2–3 confirmed high-to-high legs and the last 2–3 low-to-low legs are both strictly steepening, all slopes positive. One-sided is NONE (the tile names which side failed). Onset dateline = first confirmation of that state — earlier than a human naming a parabola, not a forecast. No moving average, no curve-fit fallback. Never predicts.

obv — OBV divergences on everything with volume

Finds and ranks on-balance-volume divergences — price making a new swing extreme while the running volume flow refuses to confirm it — across all 21 /basics assets that report real traded volume (6 CME futures ES·NQ·RTY·YM·ZB·GC + CL + BTC + 11 US equities/ETFs + SK Hynix KR + USDT/KRW) × 5 windows (1d·1w·1m·1q·1y). Every variable of the OBV equation is a slider: ε deadband, k close-lookback, α volume exponent, V÷SMA(n) normalization, SMA/EMA smoothing — classic textbook OBV at slider-zero (parity test-enforced) — plus detector sliders (pivot width, scan window, min strength, classic/hidden). All recomputed live client-side. Sortable per-column-heat board; click a row → price candles + OBV pane with the divergence drawn on both, SPX/NAS100 baselines, P/C line, click-any-line-to-explain. Descriptive only — never predicts.

rsiobv — combined RSI × OBV signals, backtested rules

Runs RSI (Wilder-14) and OBV on all 21 volume-bearing assets × 6 windows and surfaces when momentum and volume combine or contradict: same-direction divergences (confirmed), opposing divergences (conflict), and joint percentile extremes — same side (blowoff / capitulation watch) or opposite (hollow rally / conviction-less selling). Five rules frozen BEFORE backtesting, then scored over ~25y daily × 20 assets against each asset's own tops/bottoms — the on-page table shows hit vs base, lift, n and era-consistency including the rules that showed no edge (R4 joint extremes: lift 2–3×, consistent all eras, ~900 episodes each). Three-pane detail (candles + RSI + OBV, extremes shaded, both divergences drawn), full coverage strip, res selector, Telegram alerts labeled [RSI+OBV] citing each rule's own lift. Never predicts.

overnight — when was the money actually made: overnight or during the day?

hourality — which 10 minutes of the day move more than they usually do?

M2 / Inflation Lens

Put it on any chart. Weight the ticker by M2 or inflation three ways (ratio · real-deflated · relative-perf), re-adjust price into real / M2-deflated terms, time-offset M2/CPI to test whether it LEADS price, and an accel/decel oscillator of M2 & inflation. Click to download the Pine v6 source as a .txt — paste into TradingView's Pine Editor.

M2 Nowcast / Net-Liquidity Lead

Know M2's DIRECTION before the lagged monthly print. Overlays the faster-releasing leads — weekly M2 (WM2NS), Fed net liquidity (WALCL − TGA − RRP, unit-scaled to billions), and H.8 bank deposits (~80-90% of M2) — each normalized (z-score / %-from-start) and time-offsettable so you can slide a lead forward to front-run the monthly M2 (M2SL) reference line. A nowcast up/down read shades the background GREEN when the leads are rising / RED when falling. Click to download the Pine v6 source as a .txt — paste into TradingView's Pine Editor.