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.
● live 02 · signalDeep-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.
● live 03 · moversThe default screen: every asset ranked by heat (decouple · extreme · velocity + bonuses), tagged FLIP / ACCEL / DECOUPLE / EXTREME / CLIMBING / VOL. "What's turning right now."
● live 04 · landscapeThe 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.
● live 05 · gammaDealer 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.
● live 06 · biasThe 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.
● live 07 · ratioDivide 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.
● live 08 · retailIs 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.
● live 09 · cohortsEVERY 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.
● live 10 · uoaScans 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.
● live 11b · twitterLikes / 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.
● live 11 · bettingExchange-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.
● live 12 · fundamentalsQQQ · 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).
● live 13 · fxv2 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.
● live 14 · divergenceThe 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.
● live 15 · inflationThe 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.
● live 16 · sectorsEvery 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.
● live 17 · cryptoThe 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.
● live 18 · stocksThe 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.
● live 19 · pegrokTrailing P/E line chart — legacy mega-caps, AI/chips (NVDA · TSMC · SK Hynix), consumer staples (Costco · Coke · Walmart · P&G), healthcare & growth names. Only profitable names with real P/E; loss-makers footnoted. Log-scale, SPY reference, hot/cold heatmap tape, insight rails (richest vs history · staples vs tech premium · regime shifts).
● live 20 · pemarcap12 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–$4.7T), each stock its own selectable line (log · linear · z-score · fit toggle), the dot-com window (1998–2002) shaded. Each line chart is paired with its HOT/COLD stretch TAPE (heatmap — red = expensive/large vs own history, blue = cheap/small; own-history · cross-sectional rank · vs-SPX/NAS100 shown but disabled with a reason — no index P/E in the set; date-column sort). Local monthly dataset (SEC EDGAR 2007+ · curated dot-com seed ramping · price to 1984); coverage & gaps stated honestly.
● live 21 · oilWhat flows into Korea and what it costs. Crude imports, refinery intake, the reserve level (crude stocks vs the ~146 Mbbl KNOC strategic reserve + days-of-cover), and LNG imports · gas demand · gas stocks — Korea imports all its gas as LNG (pipeline imports = 0). Paired with daily prices (Brent · WTI · Henry Hub). Import volumes + reserves are monthly (JODI World Database — the finest FREE granularity; daily tanker-arrival volume is paid); prices are daily (FRED). Every series its own selectable line with the full chart control set; coverage & granularity stated honestly.
● live 22 · insightThe cross-app "what's firing right now" feed. A 2×/day cron reads ONLY our own recorded stores (the prices spine · signal · bias · gamma · cohorts · divergence · 0DTE flow) and surfaces the six non-eyeballable computed reads: percentile extremes (a metric at the edge of its own history), correlation flips (a pair whose rolling corr just changed sign), decouplings (a normally-correlated pair at an extreme-low corr percentile), divergence confluence (RSI/OBV divergences stacking across scales), lead/lag flips (a measured leader whose concurrent corr flipped), and put/call spreads (volume-P/C vs premium$-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.
● live 23 · peTrailing 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).
● live 24 · bleedingDIRECTION 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.
● live 26 · countertrendThe 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.
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.
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.
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.
● live 27 · gasPaste 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).
● live 28 · 401kEstimated 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.
● live 29 · rsidivReal-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.
● live 30 · xyzA 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.
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.
● live 31b · blackrockewyRetired 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.
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.
● live 33 · antsWhat 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.
● live 34 · basicsThe 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.
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.
● live 36 · A/DTrue 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.
● live 37 · pivotsA 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.
● live 38 · regimeTwo 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.
● live 39 · flowEvery 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.
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.
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.
● live 42 · surfaceTwo 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.
/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.
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.
↓ download .txt pine v6 · ↓ .txtKnow 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.
↓ download .txt