apps2 · cross-asset alpha lenses

v2 wireframe — data-first. Catch trend changes early by watching relationships break. architecture →
01 · decoup

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.

● live
02 · signal

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.

● live
03 · movers

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."

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04 · landscape

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.

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05 · gamma

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.

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06 · bias

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.

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07 · ratio

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.

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08 · retail

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.

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09 · cohorts

Retail vs MM vs Bankers

v2 of /prices, unified & granular: EVERY instrument as its own normalized line on ONE chart, grouped by who trades it — Retail (NVDA·TSLA·QQQ·IWM), MM/dealers (VIX·VVIX), Bankers (USD-FX·ZN·ZB·GC·CL). Toggle any instrument or whole cohort; optional cohort-average overlay. Live badges layer real-time retail OI + dealer gamma on top.

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10 · uoa

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.

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11 · betting

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.

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12 · fundamentals

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).

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13 · fx

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.

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14 · cohorts2

Cohort stretch & divergence

who is stretched vs own history, which cohort relationships are breaking, and what that read paid — stretch tape · divergence board · calibration · liquidity backdrop

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15 · divergence

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.

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16 · inflation

Real-terms & M2-adjusted stretch

The cohorts2 "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.

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Indicators · TradingView (Pine v6)

pine v6 · ↓ .txt

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.

↓ download .txt
pine v6 · ↓ .txt

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.

↓ download .txt
apps2 · v2 wireframe · data: Yahoo + FRED (no keys) · shared style: shared/wire.css · plan: ARCHITECTURE.md