Cohort stretch (lines) — nominal · inflation-adjusted · M2-adjusted
Each line = one instrument (its color = the legend), normalized so
differently-priced instruments compare on ONE axis. Adjust (the headline control)
reprices every line — and the SPX/NAS100 baselines — into REAL terms BEFORE normalizing:
nominal = price as-quoted; ÷CPI = inflation-adjusted (real purchasing power);
÷M2 = vs money printing (each price divided by the CPI/M2 of its observation month,
forward-filled to daily — a historical viz, not a tradeable signal). Impulse z
(default) = σ vs the visible window mean (best for divergence/alpha, +2σ = same
rarity for every line); full stretch to fit = each line 0→1 across the window
(shape); % change = from the window start. SPX + NAS100 baselines are solid,
dark and NEVER muted (both default on; Bold baselines thickens them). Individual tickers only
— no composite/basket line. Click a line to identify it (dims the others; its tooltip
alone); click empty space to dismiss; shift-click for the all-series dateline. The
Retail P/C reference (default on) rides its own right scale: >1 = puts/fear,
<1 = calls/greed. Re-frame history with the zoom presets / View(bars) slider / drag-pan.
loading universe…
Adjust the whole chart for inflation or money supply.Inflation-adjusted (÷CPI) = price ÷ CPI — real purchasing power (did it hold its
value?). M2-adjusted (÷M2) = price ÷ money supply — did it beat money printing?
Applied before the normalize step, so it is every instrument vs its own history, in real / M2 terms.
apps2/inflation · the cohorts2 "every instrument vs its own history (LINES)" chart, standalone, with a CPI/M2 real-terms adjuster.
LINES ONLY — the stretch-tape companion (arch law §1.10) is deliberately omitted here at user request (this is the focused line view); see GOALS.md.
Adjust reprices each price by the CPI (CPIAUCSL) or M2 (M2SL) of its observation month, forward-filled to daily — the SPX/NAS100 baselines are adjusted too, so real-vs-real stays comparable. This is a historical visualization of purchasing-power / money-supply-relative performance, not a tradeable signal (no release-lag shifting).
RETAIL = NVIDIA · Tesla · Nasdaq-100 ETF · Russell 2000. VOL COMPLEX (MM-dealer proxy) = VIX · VVIX · SKEW. BANK = USD crosses (JPY·CHF·CNY·KRW) + 10Y/30Y Treasury futures + gold + oil (the LISTED slice only). CUSTOM = SK Hynix + your cohorts2 customs. Korea names carry a "(t-1 lag)" chip (their close prints hours before the US close).
Data: Yahoo + Databento GLBX + FRED via ../decoup/data.php (5y daily prices + CPI/M2 monthly), 10-min server cache, no auto-refresh.