Inter-market · NVDA against the indexes
NVDA front-runs the indexes
Pairs NVDA × SPX and NVDA × NAS100. The index is pivoted; NVDA is matched at nearly the same candles (±15% of the swing span). Two classes only. All times UTC.
1. Grid
2 pairs × 3 sizes × 3 looks = 18 cells. Newest unexpired front-run per cell.
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Legend
- BOTTOM: bullish — index lower low, NVDA higher low
- BEARISH trend ahead — index higher high, NVDA lower high
- none / other status — grey; stale cells are greyed
Tolerance: ±15% of the index swing span in aligned candles, never less than one candle. Strength is |NVDA end − NVDA start| / NVDA window range — not a probability, not comparable across orientations, windows or sizes.
Confirmation: the end point closing IS the confirmation. Swings use right = 1 (the candle after the pivot). A pivot called after one bar can be invalidated by a later bar; that risk is accepted by the owner's law. 1h cells are empty most of the time by design (efficacy window = 2 × resolution).
2. Every divergence
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3. Alignment and freshness
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4. Machine-readable
The snapshot the bot reads. Check valid_until and generated at read time; usable is derived from effective_status (sidecar + expiry + result.status).
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5. Sources
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