apps2 · ratio — build A÷B, catch the turn early

Ratio builder (A÷B)Line = A÷B. Gray band = rolling ±2σ (break out = beyond ±2σ). Dark solid lines = SPX / NAS100 benchmarks (apart from the ratio = divergence). Dots = momentum turns (▲ peak / ▼ trough) and band breaks.

▾ Context lanes — rolling corr vs benchmark · percentile · ±2σ/95th-pctile state ⓘ

Three ribbons aligned to the chart above (drag to pan, wheel to zoom, click for the synced date line). Corr: rolling correlation of the ratio's bar-to-bar moves vs the benchmark — blue +1 = moves WITH it, red −1 = moves AGAINST it, grey = |corr|<0.2 (moving on its own — the exact number is in the tooltip). Percentile: where each day's level sat in its trailing 252-bar range — red 100 = top of range, blue 0 = bottom (first ~40 bars hatched while history builds — ramping). State: red = beyond +2σ or the 95th pctile, blue = beyond −2σ or the 5th, grey = inside range. Hatched cells = no data.

▾ Momentum — velocity & acceleration of the ratio ⓘ

Velocity = smoothed bar-over-bar % change (is the ratio rising or falling, how fast). Acceleration (bars) = change in velocity — when it flips through zero the ratio is INFLECTING, i.e. a trend may be turning before price confirms.

▾ Recent turns & breaks (newest first)

Stretch tape — every instrument vs its OWN historyCompanion heatmap to the ratio chart: one row per universe instrument (SPX / NAS100 pinned on top), each day colored by where the instrument's rolling z (Band-lookback window) ranked inside ITS OWN trailing 252 bars — deep red = 100th percentile (stretched high vs itself), deep blue = 0th (washed-out low), pale = mid-range, grey hatch = history still building (amber r = ramping). ONE shared 0–100 ramp for every row — the SAME percentile ramp as the lane under the chart — so a vertical scan of any date column shows what was rich vs cheap TOGETHER: cross-row co-moves and splits that overlapping lines can't show. Weekly/monthly macro series are carried forward between prints. Click a cell = page-wide synced dateline + all-rows tooltip; click a row LABEL = hide/show that row; the sort buttons rank rows by the dateline-selected column (none selected = latest visible bar; marker burned on the axis). Shares the View window, wheel-zoom and drag-pan with the charts above.

Color Sort Row px14

Multi-scale divergence — RSI price↔momentum across 1h · 4h · 1d A divergence is when price and its momentum (RSI) disagree — price grinds to a new high while momentum quietly rolls over (a top warning), or a new low while momentum turns up (a bottom warning). It is a computed read you cannot see by eyeballing the line, so it is the one class of marker we label (R-UI-23). This runs on each instrument's RAW price series (NOT the A÷B ratio — the builder above is untouched). Each instrument gets 9 cells = 3 timeframes (1h / 4h / 1d) × 3 swing lookbacks (short 5 / normal 13 / wide 34). Cell color = type (bear ▼, bull ▲, hidden-bear ▿, hidden-bull ▵); size = strength; it fades as it ages; blank = none; grey hatch = no intraday history for that instrument. The Confluence column nets bull vs bear across all 9 — a divergence confirmed across many scales is far higher-conviction than one lone cell. Pick a view mode for a different lens (each is explained on-screen). Click any row to load it in the price+RSI chart, which draws the exact swing pair the read is computed from. Macro levels (M2/CPI/RRP/…) are excluded — divergence is a price-action tool.

View mode Detail timeframe Detail lookback Detail bars 252 Retail P/C ref

loading…

loading divergence grid…

Macro levels — not price action, no intraday. Excluded from this grid on purpose: M2 (weekly & monthly), CPI, reverse repo (RRP), Fed balance sheet (WALCL), Treasury cash (TGA), and the FINRA margin statistics (margin debt, free credit, excess-leverage) are level/flow series with no real intraday cadence, so a price↔RSI divergence on them would fabricate a signal. Build ratios FROM them in the A÷B builder above instead.

Macro-ratio radar — common pairs ranked by extreme + momentumClick a row to load it into the builder. z = level extreme; vel = current momentum (▲rising/▼falling); corr near 0 = moving on its own vs the S&P. Spark = rolling z of the ratio, last ~120 bars (dashed guides = ±2σ; line red = currently stretched high, blue = low). Cell shade, shared scales: z / pctile / vel on the house diverging ramp — blue = low · white = mid · red = high (z clamped ±3σ, pctile 0–100 centered on 50, vel vs the column max); corr cells use the decoup-matrix ramp — red = −1 moves against S&P · blue = +1 moves with it, near-white ≈ 0 = decoupled.