Market Dashboards

18 cross-asset spreads across rates, credit, equity, and commodities. Regime scoring (risk-on/off), force breakdown by category, and a market playbook.

Momentum z-scores + forward predictions for 500+ ETFs across 25Y / 5Y / 1Y windows. Historical agreement scores and pattern-matched outcomes.

700+ tickers ranked by composite momentum score. Returns across 6 periods, SMA gate, ratio consistency, and bad-SPY-day resilience. Live filter and sort.

Long timeframe momentum ranker. Returns: 1m, 3m, 6m, 1y, 5y, 10y. vs SPY: 1y, 5y, 10y. Same scoring engine, longer horizon.

Pattern-matched historical days with similar momentum profiles to today. Before vs after analysis for sectors, indexes, style factors, and risk regime across 25Y / 5Y / 1Y windows.

Long-horizon similar days: 5d / 10d / 21d forward returns across 25Y cross-asset matches + SPY deep history (~33Y). Bear/correction pattern identification with Perplexity deep research narratives.

Individual stocks scored across 9 momentum and sector rotation patterns. High scorers (7/9+) with returns, RSI, ADX, and relative strength.

Credit spread regime via HYG/LQD ratio. Historical percentile, expected SPY forward returns at current spread level, and win rates.

Random Matrix Theory eigenvalue analysis and Ising magnetization. Composite crash probability score with component breakdown.

Pattern-based momentum qualification: trend persistence, dip structure, sustainability scoring. Safe plays filtered for 40-300% 12M returns.

VIX, treasury yield curve, credit spreads, sector performance, commodities, currencies, and breadth. Overall regime classification with 5-day trends and alerts.

Cosine distance between consecutive regime fingerprints + CUSUM changepoint detection. Drift rate, pole flip analysis, similarity to historical macro windows, and multi-window pole fingerprints.

Regime-aware method selection across ETF momentum, pole rotation, and stock screening. Auto-picks Method A/B/C based on drift tier with top picks and conviction scores.

90-day trendline stages for 1,300+ assets. Entry signals on Stage 1->2 transitions, exit watch for Stage 3 parabolic. Crash risk, R-squared, and distance from trendline.

Cross-dashboard agreement matrix, regime-gated routing, intermarket force analysis, and risk flags. Combines 11 validated backends into a single decision-support view.

6-metric pullback classifier: NATR drawdown, SMA structure, slope stage, vol expansion, beta-adjusted residual DD, historical recovery. Filter to owned stocks for portfolio health monitoring.

Live RSI(2) pullback signals, open positions, and trade history for the mean-reversion strategy. Watchlist starts narrow and expands with confidence.

Scans commentary for anthropomorphic language and cross-references with VIX term structure, sector dispersion, and correlation data. Is the market 'skittish' or just rotating?

Real institutional positioning: 13F holder conviction, CFTC COT leveraged money, FINRA short volume ratios, and SEC Form 4 insider purchases.

25 scimode-validated poles with lead ETF performance, SMA29 extension zones, VIX regime overlay, and sector recommendations. Entry/exit scanner style table.

Combo score: momentum quality + pullback health + SMA29 extension positioning. SMA29 entry buckets from scimode OOS test (154K obs). SMA10 exit alerts from dual-window analysis (1.2M obs) -- 25%+ above SMA10 = median -3.16% forward.

Scimode-validated mean-reversion signal. When GLD/SLV hits P90 (~88:1), silver 60d forward returns average +13.6% (79% win rate, 14 trades). Tracks ratio, threshold proximity, and target prices.

Interactive multi-ticker comparison. Input any tickers, view normalized price lines across 11 timeframes (5D to 20Y), with an equal-weight portfolio return line. Stats: total/annualized return, vol, Sharpe, max DD.

ATR-normalized pullback from 20-day extremes for 1,300+ tickers. Pain zone (>=3.0 ATR) = trend followers hitting stops. Market breadth distribution.