Start with the next decision.

High impact surfaces hard company events plus major inflation, labor, Fed and policy catalysts. Notable catches analyst actions, launches, restructuring, growth data and fast-moving market context; everything else stays Context. Freshness, source quality and corroboration can move a story up. For articles, the green / red direction chip is read only from the headline wording. For a published economic print it stays Unclear, because hotter, cooler, stronger or weaker data is factual evidence — not a universal bullish or bearish verdict.

Active tape means a related ticker or broad index is moving materially or trading unusually heavy at the same time; it does not prove the headline caused that move. Use it as a verification queue: open the source, confirm the event is new, then check whether price and volume agree. Carried-forward context is labeled, unconfirmed stories are labeled, and exact duplicate links are collapsed without removing distinct coverage of the same event.

A narrative tells you where to look, not when to enter. Start with the trade posture and its first invalidation check, then confirm the individual ticker in the Grade tab before risking capital. Sector and story cards keep lifecycle, fundamentals-vs-hype, bull/base/bear scenarios, industry grades, and source evidence under expandable detail so the decision state stays visible first.

Share ideas, not option contracts — the Top Picks tab times leveraged trades; this page runs one buy-the-dip playbook over the same ~138-name universe, built on three separate questions answered independently (never blended into one number). 1 · Is it a good business? A hard quality gate: consistently profitable (positive net margin or free cash flow), a manageable debt load (more cash than debt, or debt/equity ≤ 2x), net margins holding vs a year ago, and revenue still growing on a trailing-twelve-month view. Names that fail are never shown, however far they’ve fallen — that’s how value traps get in. 2 · Is it beaten down right now? Five reads of “cheap vs its own recent self”: RSI(14) under 35, 4%+ below the 50-day average, 15%+ off the 52-week high, stretched −2σ against its 20-day mean (≈ the lower Bollinger band), and lagging SPY by 4+ points over ten sessions (company-specific selling, not a market-wide selloff). Each read is z-scored across the quality-passed universe and averaged into the card’s dip score, so the page surfaces the most unloved names relative to each other rather than leaning on fragile fixed thresholds; a name needs at least two reads fired to list at all. 3 · Is it down because something actually broke? Yellow trap flags — a fresh earnings print inside the drop, heavy-volume selling, a long red streak, analysts cutting estimates, a bearish news tone, or a binary event just ahead. Flags never block a candidate; they ride the card so the final call stays with you. The execution read then separates Start small (clean dip plus a positive close and improving RSI), Wait for turn (clean but still deteriorating), and Research first (one or more trap flags). Every card names the current entry or confirmation trigger, the nearest structural level that forces a thesis review, the first mean-reversion objective, and the reference payoff between them. The review level is not an automatic stop — long-horizon owners must re-underwrite the business there. Every card also carries an expandable investment thesis checklist — the full owner’s due-diligence list (management & moat, financial health & cash flow, unit economics, valuation & growth, macro sensitivity, risks & scenarios) with each question answered from the tracked data where possible and honestly labeled unsure (a heuristic or proxy read) or unanswered (not visible in our data) where it isn’t. Fully deterministic, refreshed with each hourly build, and honest — a tape with no quality name on sale shows nothing. Not financial advice.

This tab is a long-only peer-washout rebound screen — not a sector-ETF allocation model, the Market Tape offense/defense gauge, or the Heatmap breadth alert. It looks for strong companies sold alongside their sector, not names falling because the business broke, then asks whether that statistical dislocation is actually reverting. Fundamentals and the quality gate decide whether a company belongs on the desk at all; peer participation tests whether the drawdown was shared; and company news, fresh earnings and estimate cuts guard against calling an idiosyncratic problem “rotation.” For each surviving stock the model freezes its pre-drop trend mean and robust standard deviation at the episode peak, requires the trough close to reach at least −1.5σ, then measures the current z-score, percentage of the move already reverted and remaining runway to that mean. The mean cannot drift down toward price after the selloff. Washed out means extreme but unproven, first thrust means the turn has started but still waits for a pullback, confirmed requires group and stock follow-through with statistical runway left, and late means the mean-reversion edge is mostly spent or price is extended. The execution plan uses the earlier of the frozen mean and structural resistance as its first target, while invalidation stays below the actual trough; no z-score can override a failed quality or news guard. The accountability ledger observes a setup from first appearance but records an official model entry only when the first baked ready signal is confirmed by a recent regular-session quote still inside its zone; post-close setups wait for the next live session. It then freezes that entry, stop and target so later results cannot be rewritten with hindsight. All levels stay on the underlying stock and refresh with each bake. Live quotes update price and sizing between bakes, not the baked statistical classification. σ is context, not a probability or a promise that price must revert. Not financial advice.

Start with Enter now versus Wait, then read the card’s underlying entry, invalidation and first target before looking at the leveraged ticker. The risk planner converts your account-level loss cap and the card’s estimated ETF stop width into a maximum share count once the live quote arrives. Levels are deterministic and live on the underlying; the ETF percentages are only a same-day leverage translation, so gaps, daily resets, spreads and tracking error can make the actual exit worse. The screen maps the grade engine’s trend / flow / fundamentals / narrative read onto verified listed products, requires breadth for sector trades, strips the options-only IV-cost pillar, and never invents a missing vehicle. Reset drag, carry, earnings risk, tape alignment and the simulated path remain on every card because a good direction with a bad vehicle or hold period is still a bad trade. Short-horizon trading tools only; not financial advice.

Deeper green and red mark larger session moves. In Relative volume mode, saturation shows current cumulative volume versus the fraction of a normal 20-day session expected by that clock time, using the same U-shaped intraday pace curve as the Volume desk. That keeps the morning comparable with the close instead of labeling every incomplete session quiet. Pre-market keeps the last completed-session read rather than treating prior-session volume as live. Hue still shows direction. Group by sector or industry, press Enter after searching to center the first match, and use the zoom controls or wheel/pinch to inspect the small-cap tail.

The Sector breadth streak flags a group only after at least 70% of its tracked names have closed in the same direction for two or more consecutive sessions. That proves participation is broad and persistent; it does not measure ETF inflows/outflows, relative strength versus SPY, or the premium Sector Rotation desk’s quality-washout rebound setup. Use a green streak as a leadership candidate and a red streak as a group-risk flag, then confirm with relative performance and volume. Not financial advice.

A month-at-a-time view of every dated market event, opening on the current month — use ‹ / › to step between months (or Today to jump back), and tap any day to see its full details below the grid. It tracks: confirmed earnings dates (with AM/PM session tagging) for every curated ticker, ticker-specific catalysts (FDA dates, contract decisions, product launches, court rulings, investor days — extracted from recent news), structured economic-report releases (NFP, Unemployment, JOLTS, CPI, PPI) with Actual / Previous / Consensus values, upcoming FOMC meetings, the current effective Fed Funds rate plus CME FedWatch hike/hold/cut probabilities at four lookbacks, and an official meeting-by-meeting rate-vote map showing hawks, aligned voters, doves, and member stance changes. Ticker chips are clickable.

Start with the Event posture, which translates the current season into exposure risk: how many tracked names report next, how many already carry a double-digit pre-print move, whether positive reaction breadth is holding, and whether realized gaps are exceeding what options priced. The Event desk pairs each report session with its decision deadline and the straddle-implied move when a real final-week snapshot exists; it is a gap-risk screen, not a directional call. A crowded run-up can raise sell-the-news risk; a heavy selloff can mean either washed-out positioning or expectations that are still deteriorating. Neither label is an automatic fade. Use the report session to decide whether a position carries overnight event risk, then define the maximum loss before holding through it.

Below that, each season groups prints announced in one calendar quarter (Jan–Mar reports cover fiscal Q4, Apr–Jun cover Q1, and so on). The scoreboard separates EPS results, guidance, pre-print drift, the first regular-session reaction, the options market’s expected move and one-week follow-through. The implied move is the straddle-implied ±% snapshotted in the final week before a print; it estimates magnitude, not direction. Guidance and implied-move coverage accumulate going forward, so older seasons can be incomplete.

Start with the decision queue: it prioritizes explicit outlook changes, misses, management caution and disputed Q&A instead of asking you to scan every transcript equally. Open a company to separate what changed from what must be watched next, then use the research disclosures for the reported numbers, full guidance table, management wording, analyst questions, operating detail and source transcript. A constructive call is not an entry signal and a cautious call is not automatically a short — confirm the Grade view, price reaction and valuation before acting. Every brief is AI-generated from the full transcript and can contain errors.

When a company reports earnings, its same-sector peers move too — this matrix measures that read-through across the whole tracked universe, grouped into sector complexes (semis & memory, software, banks, payments, consumer, healthcare, space, …), each with its sector ETF. For every driver→follower pair inside a group it estimates the event-window beta (how much of the driver's print-day move the follower echoes, Newey-West significance, shrunk toward the pooled sector beta on small samples), the direction hit rate, and whether the follower's options already price the echo (its ATM implied move vs its realized average). Pairs must clear fixed statistical gates (R², significance after a false-discovery correction run across every sector's pairs, ≥60% direction consistency) to count as qualified. Upcoming driver events show both engines' expected follower moves — sector-routed (via the ETF) and direct-pair — with the running forward accuracy of each. This is a correlation map, not a trade signal: nothing here is a recommendation to buy or sell anything.

Statistical screens quants actually run, over the same data the rest of the site already collects. Regime conditioning — every build first classifies the tape on four axes (volatility: VIX + term structure + SPY realized vol; trend vs range: SPY efficiency ratio + higher-highs/lower-lows; risk-on/off: the Market Analysis tape; earnings-heavy vs quiet: share of the universe reporting inside ~2 weeks). The single-name sigma screen keeps a fixed 3σ bar in every regime; VRP “rich” needs a bigger z when high vol makes fat premium normal, pair-spread “stretched” widens in high vol and tightens in calm tape, and term-structure inversions are down-weighted through earnings-heavy stretches. Rows are never hidden by regime — only badged and re-ordered — and the strip at the top shows the bars in force. Aggregate ideas — a confluence table cross-referencing four independent flow screens the site already runs (the session’s largest unusual-options prints, the top intraday volume / S–R-break flags, fresh ≤3-session price streaks, and 5-day rising / surging IV): a name showing on two-plus screens ships as a candidate, three-plus is badged qualified, and a lean is reported only when the directional screens agree. Sigma deviations — names at or past their 3σ Bollinger band (20-day price z-score) or printing a 3σ daily move vs their own trailing volatility, with the option market’s expected move (1σ/2σ = S × IV × √(days/365)) beside the realized one. Vol risk premium — each name’s ATM ~30-day implied vol minus its 30-day realized vol, z-scored against the name’s own derived history: persistently positive is the premium option sellers harvest; an extreme z flags premium unusually rich (or cheap) vs that name’s norm. Pairs — within-industry pairs whose daily returns correlate ≥0.60, watched on two spreads: the hedged price spread lnA − β·lnB, with β from a one-year Engle-Granger regression whose residual ADF test (vs the MacKinnon 5% bar) supplies a cointegrated badge — read on both a 60-day and a ~1-year horizon (some pairs only mean-revert on one), with a rolling hedge-ratio drift check, a corr-stability-across-lookbacks badge, and a factor match grade (SPY-beta / size / momentum gaps + a liquidity floor) — and the implied-vol spread vs its 120-day norm (relative options mispricing between peers). Vol surface — term-structure slope (~90d vs ~30d ATM; inverted = near-term stress, badged when the name’s own print is inside ~5 weeks — event vol loading the front is expected) and 25Δ put−call skew per name; their z-scores activate automatically once enough surface history accumulates. Dispersion — an implied-correlation proxy from SPY’s IV vs the cap-weighted basket of tracked large-caps: high = index options rich relative to single names. Post-earnings drift — names inside two weeks of a print, their reaction and drift so far, against their own historical beat/miss drift tendency. Everything is deterministic — fixed formulas, documented windows and threshold tables, no AI and no cross-sectional curve-fitting.

Not feasible with current data (listed honestly rather than faked): M&A / spin-off screens (no deal data source), index add/delete prediction (no committee or flow data), gamma-scalping simulation (needs intraday delta-hedging data), Johansen / multi-year cointegration (the price history carries ~1 year of bars, so the Engle-Granger test runs on a single 1-year window and is labeled as such; Johansen adds nothing for 2-asset pairs), stock-borrow availability / borrow-fee screens (no borrow data source), and alt-data earnings nowcasts (no satellite / card-spend / web-traffic feeds). Already covered elsewhere: earnings read-through pair betas live in Event spillover, season-wide earnings stats in Earnings tracker, IV momentum in Trending IV, and the quality-dip shares screen in Stock Picks — this tab links to them instead of duplicating them.

Use this as a cross-asset participation record, not just a red/green diary. The six risk sleeves — SPY, QQQ, IWM, SMH, DIA and VXUS — show whether equity strength is broad or concentrated; TLT and GLD add rate and defensive context; VIX confirms calm or stress. Start with the month tape read, then click a trading day to compare all nine instruments. Green means an up day for every instrument except VIX, where green means volatility eased and red means stress rose. The displayed percentage always remains the true close-to-close move. Today updates through the session and finalizes at the 4 pm ET close. Not financial advice.

Cross-market lead-lag signals. Asian cash markets and FX trade and close before the US opens, so an overnight move in a foreign peer is a leading read on its US counterpart — Samsung & SK Hynix selling off in Seoul flags memory names like MU; a yen-carry unwind in Tokyo flags broad US risk. Beyond tech, commodities and rates drive their own sectors: crude (energy & fuel-heavy logistics), copper (industrials), gold/silver vs the dollar (metals), nat gas (power), long yields (banks, homebuilders, TLT) and bitcoin (crypto-levered names). Each tile shows a symbol’s move — the completed-session change for Asian cash markets, or the live overnight gap vs the prior settle for the 24h instruments (futures, FX, commodities, crypto) and the cash vol/yield indices — its current level, and the US tickers it leads (click a tag to grade it). Markets that close before the US open are genuine leading reads; concurrent (Europe, cash VIX/yields) and 24h tiles are tagged as co-movement, not a lead. Captured at build time — the 9:30 ET build is the first to see the just-closed Asian session.

Each name's constant-maturity ATM ~30-day IV is interpolated between surrounding expirations in total-variance space, which reduces false jumps when the nearest contract rolls. The current read is compared with that name's own daily history using both classical and median/MAD z-scores; the more conservative agreeing magnitude is used, plus percentile, a 5-session ramp, lighter 20-session context, and a short rising streak. Tiers require both statistical elevation and a real percentage expansion in premium. Histories under 60 comparable sessions are labeled provisional and must clear stricter score and z bars. Rising IV says magnitude, not direction, and overlapping momentum inputs are deliberately down-weighted so one climb is not counted three times. Names already rich but no longer climbing remain marked Elevated.

Daily moves first pass an adaptive noise floor based on the ticker's own recent median absolute move (bounded at 0.08–0.35%), so microscopic closes do not create streaks. Counter-day and cumulative-tolerance break bars also scale with that volatility, within conservative bounds. A same-direction close partially heals the tolerance bank and one counter day rather than erasing all prior damage. The displayed streak count is the number of same-direction days; when tolerated counter/flat days occur, the sparkline may span a longer session window. Cumulative return is compounded, not summed. “Just snapped” only includes a material prior run (3+ same-direction days plus length or move significance) with a meaningful reversal, which keeps ordinary two-day noise out of the mean-reversion queue.

A 0–100 sentiment gauge built by CNN from seven equally-weighted indicators of US equity-market psychology. Low readings (extreme fear) have historically preceded rebounds; high readings (extreme greed) often mark overheated conditions. Refreshed each build from cnn.com/markets/fear-and-greed.

Separate infrastructure demand from investment quality. Rising aggregate CapEx can support chip, networking, power, and data-center suppliers, but it can also pressure the buyers’ margins and free cash flow when spending outruns revenue. Start with management’s latest full-year outlook, then compare SEC-reported CapEx growth with revenue growth and the current run-rate before checking supplier backlog/guidance and each ticker’s Grade. Guidance definitions differ by company and remain separate from reported cash CapEx; fiscal years also differ.

Start with the trade posture, then require upstream and downstream confirmation. Wholesale DRAM spot usually moves first; US retail shows whether the pressure is passing through to finished DDR5 kits. Retail confirmation uses the median move and breadth across reasonably stocked categories because a scarce configuration can distort the all-kit composite. Tightening favors memory-supplier pricing-power research; easing can relieve system-builder input costs. Verify the move against supplier guidance, relative strength, earnings risk, and each ticker’s Grade before acting. Spot data: TrendForce / DRAMeXchange; retail data: WhereIsMyRam.

Search attention is a participation signal, not a buy signal. Start with the 7-day change to find names or themes entering public attention, then check whether price, volume, options activity and fundamentals confirm the move. A surge without market confirmation can be curiosity, controversy or late-cycle crowding. Interest is Google Trends’ relative 0–100 index, normalized here against the same stock market anchor so rows can be compared; it is not absolute search volume.

Start with the trade posture, then separate input-cost pressure from demand. Rising cocoa or coffee can hurt exposed buyers; rising Baltic Dry can instead signal firmer industrial demand. The desk compares market series over 30 days and monthly series month over month so a noisy one-day move does not outrank a persistent trend. Aged observations are excluded from the decision desk but remain visible in detail. Use the impact label and linked tickers to check whether the move is transmitting through relative strength, volume, pricing actions, and margin guidance before acting. Items marked proxy track an ETF rather than the native spot benchmark.

Start with the verified event mix, then review the newest financing terms before changing exposure. Share issuance expands the float; convertibles can add both leverage and future dilution; straight debt raises interest and refinancing risk without automatically diluting shareholders. Buyback authorizations are only intent until the company actually purchases shares. Only headlines that explicitly name the issuer and transaction enter the risk totals. Ambiguous ticker associations and insider-sale wording remain in the review ledger. Amounts shown from SEC filings are context and may describe a different reporting period, so confirm the offering price, coupon, maturity, conversion terms, share count, and use of proceeds at the linked source.

Start with the upcoming IPO calendar for the scheduled date, expected raise, proposed share-price range, and sector, then use the trade posture to judge the broader funding window. Dates and terms can change until pricing. Bond issuance shows whether companies can borrow, but an investment-grade-led month is not the same as broad access for riskier issuers. IPO counts are adjusted to a quarter run-rate before comparison with the completed prior quarter, and SPAC share is shown because a SPAC-heavy calendar can overstate conventional equity appetite. Bank deposits indicate funding stability; revolving and NY Fed balances describe household leverage, not immediate default stress. Confirm an open window with high-yield participation, improving ex-SPAC IPO pace, and stable deposits. Treat filing counts as activity rather than unique companies, and inspect the underlying sleeve before changing exposure.

13F: start with share-direction breadth. A stock added by many managers is stronger evidence than a large dollar change from one manager; dollar value also includes price drift, and filings can arrive 45 days after quarter-end. Form 4: code P open-market purchases are separated from code S sales and from grants, option exercises, gifts and tax withholding. Insider sales can reflect diversification or taxes, so no filing supplies an entry by itself. Open the ticker in Grade and confirm the current trend, catalyst, valuation and risk.