MMT
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Divergence scan
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Macro overview

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Top gainers & losers

S&P 500 · 1D →
Top gainers1D CHG%1W CHG%

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Top losers1D CHG%1W CHG%

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Market Breadth

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Global Snapshot

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Sector Performance

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Live session unavailableRegime →
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Computing dispersion — fetching SPY + 10 top components options chains…

Return dispersion (S&P 500)

Measuring cross-sectional spread of S&P 500 returns…
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Options Flow Pulse
Six at-a-glance options-flow reads — net premium tide, dealer gamma regime, 25Δ skew bias, vol risk premium, 0DTE flow, and dealer charm/vanna hedge flow. Each tile loads independently so a slow chain fetch won't hold up the rest.
full vol page →
Market Tide
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$ call−put premium · SPY/QQQ/IWM/DIA
cold-cache fetch ~5s
Dealer GEX (SPY)
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Total gamma + flip-line distance
options-chain fetch
Skew bias
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Front-month 25Δ risk reversal
options-chain fetch
Vol Risk Premium
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VIX − SPY realized 30d
2y history
0DTE flow (SPY)
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Same-day share + δ-weighted flow
options-chain fetch
Charm/Vanna flow
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Dealer charm hedge flow · SPY
options-chain fetch

FLOWSCAN

Regime and dealer positioning per index. HVL is the open-interest magnet; Charm is dealer delta per day and Vanna dealer delta per vol point, not gamma dollars.

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Cross-asset volatility indices

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Macro-Stress Gate · Sector rotation
Hold the cycle stage's leaders while high-yield credit is calm; rotate to the defensive sleeve when HY OAS widens above its 200-DMA.
backtest →
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FINRA margin debit — 15-month RoC

Monthly FINRA Rule 4521(d) debit balances in customers' securities margin accounts. The 15-month rate of change is a leverage / speculation proxy. A drop back below 60% is the (unvalidated) top-cluster heuristic. Not FINRA Reg SHO short volume.

Full history →
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Today's Trades

One ranked, de-duplicated list fusing the four idea generators below — the Swing Setup Scanner, Post-Earnings Beats, the Daily Screener consensus, and Regime Breakout Setups. Ranked by validated edge — the screener consensus drives the order; the weaker post-earnings drift and the no-edge swing/breakout reads only break ties. The ×N badge shows how many systems agree (not the rank). Each name carries the best available ATR-based plan — the 2×ATR stop is the hard risk control; the 2R/3R levels are optional trim references, since a backtest found selling momentum/PEAD winners at fixed targets caps the edge (let the runner ride). Recalculated daily.

Position sizing— risk% of account per trade → each plan’s size is the position whose stop loss equals that risk (capped at 100%, no leverage). Saved on this device.
Portfolio risk →
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Where those ideas came fromThe four source lists Today's Trades fuses — screener consensus, regime breakouts, post-earnings beats and the swing scanner.
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Daily Screener Suggestions

Auto-runs our curated /screener presets every day and ranks the results by conviction — names surfaced by multiple screens rank highest. Expand any idea for the screens and the exact criteria it matched. Most screens are regime-gated; AITM timing, EMA osc oversold, and Breakout (S&P 500) always surface on this Overview panel regardless of regime, while plumbing gates may still block them.

Running today's screens…

Regime Breakout Setups

The strongest names in the macro quad's sectors that are in an actionable breakout setup — fresh breakout, coiled / ready, or setup score ≥ 65. The same list as Macro Optics → Regime Leaders, and fed into Today's Trades above as its own conviction system. Recalculated daily.

Full view →
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Post-Earnings Beats

Long-only candidates riding a recent earnings beat — names that topped estimates within the ~20-trading-day post-earnings drift window, ranked by surprise × recency. In our backtest a basket of the biggest beats beat the S&P 500 on return, Sharpe, and drawdown — the long side is where the post-earnings drift edge lives. Each row carries an ATR-based plan — the 2×ATR stop is the hard risk control; the 2R/3R levels are optional trim references, since a backtest found that selling the post-earnings drift at fixed targets caps the winners (let them run). Recalculated daily.

Position sizing— risk% of account per trade → each plan’s size is the position whose stop loss equals that risk (capped at 100%, no leverage). Saved on this device.
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Swing Setup Scanner

A daily scanner for early-momentum setups — built from the same flows that power /rotation (dollar-flow, OBV, divergence) and /movers (returns, relative volume, 52-week range), with a transparent -100…+100 score and an ATR stop/target plan. Use it as a discretionary watchlist, not a ranked signal: backtested, the score has ~no cross-sectional edge at predicting forward returns (the short side especially), so its value is surfacing setups and managing risk — not picking winners. Recalculated daily.

Building today's buy/short list…

Dark Pool · Most Bought & Most Shorted

S&P 500 names ranked by short share of FINRA off-exchange (dark / TRF) volume on the latest tape. Lowest short share = accumulation proxy; highest short share = distribution / heaviest selling. Off-exchange short volume, not literal net buy orders — T-1 FINRA data.

full dark pool →
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