Open indicators (independent reimpl)
P0: CS momentum, returns-regime, YC regime, CS correlation. P1: PEMA, factor attribution, storm OLS/PCA (rates/FX), vol-adjusted covariance. P2: cross-asset vol z-scores (EffMktHype) + MOVE≥150 stress chip (P2.1). P3: CB levels (FRED; not ICT CBDR) + vol ranges. P4: yield–equity corr regime (SPX vs 10Y; optional 10Y–oil). P5: Smart/Dumb Money Confidence open proxy (AAII + CFTC TFF + SPX). Retail ETF flow pulse: open signed dollar-volume aggregate (Kobeissi-style UX; not a scrape). Additive helpers — not wired into the −100→+100 composite. See docs/integrations/capital-flows-lab.md.
P0
CS Momentum
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Returns Regime Map
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YC Regime
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CS Correlation (top |ρ|)
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P1
PEMA (adaptive EMA + bands)
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Factor Attribution
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Storm OLS / PCA (rates & FX)
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Vol-Adj Covariance (top |cov|)
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P2
Cross-Asset Vol Z-Scores (EffMktHype)
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P3
CB Levels (FRED policy / curve — not ICT CBDR)
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Vol Ranges (compression → expansion)
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P4
Yield–Equity Corr Regime (GlobalMktObserv / Kevin Gordon open reimpl)
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P5
Smart / Dumb Money Confidence (open SentimenTrader-style proxy)
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Retail ETF flow pulse
Retail ETF Flow Pulse (open proxy — Cap Flows only)
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Method — sign(daily return) × volume × close, summed across retail ETF basket, weekly W-FRI. Source: Yahoo OHLCV via MRT fetch_panel. Lag: daily cache T+1; weekly Friday label — latest W-FRI week may be incomplete before Friday US close. Pulse bands: |net| ≤ 0.05bn flat; above inflow / below outflow. Basket: retail US ETF set. Open proxy for retail participation — not institutional custody flows, not ICI official fund flows, and not create/redeem; Kobeissi-style UX only (no copyrighted chart scrape).