Mean across constituents of cumulative session z = (close − sess_mean) / sess_std.
Benchmark line: index ETF z under same formula. A divergence (breadth ≫ benchmark or vice versa) flags mega-cap vs broad-market decoupling.
S&P 500 (vs SPY)
Nasdaq 100 (vs QQQ)
Session Range Percentile
pct(t) = (close − running session low) / (running session high − running session low) × 100.
0% = at day low, 100% = at day high. Lines: constituent average and ±1σ band across the universe.
Overlay: the index ETF's own pct-of-range under the same formula.
S&P 500 (vs SPY)
Nasdaq 100 (vs QQQ)
Recent Fills (Trade Log)
No fills recorded
EOD Ingest Jobs--
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ALTD Revenue-Surprise Forecasts--
⚠ US data only. Bloomberg Second Measure tracks US card transactions; Placer.ai tracks US store visits. Names with significant international revenue (LULU, NKE, ONON, MAR, CCL, DECK) will have residual signal that the model cannot see. Treat predictions for these as the US slice only — the international leg can swing the print either way.
Predicts whether reported revenue will beat or miss the analyst consensus. Does not predict EPS. Refreshes every Sunday after the snapshot cron.
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▸Sleeve Configuration
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Performance Statistics
Portfolio — NAV by Day
Per-Trade — Execution Quality
(booked trades only — unbooked worst-week losses not reflected)
