⬡ ANALYSIS
⬡ STICKY POINTS
⬡ INTRADAY TIMING
⬡ EVENT CONE
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Type a ticker above and press ANALYZE
⬡ Bv4S MODEL CATEGORIES
SHADOW · langevin forward model · the dimensions the model reads
Load a ticker…
⬡ MOVING AVERAGES
⬡ σ → $ / % CONE
DAYS
⬡ RESIDUAL SIGMA MOVE HISTORY (5Y, vs SPY + sector)
⬡ PROBABILITY NEXT 10 DAYS
⬡ LAST 20 TRADING DAYS
⬡ INTRADAY REVERSALS — LAST 20 DAYS
⬡ VOLUME — LAST 20 DAYS
⬡ SHORT INTEREST — ORTEX DAILY
Loading short interest…
⬡ LAST 10 EARNINGS — NEXT SESSION REACTION
Loading earnings data...
⬡ RESIDUAL SIGMA CLUSTERING (5Y, sliding 20-day window)
⬡ PERCENTILE FORECAST — LOOKBACK / FORWARD
⬡ FADE / FOLLOW-THROUGH — FORWARD RETURNS AFTER N-DAY MOVE
After load, shows the forward 1..N-day return distribution conditioned on today's N-day move. Default L=1 answers "after a 1-day move like today's, what's the next 10 days look like historically?"
⬡ EARNINGS REACTION HORIZONS — 1d / 3d / 5d / 20d AFTER PRINT
Loads after earnings rows arrive.
⬡ DRAWDOWN HISTORY — TOP 10 BY DEPTH (5Y)
Loads with bar data.
⬡ VOLATILITY REGIME — IMPLIED vs REALIZED
Fetching front-month ATM IV…
⬡ SEASONALITY — AVG MONTHLY RETURN + HIT RATE
Loads with bar data.
⬡ GAP BEHAVIOR — OPEN vs PRIOR CLOSE, BUCKETED
Loads with bar data.
⬡ TARGET PROBABILITY — REACH A PRICE BY DATE
Enter a target price and a horizon (trading days or date) to see the historical + parametric probability of reaching it.
⬡ INDICATORS — RSI / MACD / FORCE INDEX
⬡ CYCLE MONITOR
⬡ CYCLE FLIP CASCADE
Run a ticker to see the cycle-flip cascade.
⬡ DRIFT / BAR ANALYSIS
Run a ticker to load drift analysis.
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HORIZON N (days)
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TARGET / EXPIRY DATE
Forward price cone driven by the scheduled events in the next N days: upcoming earnings (historical earnings-day move) + macro releases (CPI, NFP, FOMC, PCE, ISM…) sized by this stock's historical reaction to each. Variance adds up per day — the cone widens on event days, drifts on quiet ones.
⬡ UPCOMING EVENTS · NORMAL MOVE
⬡ IMPLIED-VOL CONE (ATM STRADDLE) vs EVENT CONE
Solid bands = options-implied (ATM straddle IV, smooth √t). Dashed = the event-model cone. Implied wider ⇒ options pricing MORE move than history/events (rich); narrower ⇒ cheap.
empirical event-impact model — descriptive, median at 0 (direction not predicted), thin samples flagged (*). "Normal move" = this stock's average absolute move on that release historically.
TICKER
DAYS
BUCKET
OVERLAY (avg intraday shape)
FILTER DAYS BY
Each 5-min bar is expressed as % vs that day's session VWAP, stacked across N days and bucketed by time of day.
"Best buy/sell" = the bucket that is cheapest/richest vs VWAP. %DAY-LOW / %DAY-HIGH = how often that bucket held the day's extreme.
Volume shows liquidity (executability). Overlays share the same days as the (optionally filtered) ticker set.
⬡ STICKY POINTS — CONFIG
Adds one analysis block per ticker. For each: finds the best macro / sector / index driver by 60-day correlation, detects "sticky" price levels (price points that have failed to break, with reversals), and re-runs detection on residual (driver-decorrelated) returns to see which levels are idiosyncratic vs driver-explained.
| TICKER | N-DAYS | DRIVER OVERRIDE | KALMAN SPEED |
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