Computed fresh after every close.

After each US market close, an automated pipeline runs end to end:

1. Fetch — pull the day's OHLCV bars for the full ~5,600-stock universe.
2. Verify — check completeness and backfill any genuine misses. A freshness gate refuses to compute on incomplete data, so a bad data day never produces a misleading reading.
3. Compute — recompute every indicator, signal, and dashboard from the verified data (breadth and internals first, since they feed the composite tools like the Hindenburg Omen).
4. Publish — the computed outputs are committed and deployed, so the live site reflects the latest close.

Economic indicators (FRED), 13F filings (SEC EDGAR), and options snapshots are refreshed on their own natural cadence within the same pipeline.

Everything is computed from our own database of daily bars for roughly 5,600 US equities, with sixteen years of history and SPY back to 1993. Owning the data means we control the universe, the survivorship handling, and the exact calculation — rather than inheriting a vendor's black box.

Source feeds, by pillar:

• Markets & Signals — our own daily OHLCV database.
• Economy — the Federal Reserve's FRED service.
• Fund Managers — 13F filings from SEC EDGAR.
• Options — end-of-day options-chain snapshots.

Every tool page follows the same shape:

• A dated reading at the top — what the tool says today, in plain English, stamped with the market close it was computed from.
• The chart — the full history behind the reading, interactive.
• The methodology — exactly how the number is calculated, and how to interpret it, so you can check our work and quote it with confidence.

If a served reading ever falls more than one trading day behind, the page shows a staleness notice so you always know which session you're looking at.

Browse the full catalog, dig into our methodology, or check the FAQ.