How we compute every reading.

• One database, one universe. Every market tool is computed from the same internal database of daily OHLCV bars for roughly 5,600 US equities, sixteen years deep. A consistent universe means breadth tools, signals, and heatmaps all agree on what "the market" is.
• Reproducible calculations. Each indicator is computed by code, not by hand, on a fixed schedule. The exact formula — periods, thresholds, smoothing — is documented on the tool's own page.
• Deviations disclosed. Where our implementation departs from a classic textbook specification (universe size, integer-priced symbols, threshold choices), we say so and explain how it changes the reading. Different inputs produce different historical counts; we show our inputs.
• Dated to the close. Every reading is stamped with the market session it was computed from. If you quote this site, you know exactly which close you are quoting.
• Freshness-gated. The pipeline refuses to compute on incomplete data, and pages flag any reading that has fallen behind. We would rather show a staleness notice than a confidently wrong number.
• Honest base rates. Our signal studies report the full sample — average, median, hit rate, best, and worst — never a cherry-picked statistic. A small sample is labeled as a small sample.

• Equity prices & internals — our own daily OHLCV database.
• Economic indicators — the Federal Reserve's FRED service, with the source series id listed on each indicator page.
• Fund holdings — 13F filings from SEC EDGAR, with CUSIP-to-ticker resolution.
• Options — end-of-day options-chain snapshots.

Each tool page carries its own methodology block — see, for example, the Hindenburg Omen (where we explain the McClellan confirmation and clustering rules) or the signal studies (where we explain the cooldown and forward-return windows). For the bigger picture, read how it works.