Trading Tools
Market internals, day-trading studies, and stock scanners computed from our own ~5,500-symbol database (~4,750 eligible common stocks in a typical breadth calculation). Every tool is free, with no account and no paywall.
What share of the S&P 500, Nasdaq-100, Dow 30 and small caps is in a bear market (>20% below their own highs) — daily since 2011, with contrarian base rates
% of stocks on point-and-figure buy signals — overbought/oversold regime gauge
Who controlled the regular session — bulls or bears? The share of every 5-minute candle body won by up-candles for ES & NQ futures, with a 30-session moving average. 2009+
Net buyback yield from SEC filing share counts for the top ~500 US stocks, plus an aggregate S&P buyback proxy by quarter since 2011
A point-in-time bubble framework — three pillars of valuation, allocation and leverage gauges scored today and, with the identical method, at the 2000, 2007 and 2021 peaks, plus what SPY did after every score band
The 3–12-month market-cycle read — a 0–100 composite of trend, participation, breadth velocity, credit, growth and recession risk, replayed since 2010
Edwin Coppock's long-term, buy-only momentum signal for the S&P 500 — live monthly reading, every buy signal since 1993, and what came next
HYG/LQD high-yield vs investment-grade ratio with z-score regimes, plus weekly CFTC credit-swap volume, tickets and outstanding notional
What share of their operating cash flow the largest US companies put back into capital assets, from SEC cash-flow statements — published for the whole basket and with the largest spenders stripped out, because the aggregate is a record while the typical large company is investing at an ordinary rate
Is AI making ordinary US companies more efficient? Overhead per dollar of sales and operating margins at the typical large company since ChatGPT, each company measured against itself, beside the profit growth of the companies building AI
Weekly net flows into 23 T-bill and ultra-short ETFs (SGOV, BIL, JPST & more), scored against the prior three years to flag rushes into cash, with what the S&P 500 did after each extreme
Weekly CFTC smart-money positioning across indices, rates, FX & commodities with a 3-year COT Index
32 single-country MSCI ETFs (developed + emerging) vs ACWI, rebased across 1M–5Y windows with a sortable returns table
Each country ÷ ACWI as a relative-strength ratio — which national markets are beating the world index and which are lagging, with per-country RS lines
32 single-country MSCI ETFs classified into Strong / Pullback / Recovery / Weak regimes vs 50d/200d MAs, with a global health score and rotation watchlists — benchmarked to ACWI
Net official gold purchases from central banks' own IMF reports since 2000: the 12-month total against earlier years, the largest buyers, sellers and holders
Bitcoin, Ethereum, Solana, XRP & Litecoin via spot ETFs, rebased across 1M–MAX windows vs the Bitwise 10 Crypto Index, with a sortable returns table
Each coin ÷ the Bitwise 10 Crypto Index as a relative-strength ratio — which coins are leading the crypto market and which are lagging, with per-coin RS lines
Bitcoin, Ethereum, Solana, XRP & Litecoin classified into Strong / Pullback / Recovery / Weak regimes vs 50d/200d MAs, with a crypto health score and rotation watchlists — benchmarked to the Bitwise 10 Crypto Index
RSP against SPY with dividends, ranked against the largest US stocks weighted both ways since 1926 — how narrow the market is, every past narrowing episode, and what the market and equal weight did next
Daily earnings with EPS/revenue surprises and next-day reactions
How big the average 1-minute candle is on ES & NQ in percent of price, cash session and overnight separately — a quiet-to-extreme volatility band that resolves in days, with what followed each band across the record
Our transparent rebuild of the seven-component sentiment dial plus cash ETF flows — every input checkable, 15 years of history, and the forward-return base rates for every zone
Total ES & NQ open interest summed across every live contract since 1997, read with price as new longs, short covering, new shorts or liquidation, with what followed each state
Do gaps always fill? Same-day and 5-session fill rates for every SPY & QQQ overnight gap since 1993/1999, by size and direction, plus the drift that followed
10-year government bond yields for 30 countries — daily official series for the majors (US, Japan, Germany, UK, Canada, Australia, euro area) plus OECD monthly for the rest, with 1M/1Y changes and spreads vs the US 10-year
The gold price per ounce today, its record since 1960 before and after inflation, and every 20% decline since 1971
Weekly net flows into nine US gold ETFs from their share counts since 2012, scored against their own history, through the 2026 peak and decline
How deep the typical stock's drawdown is vs the S&P 500 — the silent correction a cap-weighted index hides, with regime base rates
The breadth-based crash-risk indicator: daily signal, McClellan confirmation, cluster detection
The stocks well-known fund managers hold big and keep buying, the ones they bought aggressively last quarter, and the big positions they cut, with each fund's quarter-by-quarter buying and selling drawn under the price
The Intraday Momentum Index for QQQ and SPY — the 50-day average open-to-close move size, with bull/bear range and win rates by weekday. Is the tape moving enough to trade?
How correlated ES, NQ, YM & RTY run intraday, 2002+ — sync makes sessions bigger, not cleaner, and today's sync forecasts tomorrow's tradability
The US IPO calendar plus a survivorship-honest read on how recent listings trade vs SPY and the investable IPO ETF
Is internal damage healing, spreading, or stuck — the flow of stocks between drawdown buckets over the last month, with the transition table
% of stocks above the 10-, 50-, 100- and 200-day moving averages — overbought/washout gauge
EMA19 − EMA39 of net advances — the classic breadth-momentum oscillator
15 cross-asset instruments synthesized into four macro drivers and a daily regime read
How violently the market rotates inside a quiet index — the realized vol of our own 12-1 momentum long-short factor as a multiple of SPY's, daily since 2011 with regime states and base rates
Is the market trending or choppy, volatile or quiet? Six intraday tools folded into two axes, movement and quality, read as Expansion, Whipsaw, Grind or Chop since 2004, with a shift signal when the last ten sessions disagree
Treemap of the top 100 stocks + thematic sector maps, sized by live market cap
Full-universe 7-factor momentum ranking, scored daily
The cap-weighted trailing P/E of the largest US companies, built from SEC filings rather than an index vendor — with the median company, the fixed-cohort control, concentration and the earnings yield against the 10-year beside it
Whether the market rose on revenue, on margins or on re-rating — market value split into its three exact drivers over one, five and fifteen years, with the share of companies actually earning money
How many S&P 500 stocks move against the index: the share of members with a negative three-month and one-year beta since 2010, US industries since 1926, the sectors behind it and what the market did after past highs
52-week breadth balance: fresh leadership vs fresh breakdown, daily and cumulative
The TICK index per session since 1997 — bias, ±1000 extreme prints, and an era-proof five-state read with the contrarian base rates behind each state
The Nasdaq TICK ($TIKQ) per session since 2001 — bias, ±1000 extreme prints, and the same era-proof five-state read, with forward QQQ base rates
Intraday Nasdaq breadth since 2007 — net advancing issues per session, ±2000 extreme prints, and the five-state read; breadth washouts led +2.1% vs +1.5% baseline
Intraday NYSE breadth since 2007 — net advancing issues per session, ±2000 extreme prints, and the five-state read; one-sided tapes led both ways, surge days +1.9% vs +1.1% baseline
QQQ against the equal-weight Nasdaq-100 and against the tech sector, using only investable funds — equal weight has returned about half as much since 2006, the reverse of what it is usually bought for
The PEG ratio of the largest US companies from their own filings: trailing P/E over reported earnings-per-share growth, for the typical company and the market as a whole, with the largest names in a table
CBOE total, equity & index put/call volume with a 9-day average — the classic contrarian sentiment gauge (high = fear, low = complacency)
A frozen daily SPY long/short signal from the 63-session advance share, ES/NQ bull-share velocity and the 10-session VIX change, with its full simulated record
How much of the index's calm is cancellation — index, sector and single-stock volatility on one axis plus the average pairwise correlation that separates them, daily since 2011 (sectors 1999), with the six-month series across the 500 largest stocks and a Nasdaq-100 basket, and the forward-return base rates
How differently the 100 largest stocks are moving — the weekly cross-sectional return spread since 2011, with regime states, this week's widest movers, and the quiet-index vs crash split of what followed
How much of QQQ's daily range the net move captures (|close−open|÷range) — a 50-day trend-vs-chop regime gauge for day traders, with 25 years of history
The US housing market on one page — sales activity, dollar home values, the monthly payment on the typical home, supply, and the $49T housing balance sheet, each read against its own history
The 1-week-to-3-month market-condition read — a 0–100 composite of trend, participation, momentum, leadership, volatility and credit, with historical base rates by band
The CBOE SKEW index live since 1990 — what crash protection costs, era-proof states, and the honest per-era test of whether SKEW predicts returns (it flips sign by decade)
SPY & QQQ average returns by calendar month across full history / 20Y / 10Y with win rates, plus the average trading year — the seasonal path a typical year follows
Who has been winning the last 10 regular sessions on ES & NQ — and is that grip strengthening or fading? Four tape regimes with contrarian forward-return base rates since 2009
About 4,700 US stocks on one grid — rows by sector and industry, columns by market cap, tiles coloured by return over one day to one year, with medians and counts on every row
Confirmed covering rallies from FINRA filings + live candidates: heavily-shorted stocks rising on unusual volume
FINRA bi-monthly short interest: days-to-cover, per-stock percentiles, the aggregate gauge and an honest squeeze study
Quarterly and annual income statements, balance sheets and cash flows for covered mega-caps, parsed directly from SEC EDGAR XBRL filings
Put/call regime, OI walls, max pain, dealer gamma and the zero-gamma flip
Daily SPY call & put volume from OCC clearing data with the put/call ratio and a customer-only split
Is the stock market overvalued? Nine valuation measures, from the Shiller CAPE and Tobin's Q to market cap to GDP, ranked against their own history and averaged since 1881, with a no-hindsight version and the real returns that followed
The real S&P 500 total return against its long-run growth line since 1881 — how far above trend the market sits on the 1881 and 1926 trends, a no-hindsight version, and the real returns that followed each zone
All 11 GICS sector ETFs classified into regimes vs 50d/200d MAs, with rotation watchlists
All 11 GICS sector ETFs vs SPY, rebased across 1M–5Y windows with a sortable returns table
Each sector ÷ SPY as a relative-strength ratio — who's beating the market and who's lagging, with per-sector RS lines
How much more risk the market prices into the Nasdaq-100 vs the S&P 500 — the VXN−VIX implied-vol spread + the QQQ−SPY realized spread, with percentile and forward-return context since 2001
Who controls the tape — a 0–100 composite of session control, breadth, pressure prints and volatility over the last 10 sessions, replayed since 2010 with forward-SPY base rates by band and every input charted against its scoring bounds
The whole US options market's daily put & call volume from OCC clearing — total and customer-only put/call ratios, all exchanges
The VIX charted against the S&P 500 with fear zones, a historical percentile, and the implied-vs-realized volatility spread
VIX vs VIX3M ratio, 16 years of backwardation episodes, volatility regime detection
What the options market charges for single stocks over the index — VIXEQ−VIX since 2014 plus implied correlation since 2006; the dispersion and concentration-fragility gauge