The flagship. 8 cross-assets (gold · oil · 10Y · real-yield · USD · NAS100 · HK50 · CNY): normalized overlay, decoupling radar, correlation matrix, gold spotlight, multi-scale tensor, snowball projection. Flashes only what newly fired.
● live 02 · signalDeep-dive any signal over time: toggle level ↔ z-score ↔ velocity ↔ decoupling residual for every asset on one axis, with tunable window. The "how did this build?" lens.
● live 03 · moversThe default screen: every asset ranked by heat (decouple · extreme · velocity + bonuses), tagged FLIP / ACCEL / DECOUPLE / EXTREME / CLIMBING / VOL. "What's turning right now."
● live 04 · landscapeThe entire world-markets landscape: pick any markets across the globe — US · Asia (Hang Seng · Nikkei · KOSPI/KOSDAQ Korea) · Europe · FX · rates · commodities · crypto — overlay them normalized vs each other AND vs SPX/NAS100 across every timeframe (90m→max), with a rolling-correlation decouple pane and a ranked decoupling board. Triangulate where any market is decoupling.
● live 05 · gammaDealer options exposure (à la VolSignals VS3D): gamma / vanna / charm by strike, a strike × expiry grid heatmap, by-expiration, and key levels (zero-γ flip, call/put walls). From Yahoo chains + Black-Scholes.
● live 06 · biasThe ensemble: fuses every cross-asset signal + the dealer-gamma regime into one equity directional bias + P(up), over time vs the S&P, with a contributor breakdown and agreement read.
● live 07 · ratioDivide any instrument by any other — treasuries ÷ oil, gold ÷ USD, VIX ÷ VVIX — from a macro universe (rates·commodities·FX·vol·factors). The ratio plots vs its own rolling ±2σ band with percentile/z extremes and S&P/NAS100 divergence. Swap legs in a click; a preset radar ranks common pairs by how extreme they are now.
● live 08 · retailIs the crowd highly leveraged? Short-dated (≤7 DTE) call/put OI skew, OTM-lottery concentration, and volume/OI churn across SPY · QQQ · TSLA · NVDA — blended into a 0–100 retail-leverage index on real Massive OI.
● live 09 · cohortsEVERY instrument as its own normalized LINE on ONE chart (z-score default · fit-to-axis · %-change), grouped by who trades it — Retail (NVDA·TSLA·QQQ·IWM), Vol complex / MM-dealer proxy (VIX·VVIX·SKEW), Bankers (USD-FX·ZN·ZB·GC·CL) — vs SPX/NAS100 baselines (solid, never muted), with a CPI/M2 real-terms adjust applied before normalize. Paired with the stretch TAPE (heatmap, every instrument vs its own history, 6 coloring modes, date-column sort) and a slow-money liquidity backdrop. Every instrument individually selectable, retail P/C reference, full pan/zoom/dateline.
● live 10 · uoaScans SPY · TSLA · NVDA · QQQ chains (Massive real-time) for any contract trading ≥24× / ≥30× its open interest — heavy NEW positioning — and fires a Telegram alert covering both tiers. Plus a real-time options-flow chart over the last full session, with the high-flow 90-min open/close windows highlighted and a toggleable SPX/NAS100 reference.
● live 11 · bettingExchange-wide VOLUME + OPEN INTEREST across Kalshi + Polymarket, banked every ~15 min, 24/7 (neither venue keeps the history — so ours is the alpha). A leading indicator for the prediction-market equity basket SRAD · GENI · DKNG: rising exchange vol/OI = a flow tailwind for the data-feed + sportsbook enablers; the basket overlay shows whether the equities followed, and divergence is the actionable signal. Sports-vs-politics mix, OI reconciled on a USD-notional basis, top markets across both venues.
● live 12 · fundamentalsQQQ · TSLA · NVDA 0DTE Options Volume — 5y history + live, vs SPX / US M2 / Fed balance sheet (WALCL) / reverse repo (RRP). One continuous daily series: a 5-year deep-history seed (Polygon OSI-construct, DTE≤1) fused with automatic forward accrual from the Massive real-time chain (no venue keeps this history — so ours is the alpha). Does 0DTE speculation track liquidity, lead the S&P, or diverge? Put/call VOLUME (frenzy gauge), $-premium traded, and the per-name breakdown (QQQ · TSLA · NVDA each individually selectable — the basket is always decomposable).
● live 13 · fxv2 of /fx-macro: a thumbnail grid of every currency (DXY · majors · Asia · EM · non-USD crosses like CNY/JPY · KRW/CHF) — click tiles to OVERLAY MULTIPLE currencies on ONE normalized detail chart. z-score / %-change so different-scaled pairs (¥150 · €1.08 · ₩1350) compare on one axis. USD-strength toggle inverts USD-quote pairs so every line means "up = USD stronger". Macro overlays: SPX · NAS100 · gold · 10Y real yield.
● live 14 · divergenceThe dedicated home of the multi-scale divergence panel. Two oscillators: price↔RSI (momentum, every instrument) and price↔OBV (On-Balance-Volume — volume-confirmed; equities & futures only, FX/indices/rates read honest N/A). 9 cells per instrument = 3 timeframes (1h·4h·1d) × 3 swing lookbacks; confluence + 6 view modes + a price+oscillator detail chart with the exact swing pair drawn. A comprehensive cross-asset universe vs SPX/NAS100.
● live 15 · inflationThe cohorts "every instrument vs its own history" LINE chart, standalone, with one headline superpower: Adjust for inflation or money supply. Reprice every ticker (and the SPX/NAS100 baselines) into real terms — ÷CPI (purchasing power: did it hold its value?) or ÷M2 (did it beat money printing?), applied BEFORE the z-score / fit / %-change normalize. Every instrument individually selectable, SPX/NAS baselines solid & never muted, retail P/C reference, full pan/zoom/dateline. Lines only — a focused real-vs-real comparison view.
● live 16 · sectorsEvery major sector on ONE chart: 11 GICS SPDRs + 15 thematic baskets — Defense/Military · Quantum · Bitcoin · Software · Rare Earth · Space · Semis · AI/Robotics · Clean Energy · Uranium · Gold Miners · Biotech · Cybersecurity · Homebuilders · Transportation. The mandatory tape+line pair: a normalized LINE chart (all 26 sectors, impulse-z default · fit · %, CPI/M2 real-terms adjust, SPX/NAS100 baselines solid & never muted) paired with a HOT/COLD stretch TAPE (heatmap — red = hot/stretched, blue = cold/washed-out; the mandatory-4 coloring modes: own history · cross-sectional rank · vs SPX · vs NAS100; date-column sort). Click any sector to drill into its constituents as individually-selectable lines — a basket is never an averaged line. Upgrades v1 /apps/sectors.
● live 17 · cryptoThe v1 Coin Screener, re-skinned to apps2: top-100 coins by market cap with momentum · volume-spike · RSI · pattern-detection filters and presets, across four views — sortable table, pattern grid thumbnails, compare sparklines (5y/1y/1q/1m), and the signature divergence matrix (1h/2h/4h/D × tight·std·wide·very-wide RSI/OBV divergence, 2h/4h aggregated from hourly) with an interactive detail chart + trendlines + Pine export. Topped with the apps2 tape+line pair: a normalized LINE chart (top coins, impulse-z default · fit · %, BTC/ETH baselines) paired with a HOT/COLD stretch TAPE (own history · cross-sectional rank · vs BTC · vs ETH · date-column sort). Reads the /apps/crypto per-ticker archive in place. Upgrades v1 /apps/crypto.
● live 18 · stocksThe v1 Stock Screener, re-skinned to apps2: ~390 names across US + Korea/China/HK/Japan/Taiwan with theme + region filters, volume-spike · RSI · multi-timeframe divergence (1h·2h·4h·8h·D·W·M, RSI + OBV) · price-action pattern detection (triangles · wedges · channels · H&S · trendlines, with TradingView Pine export) across three views — sortable table (now with a trailing P/E column) · pattern grid thumbnails · 4-timeframe compare sparklines — plus curated bull/bear presets, collections, an AI-research prompt builder, and a candle detail modal. Topped with the apps2 tape+line pair: a normalized LINE chart (selectable top-N of the filtered set · impulse-z default · fit · %, SPX (SPY) / NAS100 (QQQ) baselines solid & never muted) paired with a HOT/COLD stretch TAPE (own history · cross-sectional rank · vs SPX · vs NAS100 · date-column sort). Reads the /apps/stocks per-ticker archive in place (never calls Yahoo from the browser). Upgrades v1 /apps/stocks.
● live 19 · pegrokTrailing P/E line chart — legacy mega-caps, AI/chips (NVDA · TSMC · SK Hynix), consumer staples (Costco · Coke · Walmart · P&G), healthcare & growth names. Only profitable names with real P/E; loss-makers footnoted. Log-scale, SPY reference, hot/cold heatmap tape, insight rails (richest vs history · staples vs tech premium · regime shifts).
● live 20 · pemarcap12 mega-caps — Amazon · Oracle · Apple · Micron · AMD · Nvidia · Microsoft · Cisco · Intel · Alphabet · Meta · Tesla — back to the dot-com era for relative comparison, monthly. Deep multi-order-of-magnitude data, so it defaults to LOG-scale lines (actual P/E and actual $ on the axis, not z-scores): a Historical P/E chart (~5–1600) and a Historical market cap chart ($1B–$4.7T), each stock its own selectable line (log · linear · z-score · fit toggle), the dot-com window (1998–2002) shaded. Each line chart is paired with its HOT/COLD stretch TAPE (heatmap — red = expensive/large vs own history, blue = cheap/small; own-history · cross-sectional rank · vs-SPX/NAS100 shown but disabled with a reason — no index P/E in the set; date-column sort). Local monthly dataset (SEC EDGAR 2007+ · curated dot-com seed ramping · price to 1984); coverage & gaps stated honestly.
● live 21 · oilWhat flows into Korea and what it costs. Crude imports, refinery intake, the reserve level (crude stocks vs the ~146 Mbbl KNOC strategic reserve + days-of-cover), and LNG imports · gas demand · gas stocks — Korea imports all its gas as LNG (pipeline imports = 0). Paired with daily prices (Brent · WTI · Henry Hub). Import volumes + reserves are monthly (JODI World Database — the finest FREE granularity; daily tanker-arrival volume is paid); prices are daily (FRED). Every series its own selectable line with the full chart control set; coverage & granularity stated honestly.
● live 22 · insightThe cross-app "what's firing right now" feed. A 2×/day cron reads ONLY our own recorded stores (the prices spine · signal · bias · gamma · cohorts · divergence · 0DTE flow) and surfaces the six non-eyeballable computed reads: percentile extremes (a metric at the edge of its own history), correlation flips (a pair whose rolling corr just changed sign), decouplings (a normally-correlated pair at an extreme-low corr percentile), divergence confluence (RSI/OBV divergences stacking across scales), lead/lag flips (a measured leader whose concurrent corr flipped), and put/call spreads (volume-P/C vs premium$-P/C gap). Ranked WITHIN each type — no fused score — every read with its own-history distribution, the date range it has been active, and a deep link into the source app. Nothing forward-looking. The feed is itself record-first.
● live 23 · peTrailing P/E line chart across 49 deliberately-mixed names spanning P/E EXTREMES: legacy depth (Apple · Intel · IBM · Oracle · Cisco), mega-caps (NVIDIA · Tesla · Amazon · Meta · Broadcom · Netflix · Salesforce · Adobe), semis (TSMC · SK Hynix · AMD · Micron · Qualcomm · ASML · Arm), new/quantum/AI (Palantir · Super Micro · IonQ · Rigetti · D-Wave), fintech (Coinbase · Robinhood), cross-sector leaders & unusual P/E (Costco · Chipotle · Lilly rich · Exxon · JPMorgan · Ford cheap · Coca-Cola · Walmart · P&G · UnitedHealth · Caterpillar · Visa), sleepers / underdogs on a low P/E that arguably should re-rate (Dell · NXP · ON Semi · Baidu · Alibaba · PayPal · Uber), and private SpaceX (no P/E). Monthly, log-scale default (actual P/E on the axis), every stock its own selectable line vs the S&P 500 P/E reference (own right axis, never muted), R-UI-29 end labels, click-to-isolate with an own-history 10–90% band. Paired with the HOT/COLD stretch TAPE (own history · cross-sectional rank · vs-S&P; date-column sort) and computed relative-value insight along THREE axes — cheap-vs-own-history (most-stretched hero + tape), cheap-vs-peers (cross-sectional rank, own-history percentile/z), and cheap-vs-own-potential (the trailing↔forward gap, the sleeper lens). A P/E-focused sibling of pemarcap; deep history reused from it, extended via SEC EDGAR (10-K/20-F/IFRS), Yahoo fallback where EDGAR tags are non-standard (Visa · Baidu). Loss-makers & SpaceX carry no line (honest gaps, never faked).
● live 24 · bleedingDIRECTION OF CAPITAL ROTATION across borders in the most innovative chip · robotics · AI names — 30 peers across China · Korea · Taiwan · Japan · Netherlands · UK · US, grouped by sector (AI-GPU · memory · foundry · image sensors · equipment · robotics · platforms · global semi). Within each hot sector it surfaces which COUNTRY's peers are being ACCUMULATED vs DISTRIBUTED — is capital rotating US chips → China chips, Korea memory → US memory? Everything is RELATIVE (different currencies/timezones → normalized, daily-by-date) with NO SPX/NAS/FRED basis (broad-market moves everything uniformly = noise for rotation): peer-vs-peer normalized lines + a hot/cold stretch TAPE (own history · % move · vs own mean · cross-sectional rank) + a ranked overbought/oversold & accumulation/distribution table (RSI · own-history stretch · OBV) + a sector×country cycle matrix + the seven rivalry ratios (Cambricon÷NVIDIA · SK Hynix÷Micron · SMIC÷TSMC · Will Semi÷Sony · UBTech÷Fanuc · Biren÷NVIDIA · Naura÷ASML) each vs its own ±2σ band, and the multi-scale price↔RSI/OBV divergence panel. Premise-first: every chart prints what it measures + its directional premise; the signal is the deviation.
● live 26 · countertrendThe full-landscape counter-trend detector. 7 instruments — Gold · Oil · USD/CHF · SOXX · S&P 500 · US 30Y (^TYX) · China A50 (2822.HK) — on a 21-pair × 8-timescale matrix (90m · 4h · 1d · 1w · 1m · 1q · 1y · 5y). Premise-first: every pair prints its baseline premise + what each direction means; the signal is the DEVIATION. Premise classes (strong/moderate/weak/regime/none) honestly arm or disarm the sign-alarm — five pairs openly have no premise to violate, and a pair auto-demotes when its empirical sign contradicts the stated one. No arbitrary-lookback sliders — three pre-registered sensitivity tiers (sensitive/standard/strict) over FIXED canonical windows. Two reads: Pearson-free direction-rarity on the short scales, rolling correlation (n≥24) on the long ones. Per-pair detail (both legs + rolling-corr chart with premise band, onset date + live elapsed timer), an all-instrument overlay with z-score / fit / %-change modes, an extremes board, and an everything-rally co-move flash. Record-first (record.php banks daily). Data via decoup/data.php (Yahoo + FRED) — no new paid feeds.
Cross-asset relationship violations — not RSI pivots. Gold · oil · USDCHF · SOXX · SPX · US 30Y · China (FXI) on pair×horizon matrix + recency flash. Slider-tunable floors. Data via decoup/data.php.
Same div universe as 1-minute OHLC candles, default last 4 hours, polled every ~20s. Equities via Alpaca SIP when available, futures/FX/index via Yahoo. Window anchored to last trade. Feed: div/rt/ohlc.php + universe.json.
Fed Z.1: nonfinancial corporate equities outstanding vs held on corporate books, open-market proxy (outstanding − corp-held), household holdings — vs 20y SPY / NAS100 price action. Quarterly structure + daily prices, shared window.
● live 27 · gasPaste any Ethereum address → all deposits / withdrawals (ETH + ERC-20 + internal), unique summaries by counterparty / token / pair, filter from–to or before / after dates. CSV export. Blockscout free (optional Etherscan key).
● live 28 · 401kEstimated 401k / defined-contribution buying pressure — the mechanical, price-insensitive equity bid from payroll deferrals — modeled from the wage base (FRED aggregate wages × contribution rate × participation × equity allocation × a documented auto-enrollment adoption glide) and overlaid on SPX. A comprehensive 29-series macro panel (payrolls · GDP · employment · income · saving · liquidity · sentiment · household equity) with the composite AND every constituent individually toggleable. Interactive assumption sliders (contribution rate · participation · equity allocation) recompute the estimate live. The analytical layer surfaces correlations: a sortable correlation table (each metric's YoY-growth vs SPX and vs the 401k bid, 1y/3y/5y/full, per-column heat) and a lead-lag heatmap (±12 months — who turns before whom; does the 401k bid lead the market?). All on year-over-year growth (levels are non-stationary and correlate spuriously). FRED key-free + Yahoo.
● live 29 · rsidivReal-time RSI(14) divergence scanner on ES (S&P 500) and NQ (Nasdaq-100) futures, 30-minute + 1-hour candles, across three lookback windows (8 / 13 / 21 bars). Flags bullish (price lower-low while RSI higher-low → momentum turning up) and bearish (price higher-high while RSI lower-high → turning down) regular divergences, drawing each as a trendline on both the price and RSI panels. Fires a Telegram alert on every newly-confirmed divergence (deduped, stale-guarded) plus a live on-page alert feed. Server-side scanner, auto-continuous futures feed, full per-chart controls.
● live 30 · xyzA rotatable 3D market chart: X = time, Y = price, Z = trading volume (depth). Four instruments on one scene — QQQ · SPX · NAS100 · Russell 2000 — each a colored polyline that weaves front↔back as its volume swells or fades, with optional per-bar volume fins to the floor. Built on the paid real-time feeds with real per-candle volume: SPX/NAS100/Russell = Massive CME futures front-month (ES/NQ/RTY, ~23h sessions; multi-year daily stitched from the quarterly contracts), QQQ = Alpaca equity bars — no ETF volume proxies. Prices are normalized (% change / z-score) so all four compare on one axis; depth is each instrument's own-max volume. Drag to orbit, wheel-zoom, shift-pan, with Front (classic price chart), Top (time×volume map) and Iso presets, on-canvas drawing tools (trendline / horizontal / ray / note), the full window set (30m→5y) and hover tooltips carrying the real price + real volume + its contract.
Where BlackRock's money is actually moving. Net flow = primary-market creations/redemptions (Δ shares × NAV) from the official fund.xls, refreshed 3×/day. A summary dashboard tops the page: combined US-equity flow over time, an 11-sector heatmap (green=buying/red=selling by z-score), and an "unusually strong buying/selling" panel that flags when a sector's 20-day flow breaks its own 2-year range. Below, a per-ETF radar of canaries — credit (HYG/LQD), rates (TLT), EM debt (EMB), small-caps (IWM), gold (IAU), IBIT — plus the broad core and all 11 US sector funds. Per-ETF page: 3-panel price/volume/flow chart, rolling cumulative overlay, PNG/CSV.
● live 31b · blackrockewyLegacy route for the same EWY flow series. Prefer blackrock / ewy.
legacy 32 · clockLive Gantt chart and countdowns for pre-market, regular, after-hours, and futures sessions across the US, Korea, Japan, China, Hong Kong, Singapore, Germany, and London. Holiday-aware Yahoo trading periods, 8–72 hour zoom, pan, pinned date lines, time override, fullscreen, and PNG export.
● livePut it on any chart. Weight the ticker by M2 or inflation three ways (ratio · real-deflated · relative-perf), re-adjust price into real / M2-deflated terms, time-offset M2/CPI to test whether it LEADS price, and an accel/decel oscillator of M2 & inflation. Click to download the Pine v6 source as a .txt — paste into TradingView's Pine Editor.
↓ download .txt pine v6 · ↓ .txtKnow M2's DIRECTION before the lagged monthly print. Overlays the faster-releasing leads — weekly M2 (WM2NS), Fed net liquidity (WALCL − TGA − RRP, unit-scaled to billions), and H.8 bank deposits (~80-90% of M2) — each normalized (z-score / %-from-start) and time-offsettable so you can slide a lead forward to front-run the monthly M2 (M2SL) reference line. A nowcast up/down read shades the background GREEN when the leads are rising / RED when falling. Click to download the Pine v6 source as a .txt — paste into TradingView's Pine Editor.
↓ download .txt