What Is TickerDNA?

TickerDNA is a scoring system that assigns every ticker a behavioral fingerprint — a compact description of how it moves, built from ~93 sessions of price data scored against a 20-name universe. The goal is to answer: before you enter a trade, do you know whether this ticker is a gap-and-go, a mean-reverter, a volatility bomb, or a steady drifter?

Every fingerprint has 5 strands. Each strand covers one behavioral dimension and is broken into genes — individual measurable signals. Genes are scored 0–100 against the universe (percentile rank). A p95 gene means the ticker ranks in the top 5% of the 20-name universe on that metric.

The five strands are: Close→Open, Volatility Regime, Intraday Trend/Chop, Volume Rhythm, and Event Reaction.

How to Read Percentiles

Percentiles are always universe-relative — they tell you where a ticker sits among the 20 names, not against all stocks.

Top third of universe on this gene
High (p70–100)
Middle third — average-ish behavior
Mid (p35–69)
Bottom third — weak signal on this gene
Low (p0–34)

A high percentile is not always "better" — it depends on the gene. High volatility (hv p92) is high risk. High continuation rate (continuation_rate p88) is a clean gap signal. Context matters.

Strand 1 — Close→Open (Overnight Gap Behavior)

This strand measures what happens between Friday's close (or any prior close) and the next morning's open. It captures overnight gap patterns: how often they occur, how big they are, which direction they lean, and whether the market continues or fades them in the first hour.

% of sessions that gapped more than 0.05%
Gap Frequency
Mean absolute gap size in %
Gap Magnitude
Signed mean gap (+up skew / -down skew)
Gap Direction Bias
Share of gaps that continued in hour 1
Continuation Rate
Mean first-hour move / gap size (extension ratio)
Amplification
Share of gaps beyond 1-sigma of own distribution
Gap Tail Rate
💡 TIP
High continuation rate (p70+) + high gap magnitude = a classic overnight-momentum ticker. The gap gap opens and carries into the first hour reliably.
⚠️ WARNING
High gap tail rate (p80+) with low continuation rate means the ticker gaps aggressively but fades. Fade setups may work better than continuation plays.

Personality tags generated: OVERNIGHT-MOMENTUM (continuation p70+), EXPLOSIVE (amplification p80+), ERRATIC-OPEN (gap tail rate p80+), STEADY-OPEN (gap frequency high but magnitude low)

Strand 2 — Volatility Regime

This strand captures how volatile the ticker is — both in absolute terms and relative to its own history. It answers: is this a quiet ticker or a volatility bomb?

Annualized close-to-close volatility
HV (Realized Vol)
Current 10d HV vs own 1yr history (0=calm, 100=hot)
HV Regime
Coefficient of variation of rolling HV — spike-proneness
Vol of Vol
Mean daily (high-low)/close — typical daily range
Range Pct
Downside vol / upside vol (>1 = drops are bigger)
Downside Skew
ℹ️ INFO
Downside skew above 1.0 means the ticker tends to fall faster than it rises. Useful for sizing put positions and setting stop distances.

Personality tags: HIGH-VOL (hv p70+), LOW-VOL (hv p30-), WIDE-RANGE (range_pct p70+), TIGHT-RANGE (range_pct p30-), DOWNSIDE-SKEWED (downside_skew p75+), UPSIDE-SKEWED (downside_skew p25-), UNSTABLE-VOL (vol_of_vol p70+)

Strand 3 — Intraday Trend vs Chop

This strand measures the quality of intraday directionality. A ticker that opens at the low and closes at the high (or vice versa) is trendy. A ticker that zigzags and closes near the midpoint of the day's range is choppy.

|close-open| / (high-low) — 0 is chop, 1 is pure trend
Trend Efficiency
How often the close is near the day's high or low
Close Extremeness
Share of days the open direction carries to the close
Open Drive
Lag-1 autocorrelation of intraday returns (+momentum/-reversion)
Intraday Autocorr
💡 TIP
High trend efficiency (p80+) + high close extremeness = a ticker that sets its direction early and holds it. Momentum and directional setups have structural edge here.
⚠️ WARNING
Low trend efficiency (p30-) with positive autocorr is unusual — watch for confirmation. Most choppy tickers have near-zero autocorr.

Personality tags: TRENDY (trend_efficiency p70+), CHOPPY (trend_efficiency p30-), OPEN-DRIVEN (open_drive p70+), CLOSE-AT-EXTREME (close_extremeness p75+)

Strand 4 — Volume Rhythm

Volume rhythm describes when volume shows up in the session and whether it correlates with price moves. This helps answer: is liquidity front-loaded into the open, or spread evenly? Does volume confirm moves?

First-hour share of total daily volume
Open Vol Share
Recent daily volume vs own 90d baseline
RVOL Trend
Coefficient of variation of daily volume — day-to-day consistency
Volume CV
Correlation of daily volume with absolute return
Vol-Move Corr
ℹ️ INFO
High open vol share (p70+) means the first hour is the most liquid. Wide stops and fast fills. Low open vol share means volume drifts in later — better for VWAP-type entries.

Personality tags: FRONT-LOADED (open_vol_share p70+), EVEN-FLOW (open_vol_share p30-), VOLUME-CONFIRMS (vol_move_corr p65+), MUTED (rvol_trend p30-)

Strand 5 — Event Reaction

This strand captures how the ticker behaves around shock days — sessions where the return magnitude exceeded 2 standard deviations of its own distribution. It measures event frequency, whether the ticker continues or recovers after shocks, and 3-day forward drift.

Share of days classified as shock days
Event Frequency
Signed next-day return after a shock (+ = continue, - = fade)
Post-Event Drift
3-day forward return after a down shock
Event Recovery
⚠️ WARNING
Low sample size alert: event genes are computed from actual shock events, which may be only 5–10 occurrences in 93 sessions. Treat high-percentile event genes as directional signals, not high-confidence statistics.
💡 TIP
High post-event drift (p70+) = the ticker tends to continue after a shock day rather than snap back. Momentum plays can extend for 1–2 more sessions.

Personality tags: EVENT-PRONE (event_freq p70+), EVENT-CALM (event_freq p25-), EVENT-DRIFTER (post_event_drift p65+ and positive), EVENT-FADER (post_event_drift p65+ but negative sign), RESILIENT (event_recovery p70+), FRAGILE (event_recovery p25-)

Reading a Full Profile

When you open a ticker's TickerDNA page, look for a few key combinations:

NVDA ExampleWhat It Means
Close→OpenOVERNIGHT-MOMENTUMGaps tend to carry into hour 1
Vol Regimemedian volHV in the middle of the universe
Trend/ChopTRENDY · CLOSE-AT-EXTREMEStrong directional days, closes at extremes
Vol RhythmVOLUME-CONFIRMSHigh volume correlates with bigger moves
Event ReactEVENT-DRIFTER · FRAGILEAfter shocks, tends to drift further

A ticker with OVERNIGHT-MOMENTUM + TRENDY + VOLUME-CONFIRMS is structurally set up for directional momentum plays in both the overnight and intraday dimension. FRAGILE + EVENT-DRIFTER suggests post-earnings continuation works until it doesn't — position sizing matters.

Universe and Scoring

The current universe is 20 tickers: large-cap tech (AAPL, MSFT, NVDA, GOOGL, META, AMZN), high-beta names (TSLA, COIN, MSTR, SMCI, SOFI, PLTR, AMD), and indices/ETFs (SPY, QQQ, IWM, DIA, GLD). Data window is approximately 93 RTH sessions (roughly February through June 2026), scored as of 2026-06-23.

Percentile ranks update whenever a new push is received from the compute engine. The as of date on each profile reflects the last push.

Next: Explore the Universe

Each ticker in the TickerDNA universe has its own profile page with the full radar chart, per-gene percentile bars, and strand tabs.

View all 20 tickers → /tickerdna/