TickerDNA · DIA
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
RESILIENT
CHOPPY
OPEN-DRIVEN
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
FRONT-LOADED
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
CHOPPY
OPEN-DRIVEN
FRONT-LOADED
RESILIENT
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Gaps reliably continue into the first hour.
| Gene | Value | Universe Percentile |
|---|---|---|
| Gap Frequency share of sessions that gapped > 0.05% | 93.5% |
p28
|
| Gap Magnitude mean absolute overnight gap | 0.51% |
p8
|
| Gap Direction Bias mean signed gap (+up / -down skew) | 0.073% |
p82
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 28.3% |
p70
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 90.7% |
p78
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 2.51x |
p12
|
| Fade Rate 1 - continuation_rate | 9.3% |
p22
|
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
2026-02-09 → 2026-06-23 · 93 sessions
⚠ Note
Low realized vol — tight ranges, cheaper options.
| Gene | Value | Universe Percentile |
|---|---|---|
| Hv annualized realized vol (close-to-close) | 14.2% |
p2
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 75 |
p52
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.230 |
p18
|
| Range Pct mean daily (high-low)/close | 1.111 |
p8
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 0.903 |
p32
|
CHOPPY
OPEN-DRIVEN
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Choppy intraday action — mean-reversion setups preferred.
| Gene | Value | Universe Percentile |
|---|---|---|
| Trend Efficiency |close-open|/(high-low): 0 chop, 1 trend | 0.440 |
p18
|
| Close Extremeness close near range extreme vs middle | 0.539 |
p68
|
| Open Drive open direction carries to the close | 77.0% |
p85
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.042 |
p88
|
FRONT-LOADED
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Heavy opening volume — first-hour liquidity is strong.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 1.144 |
p48
|
| Open Vol Share first-hour share of daily volume | 26.1% |
p98
|
| Volume Cv CV of daily volume | 0.381 |
p57
|
| Vol Move Corr corr(daily volume, |return|) | 0.346 |
p8
|
RESILIENT
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Moderate event frequency — occasional shock sensitivity.
| Gene | Value | Universe Percentile |
|---|---|---|
| Event Freq share of days with |r| >= 2σ | 4.3% |
p45
|
| Post Event Drift signed next-day move after a shock (+continue/-fade) | -0.004% |
p42
|
| Event Recovery 3-day forward return after a down shock | 3.636% |
p82
|
MARKET-DRIVEN
2026-02-09 → 2026-06-23 · 93 sessions
⚠ Note
Market-driven — moves track the broad market closely (low idiosyncratic share).
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 0.82x |
p12
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 26.5% |
p18
|
| Downside Beta beta on SPY-down days (crash co-move) | 0.72x |
p28
|
How are these scores computed? Read the methodology → · View all tickers →