TickerDNA · GLD
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
IDIOSYNCRATIC
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
EVENT-FADER
EVENT-PRONE
CHOPPY
VOL-EXPANDING
TIGHT-RANGE
VOLUME-CONFIRMS
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
VOL-EXPANDING
TIGHT-RANGE
CHOPPY
VOLUME-CONFIRMS
EVENT-FADER
EVENT-PRONE
IDIOSYNCRATIC
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% | 97.8% |
p82
|
| Gap Magnitude mean absolute overnight gap | 1.10% |
p62
|
| Gap Direction Bias mean signed gap (+up / -down skew) | -0.113% |
p38
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 26.1% |
p57
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 94.4% |
p98
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 2.49x |
p8
|
| Fade Rate 1 - continuation_rate | 5.6% |
p2
|
VOL-EXPANDING
TIGHT-RANGE
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Low realized vol — tight ranges, cheaper options.
| Gene | Value | Universe Percentile |
|---|---|---|
| Hv annualized realized vol (close-to-close) | 28.8% |
p28
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 78 |
p72
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.301 |
p48
|
| Range Pct mean daily (high-low)/close | 1.590 |
p18
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.255 |
p82
|
CHOPPY
2026-02-09 → 2026-06-23 · 93 sessions
⚠ Note
Choppy intraday action — mean-reversion setups preferred.
| Gene | Value | Universe Percentile |
|---|---|---|
| Trend Efficiency |close-open|/(high-low): 0 chop, 1 trend | 0.445 |
p22
|
| Close Extremeness close near range extreme vs middle | 0.495 |
p12
|
| Open Drive open direction carries to the close | 64.4% |
p2
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | -0.015 |
p18
|
VOLUME-CONFIRMS
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Signal
Moderate opening volume concentration.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 1.171 |
p57
|
| Open Vol Share first-hour share of daily volume | 20.5% |
p68
|
| Volume Cv CV of daily volume | 0.556 |
p92
|
| Vol Move Corr corr(daily volume, |return|) | 0.626 |
p62
|
EVENT-FADER
EVENT-PRONE
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Frequent shock days — event risk is elevated.
| Gene | Value | Universe Percentile |
|---|---|---|
| Event Freq share of days with |r| >= 2σ | 6.5% |
p82
|
| Post Event Drift signed next-day move after a shock (+continue/-fade) | -0.456% |
p28
|
| Event Recovery 3-day forward return after a down shock | 0.744% |
p76
|
IDIOSYNCRATIC
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Moderate market sensitivity — balanced beta and idiosyncratic behavior.
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 1.11x |
p28
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 67.5% |
p62
|
| Downside Beta beta on SPY-down days (crash co-move) | 1.10x |
p42
|
How are these scores computed? Read the methodology → · View all tickers →