TickerDNA · IWM
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
MUTED
EVENT-DRIFTER
CHOPPY
OPEN-DRIVEN
LOW-VOL
TIGHT-RANGE
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
MUTED
LOW-VOL
TIGHT-RANGE
CHOPPY
OPEN-DRIVEN
EVENT-DRIFTER
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
MUTED
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% | 94.6% |
p40
|
| Gap Magnitude mean absolute overnight gap | 0.73% |
p22
|
| Gap Direction Bias mean signed gap (+up / -down skew) | 0.045% |
p68
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 27.2% |
p62
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 89.7% |
p72
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 2.58x |
p18
|
| Fade Rate 1 - continuation_rate | 10.3% |
p28
|
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) | 21.0% |
p12
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 52 |
p18
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.210 |
p8
|
| Range Pct mean daily (high-low)/close | 1.752 |
p22
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.025 |
p52
|
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 | 0.432 |
p12
|
| Close Extremeness close near range extreme vs middle | 0.514 |
p32
|
| Open Drive open direction carries to the close | 77.0% |
p85
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.026 |
p72
|
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Moderate opening volume concentration.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 1.036 |
p28
|
| Open Vol Share first-hour share of daily volume | 19.6% |
p52
|
| Volume Cv CV of daily volume | 0.391 |
p62
|
| Vol Move Corr corr(daily volume, |return|) | 0.368 |
p12
|
EVENT-DRIFTER
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) | 0.300% |
p57
|
| Event Recovery 3-day forward return after a down shock | 0.142% |
p55
|
MARKET-DRIVEN
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Market-driven — moves track the broad market closely (low idiosyncratic share).
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 1.24x |
p32
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 23.8% |
p12
|
| Downside Beta beta on SPY-down days (crash co-move) | 1.17x |
p48
|
How are these scores computed? Read the methodology → · View all tickers →