TickerDNA · MSFT
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
IDIOSYNCRATIC
OVERNIGHT-MOMENTUM
ERRATIC-OPEN
EVENT-DRIFTER
EVENT-PRONE
CLOSE-AT-EXTREME
VOL-EXPANDING
VOLUME-CONFIRMS
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
ERRATIC-OPEN
VOL-EXPANDING
CLOSE-AT-EXTREME
VOLUME-CONFIRMS
EVENT-DRIFTER
EVENT-PRONE
IDIOSYNCRATIC
OVERNIGHT-MOMENTUM
ERRATIC-OPEN
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Gaps tend to fade — fader bias overnight.
| Gene | Value | Universe Percentile |
|---|---|---|
| Gap Frequency share of sessions that gapped > 0.05% | 90.2% |
p10
|
| Gap Magnitude mean absolute overnight gap | 0.87% |
p32
|
| Gap Direction Bias mean signed gap (+up / -down skew) | -0.023% |
p52
|
| 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) | 80.7% |
p12
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 3.37x |
p38
|
| Fade Rate 1 - continuation_rate | 19.3% |
p88
|
VOL-EXPANDING
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Moderate volatility relative to the universe.
| Gene | Value | Universe Percentile |
|---|---|---|
| Hv annualized realized vol (close-to-close) | 29.6% |
p32
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 77 |
p62
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.307 |
p57
|
| Range Pct mean daily (high-low)/close | 2.323 |
p32
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 0.942 |
p38
|
CLOSE-AT-EXTREME
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Mixed trend/chop — no strong intraday directional edge.
| Gene | Value | Universe Percentile |
|---|---|---|
| Trend Efficiency |close-open|/(high-low): 0 chop, 1 trend | 0.466 |
p68
|
| Close Extremeness close near range extreme vs middle | 0.555 |
p82
|
| Open Drive open direction carries to the close | 74.3% |
p50
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.008 |
p38
|
VOLUME-CONFIRMS
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Evenly distributed volume through the session.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 1.248 |
p78
|
| Open Vol Share first-hour share of daily volume | 18.9% |
p28
|
| Volume Cv CV of daily volume | 0.274 |
p12
|
| Vol Move Corr corr(daily volume, |return|) | 0.634 |
p68
|
EVENT-DRIFTER
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) | 0.631% |
p68
|
| Event Recovery 3-day forward return after a down shock | -0.691% |
p45
|
IDIOSYNCRATIC
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Highly idiosyncratic — moves are largely stock-specific, not market-driven.
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 0.81x |
p8
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 83.8% |
p88
|
| Downside Beta beta on SPY-down days (crash co-move) | 0.33x |
p8
|
How are these scores computed? Read the methodology → · View all tickers →