TickerDNA · MSTR
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
IDIOSYNCRATIC
OVERNIGHT-MOMENTUM
EVENT-DRIFTER
FRAGILE
EVENT-CALM
HIGH-VOL
WIDE-RANGE
VOLUME-CONFIRMS
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
HIGH-VOL
WIDE-RANGE
VOLUME-CONFIRMS
EVENT-DRIFTER
FRAGILE
EVENT-CALM
IDIOSYNCRATIC
OVERNIGHT-MOMENTUM
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Signal
Gap continuation is mixed — moderate overnight signal.
| Gene | Value | Universe Percentile |
|---|---|---|
| Gap Frequency share of sessions that gapped > 0.05% | 100.0% |
p98
|
| Gap Magnitude mean absolute overnight gap | 2.28% |
p92
|
| Gap Direction Bias mean signed gap (+up / -down skew) | 0.009% |
p57
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 32.6% |
p92
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 84.8% |
p52
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 4.12x |
p52
|
| Fade Rate 1 - continuation_rate | 15.2% |
p48
|
HIGH-VOL
WIDE-RANGE
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
High realized vol — wide daily ranges, larger options premiums.
| Gene | Value | Universe Percentile |
|---|---|---|
| Hv annualized realized vol (close-to-close) | 71.8% |
p88
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 66 |
p38
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.198 |
p2
|
| Range Pct mean daily (high-low)/close | 5.609 |
p88
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 0.853 |
p22
|
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 | 0.449 |
p32
|
| Close Extremeness close near range extreme vs middle | 0.521 |
p42
|
| Open Drive open direction carries to the close | 68.9% |
p22
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | -0.025 |
p12
|
VOLUME-CONFIRMS
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Moderate opening volume concentration.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 1.175 |
p62
|
| Open Vol Share first-hour share of daily volume | 19.1% |
p38
|
| Volume Cv CV of daily volume | 0.344 |
p38
|
| Vol Move Corr corr(daily volume, |return|) | 0.622 |
p52
|
EVENT-DRIFTER
FRAGILE
EVENT-CALM
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Rare shock days — low event risk profile.
| Gene | Value | Universe Percentile |
|---|---|---|
| Event Freq share of days with |r| >= 2σ | 3.3% |
p15
|
| Post Event Drift signed next-day move after a shock (+continue/-fade) | 1.725% |
p92
|
| Event Recovery 3-day forward return after a down shock | -11.493% |
p3
|
IDIOSYNCRATIC
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
High-beta mover — amplifies market swings significantly.
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 2.83x |
p88
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 65.8% |
p57
|
| Downside Beta beta on SPY-down days (crash co-move) | 1.20x |
p52
|
How are these scores computed? Read the methodology → · View all tickers →