TickerDNA · NVDA
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
OVERNIGHT-MOMENTUM
EVENT-DRIFTER
FRAGILE
TRENDY
CLOSE-AT-EXTREME
VOLUME-CONFIRMS
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
TRENDY
CLOSE-AT-EXTREME
VOLUME-CONFIRMS
EVENT-DRIFTER
FRAGILE
OVERNIGHT-MOMENTUM
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Gap continuation is mixed — moderate overnight signal.
| Gene | Value | Universe Percentile |
|---|---|---|
| Gap Frequency share of sessions that gapped > 0.05% | 93.5% |
p28
|
| Gap Magnitude mean absolute overnight gap | 1.00% |
p52
|
| Gap Direction Bias mean signed gap (+up / -down skew) | 0.102% |
p92
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 30.4% |
p88
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 88.4% |
p68
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 3.29x |
p32
|
| Fade Rate 1 - continuation_rate | 11.6% |
p32
|
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) | 38.6% |
p48
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 57 |
p22
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.256 |
p32
|
| Range Pct mean daily (high-low)/close | 3.009 |
p62
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.071 |
p62
|
TRENDY
CLOSE-AT-EXTREME
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Signal
Strong intraday trend efficiency — directional setups work.
| Gene | Value | Universe Percentile |
|---|---|---|
| Trend Efficiency |close-open|/(high-low): 0 chop, 1 trend | 0.529 |
p98
|
| Close Extremeness close near range extreme vs middle | 0.593 |
p98
|
| Open Drive open direction carries to the close | 74.3% |
p50
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.008 |
p42
|
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 | 0.891 |
p18
|
| Open Vol Share first-hour share of daily volume | 20.4% |
p57
|
| Volume Cv CV of daily volume | 0.251 |
p8
|
| Vol Move Corr corr(daily volume, |return|) | 0.549 |
p48
|
EVENT-DRIFTER
FRAGILE
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 | 5.4% |
p68
|
| Post Event Drift signed next-day move after a shock (+continue/-fade) | 0.875% |
p72
|
| Event Recovery 3-day forward return after a down shock | -2.450% |
p29
|
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) | 1.83x |
p68
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 50.7% |
p22
|
| Downside Beta beta on SPY-down days (crash co-move) | 1.99x |
p78
|
How are these scores computed? Read the methodology → · View all tickers →