TickerDNA · QQQ
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
STEADY-OPEN
FRAGILE
EVENT-PRONE
TRENDY
CLOSE-AT-EXTREME
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
UNSTABLE-VOL
EVEN-FLOW
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
STEADY-OPEN
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
UNSTABLE-VOL
TRENDY
CLOSE-AT-EXTREME
EVEN-FLOW
FRAGILE
EVENT-PRONE
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
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% | 94.6% |
p40
|
| Gap Magnitude mean absolute overnight gap | 0.67% |
p18
|
| Gap Direction Bias mean signed gap (+up / -down skew) | 0.056% |
p72
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 23.9% |
p42
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 90.8% |
p82
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 2.74x |
p28
|
| Fade Rate 1 - continuation_rate | 9.2% |
p18
|
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
UNSTABLE-VOL
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) | 22.2% |
p18
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 95 |
p92
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.363 |
p88
|
| Range Pct mean daily (high-low)/close | 1.504 |
p12
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.145 |
p72
|
TRENDY
CLOSE-AT-EXTREME
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Strong intraday trend efficiency — directional setups work.
| Gene | Value | Universe Percentile |
|---|---|---|
| Trend Efficiency |close-open|/(high-low): 0 chop, 1 trend | 0.481 |
p88
|
| Close Extremeness close near range extreme vs middle | 0.565 |
p92
|
| Open Drive open direction carries to the close | 66.2% |
p8
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.029 |
p82
|
EVEN-FLOW
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 | 1.113 |
p38
|
| Open Vol Share first-hour share of daily volume | 18.9% |
p22
|
| Volume Cv CV of daily volume | 0.368 |
p52
|
| Vol Move Corr corr(daily volume, |return|) | 0.316 |
p2
|
FRAGILE
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) | -0.196% |
p32
|
| Event Recovery 3-day forward return after a down shock | -1.613% |
p39
|
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) | 1.41x |
p52
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 11.7% |
p8
|
| Downside Beta beta on SPY-down days (crash co-move) | 1.43x |
p68
|
How are these scores computed? Read the methodology → · View all tickers →