TickerDNA · SMCI
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
IDIOSYNCRATIC
OVERNIGHT-MOMENTUM
ERRATIC-OPEN
EVENT-FADER
RESILIENT
EVENT-CALM
TRENDY
VOL-EXPANDING
DOWNSIDE-SKEWED
HIGH-VOL
WIDE-RANGE
UNSTABLE-VOL
VOLUME-CONFIRMS
FRONT-LOADED
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
ERRATIC-OPEN
VOL-EXPANDING
DOWNSIDE-SKEWED
HIGH-VOL
WIDE-RANGE
UNSTABLE-VOL
TRENDY
VOLUME-CONFIRMS
FRONT-LOADED
EVENT-FADER
RESILIENT
EVENT-CALM
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% | 97.8% |
p82
|
| Gap Magnitude mean absolute overnight gap | 2.45% |
p98
|
| Gap Direction Bias mean signed gap (+up / -down skew) | -0.197% |
p12
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 14.1% |
p8
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 81.1% |
p18
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 4.03x |
p48
|
| Fade Rate 1 - continuation_rate | 18.9% |
p82
|
VOL-EXPANDING
DOWNSIDE-SKEWED
HIGH-VOL
WIDE-RANGE
UNSTABLE-VOL
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Signal
High realized vol — wide daily ranges, larger options premiums.
| Gene | Value | Universe Percentile |
|---|---|---|
| Hv annualized realized vol (close-to-close) | 121.9% |
p98
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 89 |
p88
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.549 |
p98
|
| Range Pct mean daily (high-low)/close | 6.345 |
p98
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.752 |
p92
|
TRENDY
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 | 0.502 |
p92
|
| Close Extremeness close near range extreme vs middle | 0.541 |
p72
|
| Open Drive open direction carries to the close | 75.7% |
p70
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.054 |
p98
|
VOLUME-CONFIRMS
FRONT-LOADED
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Signal
Heavy opening volume — first-hour liquidity is strong.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 3.083 |
p98
|
| Open Vol Share first-hour share of daily volume | 22.4% |
p82
|
| Volume Cv CV of daily volume | 0.849 |
p98
|
| Vol Move Corr corr(daily volume, |return|) | 0.806 |
p98
|
EVENT-FADER
RESILIENT
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) | -5.619% |
p2
|
| Event Recovery 3-day forward return after a down shock | 11.272% |
p97
|
IDIOSYNCRATIC
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Signal
High-beta mover — amplifies market swings significantly.
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 4.87x |
p98
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 65.1% |
p52
|
| Downside Beta beta on SPY-down days (crash co-move) | 7.69x |
p98
|
How are these scores computed? Read the methodology → · View all tickers →