TickerDNA · SPY
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
EVENT-DRIFTER
FRAGILE
EVENT-CALM
TRENDY
CLOSE-AT-EXTREME
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
VOLUME-CONFIRMS
EVEN-FLOW
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
MUTED
STEADY-OPEN
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
TRENDY
CLOSE-AT-EXTREME
VOLUME-CONFIRMS
EVEN-FLOW
EVENT-DRIFTER
FRAGILE
EVENT-CALM
MARKET-DRIVEN
OVERNIGHT-MOMENTUM
MUTED
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% | 92.4% |
p18
|
| Gap Magnitude mean absolute overnight gap | 0.47% |
p2
|
| Gap Direction Bias mean signed gap (+up / -down skew) | 0.031% |
p62
|
| Gap Tail Rate share of gaps beyond 1σ of own gap distribution | 25.0% |
p50
|
| Continuation Rate first-hour extreme same direction as the gap (extend vs fade) | 94.1% |
p92
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 2.22x |
p2
|
| Fade Rate 1 - continuation_rate | 5.9% |
p8
|
VOL-EXPANDING
LOW-VOL
TIGHT-RANGE
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) | 14.8% |
p8
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 85 |
p82
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.324 |
p68
|
| Range Pct mean daily (high-low)/close | 1.077 |
p2
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.095 |
p68
|
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 | 0.478 |
p82
|
| Close Extremeness close near range extreme vs middle | 0.557 |
p88
|
| Open Drive open direction carries to the close | 70.3% |
p35
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.043 |
p92
|
VOLUME-CONFIRMS
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 | 1.048 |
p32
|
| Open Vol Share first-hour share of daily volume | 15.4% |
p2
|
| Volume Cv CV of daily volume | 0.394 |
p68
|
| Vol Move Corr corr(daily volume, |return|) | 0.449 |
p28
|
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) | 0.367% |
p62
|
| Event Recovery 3-day forward return after a down shock | -1.643% |
p34
|
MARKET-DRIVEN
2026-02-09 → 2026-06-23 · 93 sessions
⚠ Note
Market-driven — moves track the broad market closely (low idiosyncratic share).
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 1.00x |
p22
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 0.0% |
p2
|
| Downside Beta beta on SPY-down days (crash co-move) | 1.00x |
p38
|
How are these scores computed? Read the methodology → · View all tickers →