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

Close→Open 33
OVERNIGHT-MOMENTUM MUTED STEADY-OPEN
Volatility Regime 46
VOL-EXPANDING LOW-VOL TIGHT-RANGE
Intraday Trend-vs-Chop 74
TRENDY CLOSE-AT-EXTREME
Volume 33
VOLUME-CONFIRMS EVEN-FLOW
Event Reaction 37
EVENT-DRIFTER FRAGILE EVENT-CALM
Beta 21
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

How are these scores computed? Read the methodology →  ·  View all tickers →