TickerDNA · TSLA
6-strand behavioral fingerprint · 93 sessions
as of Jun 23, 2026 ◯
OVERNIGHT-MOMENTUM
EVENT-FADER
FRAGILE
VOL-EXPANDING
VOLUME-CONFIRMS
DNA Radar
Strands at a Glance
OVERNIGHT-MOMENTUM
VOL-EXPANDING
VOLUME-CONFIRMS
EVENT-FADER
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% | 96.7% |
p65
|
| Gap Magnitude mean absolute overnight gap | 1.10% |
p57
|
| Gap Direction Bias mean signed gap (+up / -down skew) | -0.122% |
p28
|
| 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) | 83.1% |
p38
|
| Amplification mean |1H move| / |gap| — how much the move grew in hour 1 | 4.19x |
p62
|
| Fade Rate 1 - continuation_rate | 16.9% |
p62
|
VOL-EXPANDING
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) | 41.3% |
p68
|
| Hv Regime current 10d HV vs own history (0=calm,100=hot) | 77 |
p62
|
| Vol Of Vol CV of rolling HV — how spike-prone vol is | 0.240 |
p28
|
| Range Pct mean daily (high-low)/close | 3.494 |
p68
|
| Downside Skew downside vol / upside vol (>1 = down bigger) | 1.007 |
p48
|
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Mixed trend/chop — no strong intraday directional edge.
| Gene | Value | Universe Percentile |
|---|---|---|
| Trend Efficiency |close-open|/(high-low): 0 chop, 1 trend | 0.457 |
p38
|
| Close Extremeness close near range extreme vs middle | 0.520 |
p38
|
| Open Drive open direction carries to the close | 75.7% |
p70
|
| Intraday Autocorr lag-1 autocorr of intraday returns (+mom/-revert) | 0.018 |
p68
|
VOLUME-CONFIRMS
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
Heavy opening volume — first-hour liquidity is strong.
| Gene | Value | Universe Percentile |
|---|---|---|
| Rvol Trend recent vs baseline daily volume | 0.873 |
p8
|
| Open Vol Share first-hour share of daily volume | 20.9% |
p72
|
| Volume Cv CV of daily volume | 0.238 |
p2
|
| Vol Move Corr corr(daily volume, |return|) | 0.416 |
p22
|
EVENT-FADER
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 | 4.3% |
p45
|
| Post Event Drift signed next-day move after a shock (+continue/-fade) | -1.030% |
p18
|
| Event Recovery 3-day forward return after a down shock | -3.608% |
p18
|
2026-02-09 → 2026-06-23 · 93 sessions
ⓘ Read
High-beta mover — amplifies market swings significantly.
| Gene | Value | Universe Percentile |
|---|---|---|
| Beta market sensitivity (slope vs SPY) | 1.89x |
p72
|
| Idiosyncratic Share 1 - R²: fraction of variance that's its own | 54.3% |
p32
|
| Downside Beta beta on SPY-down days (crash co-move) | 2.32x |
p88
|
How are these scores computed? Read the methodology → · View all tickers →