Financial intelligence,
made legible.

The Dashboard is a real-time control room for global financial markets, updated automatically every day. Instead of checking ten different websites, everything you need to understand what's happening in the world economy is here, in one single screen.

Financial markets are like the weather — you can't predict exactly what will happen, but you can read the signals to know whether it's sunny, about to rain, or a storm is building. The Dashboard gives you those signals, organized and calculated automatically from real market data.

Six sections, each with a specific job:

Indices — the big thermometers of global markets (S&P 500, FTSE 100, Nikkei…). When they go up, investors are confident. When they drop, they're scared or selling.

News — market-moving headlines filtered by region. A war, a central bank decision, a bankruptcy — anything that can shift prices.

Sectors — markets are split into industries (Tech, Energy, Healthcare…). Some sectors rise while others fall. Knowing which one is rising right now tells you where money is moving.

Sentiment — are large investors (funds, institutions) quietly buying or quietly selling? This signal tries to detect their moves before they show up in prices.

Macro — the economic backdrop: interest rates, dollar strength, overall market fear. These conditions shape everything else.

Portfolio — a watchlist with a clear signal for each position: Buy / Watch / Avoid, calculated from all the indicators above.

The dark scrolling strip that runs just below the navigation bar on every page — this is the ticker tape. It cycles through all 15 tracked indices continuously, showing three things for each: the ticker symbol, the latest closing price, and the daily percentage change in green if it rose or red if it fell.

Indices appear in a fixed order — USA first, then Europe, Asia, then Global instruments — and the loop repeats seamlessly. Hover anywhere on the tape to pause it so you can read a specific entry without it scrolling away.

The tape is populated from the same Indices data as the rest of the dashboard, so it reflects the most recent pipeline run. It is not a live intraday feed — prices update at the standard pipeline cadence (nightly after US market close). Use it as a rapid orientation tool: one glance before scrolling the page tells you whether today was broadly green or broadly red across all four regions.

The dropdown in the top-right of the navigation bar — labelled USD, EUR, or HKD — converts all displayed prices into your preferred currency. Your choice is saved in your browser and persists across sessions.

What changes: any index or portfolio position whose native currency is USD, EUR, or HKD. Switch to EUR and the S&P 500 recalculates in real time using an FX rate refreshed every 6 hours.

What does not change: indices priced in JPY, GBP, AUD, CHF, CAD, and similar currencies. Their value appears in native units with a small currency badge — e.g. 38,572 JPY. No conversion is applied because their FX rates are outside the standard pipeline scope.

Dimensionless instruments (VIX, DXY, TNX, IRX) never show a currency symbol. VIX is a volatility index in “points”, DXY is a ratio, TNX and IRX are yield percentages. They are not prices and have no currency to display or convert. The absence of a symbol is deliberate — it tells you at a glance that you are looking at an indicator, not a traded price.

Read top to bottom, like a funnel. Start with Macro to understand the overall mood. Check Indices to see if markets confirm that mood. Move to Sectors to find where money is flowing. Finally, Rotation and Portfolio give you specific, actionable leads. Think of it as zooming in: global → regional → sector → individual position.

The Dashboard does not tell you what to do. It gives you organized information and calculated signals, but no financial signal is foolproof. Markets can stay irrational for a long time. This data is a reading tool, not an oracle — use it to understand better, not to bet blindly.

Everything runs on an automated pipeline on GitHub — no human intervention needed. Here is exactly what updates when:

News headlines — every hour, 24/7. The pipeline fetches the latest macro and market articles, recalculates indicators, re-renders the page, and deploys it to the web. You are never more than ~60 minutes behind on news.

Prices, signals & all indicators — every weekday at 10:00 PM UTC (after US markets close). This is the main daily run: it fetches the latest closing prices for all 100+ tickers, recalculates every score, RVOL, Smart Money signal, momentum composite, sentiment, R-Perf, and yield curve regime, then re-renders and deploys the full dashboard.

FX rates (EUR, HKD conversion) — every 6 hours: midnight, 6 AM, noon, 6 PM UTC.

Historical price database — rebuilt in two batches every night to stay within API limits. Tickers 1–50 run at 2:30 AM and 3:30 AM UTC. Tickers 51–100 run at 3:00 AM and 4:00 AM UTC. This keeps two full years of daily price history fresh for every sparkline and momentum calculation.

The timestamp under each dashboard section shows you the exact moment it was last computed. Fresh = under 6 hours (green dot). Stale = 6–30 hours (orange). Anything beyond 30 hours likely means the pipeline hit an issue or markets were closed — cross-check at the source if a decision depends on it.

An index is a basket of stocks that together represent a market. The S&P 500, for example, holds the 500 largest US companies — when it moves, it tells you in a single number how American big business is doing that day. SAINHE tracks 15 such baskets simultaneously, across four regions: the United States, Europe, Asia, and global benchmarks. Instead of checking 15 different websites, you read the whole world from a single table.

Before looking at any individual company, you need to know the temperature of the room. Markets do not behave in isolation. When major indices fall sharply on high volume, nearly everything falls with them — good companies and bad ones alike. Rising indices with healthy activity create a tailwind that makes even mediocre investments look better for a while. Professionals call this "macro context." It is the first filter any serious investor applies. Without it, you risk making a decision about a stock while ignoring the tide the whole market is swimming against — or with.

The tiny line chart drawn from the last seven daily closing prices. It gives you an immediate visual sense of recent direction — no finance knowledge required. A line going up means the index gained over the week. A line going down means it lost ground. A flat line means it barely moved. You absorb this in one glance before reading a single number.

Price — the most recent adjusted closing value of the index or the ETF that tracks it, displayed in your selected currency.

% Day — the percentage it moved on the most recent trading day. Green + plus means it rose, red + minus means it fell. A day of −3% or more is considered a significant drop worthy of investigation.

The Price column uses three distinct display formats, each carrying a precise meaning:

Symbol + number ($ 6,152 / € 5,634 / HK$ 48,122) — a price in your selected display currency. Applies to all indices whose native currency is USD, EUR, or HKD. Switching the currency dropdown in the header reconverts every such row instantly.

Native value + badge (e.g. 38,572 JPY) — the raw native price with a currency code pill. Applies to indices priced outside the conversion scope: JPY, GBP, AUD, CHF, CAD, CNY… Switching to EUR or USD has no effect on these rows — the badge is a visual reminder of that.

Plain number, no symbol (e.g. 17.32) — applies exclusively to dimensionless instruments: VIX, DXY, TNX, IRX. These measure volatility, dollar strength, and yield percentages — not prices. The complete absence of a currency indicator is intentional and informative.

Each index row carries a small colored dot next to its name. This is the staleness indicator — the same system used in the Portfolio table — and tells you how recently that row's data was fetched:

Green dot — updated within the last 6 hours. Current and reliable.
Yellow/Orange dot — 6 to 30 hours old. Still usable for context but verify before acting.
Deep orange dot — 30 to 72 hours old. One or more trading sessions behind.
Grey dot — older than 72 hours. Data is stale; that row should not be relied on.

In normal operation all Indices rows update together in the nightly pipeline run, so dots are uniformly green after each successful run. A single non-green dot in an otherwise fresh table means that specific ticker threw a fetch error during the last run — its price, RVOL, and Smart Money reading may be one or more sessions behind. Check the box timestamp and the individual dot before drawing conclusions from that row.

Relative Volume — how much trading happened yesterday compared to a typical day over the last 20 sessions (roughly one month).

1.00 = exactly average — unremarkable.
1.50 = 50% more shares changed hands than usual — something attracted attention.
0.60 = only 60% of typical volume — a quiet, low-conviction session.

Volume is the heartbeat of a market. Price changes without volume are whispers — they can easily reverse. Price changes on high volume are shouts — real money is making a decisive statement. A big drop on low volume is very different from a big drop on high volume. The first might be a blip; the second is serious selling pressure. When RVOL exceeds 1.20, SAINHE highlights it in gold — that is the threshold where something is worth examining.

Combines price direction with RVOL to produce a single label. Five possible readings:

Accumulation — rose with RVOL > 1.20 (above-normal volume). Institutional investors were actively buying. The best signal.
Distribution — fell with RVOL > 1.20. Large players were actively selling. A warning sign.
Weak Rally — rose with RVOL < 0.80 (below-normal volume). Price went up without real conviction — often a temporary bounce that may not hold.
Thin Slide — fell with RVOL < 0.80. Less alarming than Distribution, but still negative.
Neutral — RVOL between 0.80 and 1.20, or price direction flat — no decisive signal.

For instruments with no volume data — VIX, DXY, and US Treasury yields — the five-label system cannot be calculated. The column instead shows one of three simplified labels: RISING (price closed above the previous session), FALLING (price closed below), or FLAT (no meaningful change). These three labels are visually distinct from the five-label set to make clear that no volume inference is possible for these instruments — they are directional signals only, not Smart Money reads.

Positive read: S&P 500 — sparkline sloping up — +0.35% — RVOL 1.45 — Accumulation. Translation: the largest US companies rose by a third of a percent, with 45% more activity than usual. Professional investors were confidently buying. Good context for evaluating a US stock.

Negative read: S&P 500 — −1.80% — RVOL 1.60 — Distribution. The market fell nearly 2% while significantly more people than usual were selling. Not a day to rush into new positions.

USA — S&P 500, Nasdaq, Dow Jones. Together they capture the full US market: the broad economy, technology specifically, and the 30 most iconic industrial companies.

Europe — DAX (Germany), CAC 40 (France), Euro Stoxx 50 (50 biggest eurozone companies). Lets you see whether Europe is moving with the US or diverging.

Asia — Nikkei (Japan), Hang Seng (Hong Kong), CSI 300 (mainland China). Asia trades while the West sleeps and often sets the tone for European and American opens.

Global — MSCI World and key macro instruments: the US 10-Year and 3-Month Treasury yields, and the VIX (the "Fear Index"). VIX below 15 = Complacency. 15–20 = Normal. 20–30 = Elevated Fear. Above 30 = Panic. The VIX gives you the emotional temperature of the market at a glance.

Below the table, a compact strip surfaces the two most important macro instruments at a glance — no need to scan the full table to find them:

VIX — the current level plus a one-word regime: Complacency (below 15), Normal (15–20), Elevated Fear (20–30), or Panic (above 30). Even if you read nothing else in the Indices box, a single glance at the VIX regime tells you the emotional temperature of the entire market.

DXY — the current dollar index level plus yesterday's percentage change plus a one-line equity impact signal: Bearish pressure on equities when DXY is rising, Supportive for equities when it is falling. This is the quickest way to assess whether dollar strength is creating a headwind for global assets before diving into individual indices.

A continuously updated stream of macro and market-moving headlines, organized by geographic region. Markets are driven by two forces: data (prices, volumes, indicators) and events (news). The Indices section gives you the data. The News Feed gives you the events. Together they tell you not just what is happening, but why.

Every headline here was published by a financial news source and was deemed relevant enough to surface. You are not reading a general news site — every article in this feed has a potential connection to market prices.

Markets are forward-looking machines. They do not react to what already happened — they react to what people expect to happen next. News is the raw material that shapes those expectations. A central bank raising interest rates unexpectedly, a trade war escalating, a major company missing its earnings — each of these events can move entire sectors or regions within minutes of publication.

Reading the news feed before studying signals and scores gives you narrative context: the story behind the numbers. A sector falling 2% looks very different if you know there was a surprise regulatory announcement that morning versus if there was no obvious catalyst. The first is explainable and possibly temporary. The second is a signal worth investigating further.

Every article card shows three pieces of information:

Source tag — the name of the publication (e.g. Bloomberg, AP News, FT, MarketWatch, SCMP). This tells you how authoritative the information is. A central bank statement republished by Bloomberg or AP News carries more weight than an opinion piece.

Timestamp — the exact date and time the article was published, in UTC. Markets move fast. An article from 3 hours ago is current context. An article from 3 days ago is background noise unless you are researching a developing story.

Headline — the title of the article, always clickable. Click it to open the full piece at the source. If a two-line summary is available, hover the card to expand it and read Read full article ↗ to go deeper.

Global — stories that affect multiple regions simultaneously: IMF reports, WTO decisions, global commodity price moves, pandemics, or geopolitical events that span borders. When the Global feed is active and negative, no region is safe.

USA — the United States is the world's largest economy and hosts the most liquid financial markets. Federal Reserve decisions, US inflation data, employment reports, major US corporate earnings — all of these are published here. When US news is positive, it tends to lift markets worldwide. When it is negative, the entire world tends to follow.

EU (Europe) — European Central Bank policy, eurozone economic data, individual country political events (elections, budget crises), and major European corporate news. Europe often moves in correlation with the US but can diverge strongly around local political events — watch for that divergence in the Indices table.

Asia — China's economic releases, Bank of Japan decisions, South Korean and Taiwanese tech sector news (Taiwan is critical for semiconductors), and broader emerging market events. Because Asian markets trade 8–14 hours ahead of the US, the Asia feed often gives you a preview of the mood before Western markets open.

Articles are ordered newest first within each region. You do not need to read everything — scan the headlines. Your eye will stop on keywords that matter: "rate hike," "GDP miss," "earnings beat," "tariff," "default," "record high." Those are your entry points.

Once a headline catches your attention, hover to read the summary. If the summary raises a question — "which sectors does this affect?" — open the full article. Then cross-reference with the Indices table: is the relevant region or sector already moving? If yes, the market may have already priced in the news. If not, the reaction may still be coming.

News without a price reaction — a cluster of negative headlines in one region, but no corresponding drop in that region's indices. This is called a "lag." The market has not reacted yet. It may be about to. This is one of the most actionable signals on the dashboard.

Price moves without news — an index dropping significantly but the news feed for that region is quiet. This can mean the catalyst is not yet public (institutional trading ahead of an announcement) or that the move is technically driven and may reverse. Either way, it deserves attention.

Converging bad news — negative headlines across multiple regions simultaneously, accompanied by falling indices and Distribution signals in the Smart Money column. That combination — bad news, falling prices, and high selling volume across the board — is the clearest signal to reduce risk exposure.

Bad news already priced in — a negative article published days ago that caused a sharp drop, but the index has since stabilized or recovered. This suggests the market absorbed the shock. Less downside risk from that specific event going forward.

The news feed refreshes 5 times a day. Each run fetches the latest articles from each source and re-renders the full dashboard. The timestamp on each article tells you exactly when it was published — always check it before acting on a story.

The stock market is not a single uniform thing. It is a collection of industries — Technology, Energy, Healthcare, Finance, and so on — that each behave differently depending on the economic environment. This section tracks 16 of those industries across 4 geographic regions, using ETFs (Exchange-Traded Funds) as proxies for each sector in each region.

An ETF is simply a basket of stocks from that industry, bundled into a single tradeable instrument. When SAINHE shows the "Tech & Semis" row for the USA, it is tracking an ETF that holds companies like NVIDIA, TSMC, and AMD together. When the ETF price goes up, it means the technology industry as a whole is gaining in that region.

Professional investors do not just ask "is the market going up?" — they ask "which part of the market is going up, and why?" This is called sector rotation: the phenomenon where money flows out of one industry and into another as economic conditions shift.

Classic examples: when interest rates rise, money tends to leave high-growth Technology (which depends on cheap borrowing) and rotate into Financials (banks earn more from higher rates) or Energy. When a recession is feared, money moves toward defensive sectors like Consumer Staples (food, household products — people keep buying regardless) and Healthcare. When the economy is booming, Industrials, Materials, and discretionary spending lead.

If you can identify which sectors are receiving money flows right now, you can position in the strongest areas and avoid the weakest ones. This section is your map of those flows.

SAINHE covers 16 industries, chosen to reflect the modern economy including themes beyond traditional classifications:

Tech & Semis — semiconductors and software, the backbone of the digital economy.
Robotics & MedTech — automation, surgical systems, medical devices.
Healthcare & Pharma — hospitals, drug makers, biotech — defensive and innovation-driven.
Finance & Transac. — banks, insurance, payment processors.
Strategic Materials — rare earths, lithium, copper — critical for electronics and energy transition.
Energy — oil, gas, and traditional energy companies.
Defense & Aerospace — military contractors, space hardware, national security.
EV & Clean Energy — electric vehicles, solar, wind, grid technology.
Space — commercial space, satellite communications, launch providers.
Luxury — premium goods and experiences — a proxy for global wealth confidence.
Agriculture — food production, fertilizers, agri-tech.
Infra & Water — utilities, water treatment, infrastructure spending.
Consumer Staples — food, beverages, household products — the most defensive sector.
Digital Assets — crypto-adjacent equities, blockchain infrastructure.
Industrials — manufacturing, logistics, machinery — a broad economic barometer.
Chemicals — industrial chemicals, specialty materials, a key input to most physical industries.

The four buttons at the top — World, USA, Europe, Asia — switch which region's ETFs you are viewing. World is the default view. The same 16 sector rows are always displayed; only the underlying data changes.

This is powerful because the same sector can be leading in one region and lagging in another. US Technology might be rallying while European Technology is flat or falling, due to different regulatory environments, currency effects, or local economic conditions. Comparing the same sector across regions lets you identify regional leadership — and regional leadership often precedes broader global moves.

The five buttons at the bottom — Today, 1M, 3M, 6M, 1Y — do two things simultaneously: they change the performance number shown in the rightmost column, and they update the sparkline chart to match that same period.

This matters because different timeframes tell different stories. A sector can be down today but up strongly over 3 months — a short-term pullback in a longer uptrend. Or it can be up today but down over 6 months — a temporary bounce in a sustained decline. Using multiple timeframes together reveals the difference between noise and trend.

Today — yesterday's single-day move. Very short-term, easily reversed.
1M — last 21 trading days. Useful for identifying emerging momentum.
3M — last 63 days. A medium-term trend signal. The most commonly used by active managers.
6M — last 126 days. Shows sustained outperformance or underperformance.
1Y — last 252 trading days. Long-term structural leadership.

Any row with a gold left border is currently trading above its 200-day moving average — the average price of the last 200 trading days (roughly 10 months).

Being above the 200-day average is one of the most widely watched signals in professional finance. It means the sector's price, right now, is higher than its long-term average. That is the definition of a structural uptrend. Institutions use this line as a key filter: many funds have rules against holding positions below their 200-day average.

A sector entering gold-border territory for the first time after a long period below it is a particularly strong signal — it often marks the beginning of a sustained recovery phase. A sector losing its gold border is the mirror image: a potential turning point to watch for deterioration.

When a cell shows — for a given sector and region, it means SAINHE does not currently track a liquid ETF for that combination. Not every sector has a well-established, tradeable ETF in every region. Space and Digital Assets, for example, have liquid ETFs primarily in the USA but limited equivalents in Europe or Asia.

A missing row does not mean the sector does not exist in that region — it means there is no reliable single instrument to represent it cleanly. These gaps are updated as new ETFs become available and are added to the tracking list.

Start with the World tab and the 3M period to get a clean global view of which sectors have had the most sustained performance. Rows with a gold left border are above their DMA200 — structurally healthy. Cross-reference with the 1M or 6M period to confirm the trend has duration, not just a recent spike. These are your candidates for further research.

Then switch to USA and compare. If a sector is leading globally and also strong in the USA specifically, that is a high-conviction setup. If it is strong globally but weak in the USA, the leadership is coming from elsewhere — look at Asia or Europe.

Finally, use the Today period to check for short-term disruptions: a sector with a gold border (healthy long-term trend) that is suddenly down 2% today on no apparent news may be a short-term entry point within a broader uptrend. A sector without a gold border that is up today is likely just a bounce.

A few things this section does not tell you:

ETF tracking error — an ETF may not perfectly replicate its underlying sector. Currency hedging, fees, and composition differences mean the ETF price and the "true" sector performance can diverge slightly.

Sector concentration — some ETFs are heavily weighted toward a few large companies. "Tech & Semis" in the USA might be 25% NVIDIA. A single company's earnings can move the entire sector's displayed return without reflecting broad industry health.

No fundamental data — this section shows price returns and the DMA200 trend signal only. It does not show earnings, valuations, or analyst estimates. A sector can be in a long-term uptrend (gold border, strong recent returns) while being historically expensive. Price performance and fundamental value are different things — this section measures the former only.

All returns are backward-looking. The period tabs show what has already happened. Past performance in a sector does not guarantee it continues — macro shifts, earnings disappointments, or positioning unwinds can reverse even a strong trend quickly. Always read Valuation alongside the Macro box for regime context.

This box answers a single question: where is money rotating right now, and is the flow sustainable? It presents a 16 sectors × 4 regions heatmap — each cell represents one sector ETF in one region (USA, EU, ASIE, MONDE). The cell color shows that sector's relative performance (alpha) versus the MONDE benchmark at the selected timeframe, and three independent micro-signals inside each cell — DMA200, MFI, and OBV — tell you whether the move has structural and volume support.

Two overlay strips above the matrix provide macro context: Market Breadth (what share of all sector ETFs are trading above their 200-day moving average, a market participation indicator) and Macro Regime (a three-bucket classification — Risk-On / Neutral / Risk-Off — derived from VIX, the yield curve, and HY credit spreads).

The background color of each cell encodes the sector's relative performance (alpha) versus the MONDE benchmark at the selected timeframe (1M / 3M / 6M / 1Y):

Green — this sector outperformed the World index over the selected period. Money flowed into this sector faster than into the average global basket.
Red — this sector underperformed MONDE. Capital rotated away relative to the benchmark.
Neutral cream — no data available, MONDE itself (its own benchmark, so alpha is zero by definition), or missing ETF coverage.

Alpha = sector ETF return − MONDE ETF return over the selected timeframe. A cell that is dark green in the ASIE column but pale red in the USA column for the same sector tells you the move is Asia-specific — regional leadership, not a global trend. That distinction matters before acting.

Exception — MONDE tab: since MONDE is the benchmark itself, cells in the World region show absolute ETF returns rather than alpha. Today tab (all regions): shows the daily % change, not alpha.

Each cell shows three independent micro-signals as small letter+arrow indicators at the bottom of the cell (D for DMA200, M for MFI, O for OBV — arrow or symbol shows direction: ↑ positive, ↓ negative, → neutral, ● extreme). These are not combined into a composite score — they are deliberately kept separate so you can see where they agree and where they diverge:

DMA200 — is the ETF trading above or below its 200-day moving average? Above = structural long-term uptrend (green dot). Below = long-term downtrend (red dot). Strong short-term alpha is more credible when the long-term structure is healthy.

MFI — the Money Flow Index (14-day window). The MFI combines price direction with volume: on each day, if the typical price closed higher than the day before, all that day's volume counts as positive money flow. The ratio of positive to negative flow over 14 days produces a 0-to-100 reading. MFI above 70 = overbought (heavy buying, possible pullback ahead). Below 30 = oversold (persistent selling, potential exhaustion). 30–70 = neutral.

OBV direction — On-Balance Volume trend over 20 days (Granville, 1963). On up-days, full volume is added to a cumulative line; on down-days, it is subtracted. SAINHE tracks the direction of this line over 20 sessions: Accumulation = line rising (volume heavier on up-days, buyers in control). Distribution = line falling (volume heavier on down-days, quiet selling). OBV can lead price — a flat-price cell with OBV Accumulation is a potential early warning of institutional positioning.

Clicking any cell opens a zoomed detail view that reveals the full data set for that sector/region pair:

4 timeframe cells (1M / 3M / 6M / 1Y) — for USA / EU / ASIE, each cell shows alpha vs MONDE at that period. For the MONDE region itself, it shows the absolute ETF return (MONDE is its own benchmark). The active timeframe is highlighted in gold. Consistent outperformance across all frames signals durability — strong 1Y but flat 1M means momentum is fading.

Price context — a meta line shows current close price, today's % change, DMA200 and DMA50 levels, and RVOL.

MFI card — current MFI value and the MFI value from 50 days ago. An MFI that has risen from 38 to 65 over 50 days is a building momentum signal. An MFI that has dropped from 72 to 58 is fading — a very different picture even though both readings are in the "neutral" zone today.

OBV card — current directional signal plus the average daily volume now versus 90 days ago (in K/M shares). This volume comparison tells you whether trading activity has intensified or contracted. A sector in Accumulation with volume up 40% vs 90 days ago is a much stronger signal than one with flat or declining volume.

The Breadth strip shows the percentage of all active sector ETFs (across all 4 regions) currently trading above their 200-day moving average.

Healthy (≥60%) — advances have broad participation. Buy signals across the matrix carry higher conviction.

Narrowing (40–60%) — participation is shrinking. The overall index may still be rising, but driven by fewer sectors. Narrow rallies often precede corrections because they depend on a small group of leaders continuing to carry the market.

Risk-off (<40%) — most sectors are in long-term downtrends. Even green-alpha cells should be treated with caution — they may simply be falling less than the benchmark, not genuinely outperforming.

The Regime chip classifies the current macro environment into three buckets using three objective inputs:

RISK-ON — VIX below 20, yield curve positive, and HY credit spreads below 400 bps simultaneously. The most favorable backdrop for cyclical sector rotation.

NEUTRAL — mixed signals. The most common state.

RISK-OFF — VIX above 30 or HY OAS above 600 bps. Elevated fear or credit stress. In this context, green-alpha cells in cyclical categories (Tech, Industrials, Digital Assets) carry lower conviction — risk-off environments historically reward defensives (Staples, Healthcare, Infrastructure).

The Regime does not block signals — it provides the context that changes how much weight to assign them.

Start with the header overlays: note the Breadth percentage and the Regime chip before looking at a single cell. Healthy Breadth + Risk-On Regime = every green cell carries higher conviction. Risk-off Breadth = be selective — only the deepest greens with all three micro-signals positive are worth investigating further.

Select a timeframe (3M is the most useful starting point for identifying current rotation) and scan the matrix. The most actionable cells combine:

1. Green alpha at the current timeframe AND at the longer timeframe (duration).
2. DMA dot green (long-term trend intact).
3. OBV showing Accumulation (volume confirms the flow).
4. MFI not Overbought (room still to run).

Switch regions to find where leadership is concentrated: if only USA shows green in a sector while EU and ASIE are flat, the rotation is US-specific — strong but fragile to a currency or policy shift. When the same sector is green across multiple regions simultaneously, the move is global and structurally more durable.

Click into strong cells to check the detail zoom. Focus on the MFI 50d comparison and the volume vs 90d ratio. Rising MFI from oversold territory with volume expanding is the most credible accumulation pattern. Falling MFI from overbought territory with volume fading is a distribution signal, even when the alpha is still positive — the alpha is backward-looking; the volume trend is forward-looking.

Alpha is backward-looking. A green cell today means the sector outperformed over the last 1–12 months. Momentum tends to persist in markets, but not indefinitely. Use the three micro-signals to assess whether the trend has volume and structural support going forward.

Missing cells are not neutral. A grey cell means there is no liquid ETF tracked for that sector/region combination — not that the sector is flat. Some sectors have coverage only in the USA (Digital Assets, Space). Absence of a green cell in EU or ASIE does not mean distribution — it means no data.

OBV distortions. Quarterly index rebalances, options expiration, and ETF creation/redemption flows generate volume spikes unrelated to directional conviction. A single rebalance day can shift the 20-day OBV direction. Reduce confidence in OBV signals on weeks including options expiration Friday.

MFI false signals in thin ETFs. In smaller-capitalization ETFs — Space, Digital Assets, Agriculture — a single institutional trade can represent 20–30% of a day's normal volume and shift the 14-day MFI reading. These sectors are more susceptible to misleading MFI signals than deep-volume sectors like Tech or Finance.

Regime lag. The Macro Regime is computed from daily data and reflects conditions as of the last pipeline run (typically 22:00 UTC on weekdays). In fast-moving markets — a central bank surprise, a flash crash — the chip may be one session behind current reality.

The dashboard is numbered 01–06 to match the professional reading sequence. Follow the boxes in order — each step builds context that changes how you interpret the next one. A BUY signal read in isolation is noise. The same BUY signal read after completing all six steps is either high conviction or immediately suspect — you will know which.

Step 1 — Box 01 · Macro
Start here, before looking at a single price. Check four things in under ten seconds: is the ERP attractive or stretched (are stocks cheap vs bonds, or expensive)? Is the yield curve normal, flat, or inverted (expansion or recession signal)? Is the VIX below 20 (calm) or rising (fear building)? Is the DXY falling (supportive for global assets) or surging (headwind)?

This establishes the environment. If Macro is hostile — inverted curve, expensive ERP, VIX above 25, DXY rising — every bullish signal in the boxes below carries less weight. You are swimming against the tide. If Macro is supportive across all four, confidence in downstream signals increases meaningfully. If it is mixed — the most common case — you need stronger confirmation from the layers below before acting.

Step 2 — Box 02 · Indices
Now check whether the macro reading is showing up in actual prices. Look at the Smart Money column: are the major indices showing Accumulation or Distribution? Is RVOL elevated or muted? Cross-reference directly with Step 1: if Macro says expansion but the S&P 500 shows Distribution on above-average volume, there is a contradiction. That contradiction is itself a signal — something is shifting. If Macro and Indices agree in the same direction, conviction rises. Check the VIX + DXY strip at the bottom of the box as a quick confirmation of the macro read you formed in Step 1.

Step 3 — Box 03 · News
Find the narrative behind what you see in prices. A sector or index dropping 2% without any news is a technically interesting anomaly — something is moving without an obvious catalyst, worth investigating further. The same drop alongside a central bank surprise or an escalating trade dispute is entirely explainable and may already be fully priced in. News does not change the score — but it changes how much weight you give it. Reading headlines before acting on any signal prevents you from mistaking a known, priced-in event for a new opportunity.

Step 4 — Box 04 · Valuation
Now zoom in. Switch to the World tab and the 3M period. Look for sectors with a gold left border (above DMA200) and strong positive returns across multiple timeframes — these are the industries that have received sustained money flows consistent with the macro regime established in Step 1. Not every outperforming sector qualifies: a sector rising in a hostile macro environment is a counter-trend trade, not a rotation confirmation. You want sectors where the direction of returns aligns with the macro context. These are your candidates.

Step 5 — Box 05 · Rotation
Cross-check your candidate sectors in the rotation heatmap. Switch to the matching region column and look at the cell for each candidate sector. Does the cell show green alpha? Is the DMA dot green (structural uptrend intact)? Is OBV showing Accumulation (volume backing the move)? Is MFI below 70 (room still to run)? Click the cell to open the detail zoom — check whether the MFI has been rising over the last 50 days and whether current volume is higher than 90 days ago. These two data points confirm whether the flow is building or fading. If a sector has green alpha but OBV Distribution and falling volume — the price move is not backed by volume conviction. Remove it from your list. If OBV shows Accumulation, MFI is rising, and current volume exceeds the 90-day baseline — that is the highest confluence the rotation box can produce.

Step 6 — Box 06 · Portfolio
Only now look at individual positions. By this point you know the environment (Macro), what prices confirm (Indices), what the event context is (News), where money is rotating (Valuation), and whether the flow has volume support (Rotation). A BUY signal in Portfolio that is consistent with all five upstream layers is high conviction — all of the following align: favorable macro, indices confirming, no contradicting news, sector in rotation, volume evidence backing the move. A BUY signal that contradicts any one of those layers deserves skepticism. A BUY signal that contradicts multiple layers is likely a false positive — a local technical rebound inside a broader deterioration.

The rule: the more upstream layers agree with a downstream signal, the higher the conviction. The more they contradict, the lower. This hierarchy is what separates a reading from a guess.

The Macro-Health box answers a single question: is the broader economic environment friendly or hostile to risk assets right now? It aggregates four types of evidence — risk appetite, monetary conditions, liquidity, and credit stress — into a layered picture of the macro cycle. No single indicator here is definitive on its own.

The value comes from reading them together: when equity premium, yield curve, volatility, and credit spreads all point in the same direction, conviction is high. When they diverge — for example, a calm VIX alongside a deeply inverted curve — the market may be pricing complacency. SAINHE structures the box into three visual layers: US Signal Cards (four headline macro indicators), Regional Overview Cards (five major markets, six metrics each), and the Global Indicators Strip (liquidity, real rates, credit, valuation).

The ERP answers the most fundamental question in investing: are stocks worth holding relative to risk-free bonds? It is calculated as the S&P 500 earnings yield (1 ÷ trailing P/E) minus the 10-year US Treasury yield. When the ERP is high, equities offer meaningful compensation over risk-free rates; when it compresses toward zero or turns negative, bonds become a genuine alternative — and equity risk is no longer being rewarded.

At ≥2% SAINHE signals Attractive (green): earnings yield meaningfully exceeds the risk-free rate, which historically correlates with above-average forward equity returns. Between 1% and 2% the premium is modest — Neutral (orange). Below 1% you are taking on equity volatility for near-zero incremental yield over bonds — Expensive (red). A negative ERP — earnings yield below the 10Y rate — has historically been rare and preceded periods of equity underperformance. The 2022–2025 rate reset compressed the US ERP to historically low or even negative territory, making this one of the most important tensions to monitor in the current cycle.

Key thresholds (dashboard signal): ≥2% = Attractive (green)  ·  1–2% = Neutral (orange)  ·  <1% = Expensive (red)  ·  <0% = Negative ERP (bonds preferred).
Source: S&P 500 trailing P/E (FRED or index provider), FRED DGS10.

The US Yield Curve card shows the raw 10Y−3M Treasury spread — the difference between the 10-year and 3-month US government yields — and classifies it into four regimes. The 10Y−3M formulation is used because the 3-month rate is most directly controlled by Fed funds policy, making this the cleanest signal of a monetary tightening cycle running out of room. This is the same spread used in the Estrella-Mishkin NY Fed recession probability model (1996).

SAINHE classifies the spread into four regimes: Steep (≥+1.0%) — green, normal expansionary curve. Flat (0 to +1.0%) — orange, flattening but no clear warning. Partial Inversion (−0.5% to 0%) — orange, short-term rates approaching or exceeding long-term; false-positive rate is meaningful (1998, 2019 resolved without recession). Full Inversion (<−0.5%) — red, deep inversion; every US recession since 1970 was preceded by full inversion, typically by 6–24 months. The lead time is long enough that the curve is a warning signal, not a timing tool — it should always be read alongside HY credit spreads and real economy indicators (copper, JPY) to build conviction.

Key thresholds (dashboard signal): ≥+1.0% = Steep / Expansion (green)  ·  0 to +1.0% = Flat / No signal (orange)  ·  −0.5% to 0% = Partial Inversion / Caution (orange)  ·  <−0.5% = Full Inversion / Stress (red).
Source: FRED DGS10 (10Y), DTB3 (3M), spread calculated daily.

The VIX measures implied volatility of the S&P 500 over the next 30 days, derived from the pricing of put and call options. It is not a forecast of direction — it is the market’s aggregated expectation of how much the index will move, expressed as an annualized percentage. A high VIX means option buyers are paying a premium for protection, reflecting fear. A low VIX means markets are calm — or complacent.

The VIX is strongly mean-reverting: spikes tend to revert within days to weeks, making it most useful as a sentiment gauge and a tactical signal, not a trend indicator. Very low VIX (<15) signals complacency and can precede sharp corrections when positioning is crowded. Sustained elevated VIX (≥30) typically accompanies bear markets and credit stress. The critical limitation: VIX measures equity option pricing specifically — it can be low even during genuine fundamental deterioration not yet reflected in equity hedging demand.

Key thresholds (dashboard signal): <15 = Complacency (green)  ·  15–20 = Normal (green)  ·  20–30 = Elevated Fear (orange)  ·  ≥30 = Panic (red).
Source: CBOE Volatility Index, FRED VIXCLS.

The DXY is the US dollar’s value against a basket of six major currencies: euro (57.6%), Japanese yen (13.6%), British pound (11.9%), Canadian dollar (9.1%), Swedish krona (4.2%), and Swiss franc (3.6%). As the world’s primary reserve and settlement currency, dollar strength or weakness propagates across every major asset class simultaneously.

Dollar strength (rising DXY) tightens global financial conditions: it raises the cost of dollar-denominated debt for EM sovereigns and corporates, puts downward pressure on commodity prices (dollar-priced), and compresses reported earnings for US multinationals. Dollar weakness is historically supportive of EM equities, gold, oil, and global growth assets. A DXY above 105 has historically signaled tight global dollar liquidity; sustained readings below 95 are periods of meaningful dollar easing.

Key thresholds (dashboard signal): >105 = strong dollar / global tightening (red)  ·  100–105 = above 10Y average / mild headwind (orange)  ·  95–100 = neutral  ·  <95 = weak dollar / easing tailwind (green).
Source: ICE Dollar Index, FRED DTWEXBGS or DXY spot.

SAINHE tracks two complementary series: the TIPS 10Y Real Yield (FRED DFII10) and the 10Y Breakeven Inflation Rate (FRED T10YIE). Together they decompose the nominal 10Y Treasury yield into its two components: the real return investors expect after inflation, and the inflation compensation they demand. Nominal yield = Real yield + Breakeven inflation.

The TIPS real yield is the most actionable of the two. When real rates are positive and rising, financial conditions are genuinely restrictive — borrowing costs exceed inflation, hurting leveraged borrowers and compressing valuations on growth assets. When real rates are negative, money is effectively free after inflation, supporting risk-taking and asset price inflation. The 2022–2023 shift from deeply negative real rates (−1% to −2%) to positive real rates (+2%) was one of the most significant tightening cycles in decades, driving major repricing across equities, real estate, and bonds simultaneously.

Key thresholds — Real yield (DFII10): <0% = accommodative  ·  0–1.5% = neutral  ·  >2% = restrictive. Breakeven (T10YIE): <2% = anchored  ·  2–2.5% = elevated  ·  >2.5% = unanchored.
Sources: FRED DFII10 (TIPS real yield), FRED T10YIE (breakeven).

The 10-year government bond yield is the baseline cost of money in each economy. It represents what governments pay to borrow for 10 years, and it anchors the discount rate for all long-duration assets — equities, real estate, corporate bonds. Rising 10Y yields reduce the present value of future cash flows, putting pressure on valuations across the board regardless of asset class.

Each region has a different neutral rate (r*) — the yield consistent with stable growth and inflation. In the US, the post-2022 range of 4–5% reflects a meaningful reset from the 2010–2021 era of financial repression. In Japan, the Bank of Japan’s Yield Curve Control policy kept the 10Y pinned near 0% until 2024, creating systematic cross-asset distortions. In China, the 10Y has trended lower with slowing growth. Europe straddles multiple regimes across member states despite ECB policy convergence.

Key thresholds (US): <3% = loose  ·  3–4% = neutral  ·  4–5% = restrictive  ·  >5% = highly restrictive.
Sources: FRED DGS10 (US), ECB SDW (EU), BoJ / Investing.com (JP/CN/EM).

The 10Y−2Y spread is the most widely tracked yield curve metric globally: the difference between 10-year and 2-year government yields. A normal (positive) curve reflects expectations of future growth and inflation. An inverted curve (negative spread) signals that short-term rates exceed long-term expectations — typically the result of monetary tightening beyond what the economy can sustain.

For SAINHE’s regional cards, each region uses its own sovereign 10Y−2Y spread. Interpretation varies by market: the US 10Y−2Y has the strongest recession-prediction track record. The Japan curve was structurally suppressed by BoJ policy until 2024. The China curve is heavily managed. The Eurozone curve blends sovereign heterogeneity. The most actionable reading is directional change: is the curve steepening (recovery / reflation expected) or flattening / inverting (tightening cycle running out of room)?

Key thresholds: >+1.5% = steep (growth priced)  ·  0–+1.5% = flat-normal  ·  <0% = inverted (warning)  ·  <−0.5% = deeply inverted.
Sources: National treasury / central bank data per region.

The P/E ratio (price-to-earnings) measures how much investors collectively pay per unit of annual earnings. For regional equities, SAINHE uses ETF proxy trailing P/E ratios — the trailing P/E published by the underlying index fund — as a standardized cross-regional comparison tool. Different regions carry structurally different P/E ranges driven by sector composition, earnings quality, and growth expectations.

US equities (S&P 500) have historically traded at a premium to global peers due to their technology and high-margin sector weighting. European equities (VGK proxy) are value-heavy, carrying a persistent discount. Japan (EWJ) has its own historical range shaped by decades of deflation and corporate governance reform. EM (EEM) has a high-variance range driven by China’s weight and commodity cycles. The key use of P/E here is relative: is one region materially cheaper or more expensive than its own history, and what does the spread between regions imply about capital allocation?

Approximate historical ranges: US S&P 500: 14–28x (avg ~18x)  ·  Europe (VGK): 11–20x  ·  Japan (EWJ): 13–22x  ·  EM (EEM): 10–18x.
Sources: ETF issuer data (iShares, Vanguard).

The year-over-year change in broad money supply measures how fast the total stock of money in an economy is expanding or contracting. M2 (US, Japan, China) includes cash, checking deposits, savings deposits, and money market funds. M3 (Eurozone) adds a broader set of liquid instruments. This data lags by 4–6 weeks but is among the most direct measures of monetary accommodation or contraction available.

Rapid M2 growth preceded and accompanied the post-2020 inflation surge in the US — M2 grew ~26% YoY at its peak in 2021. Negative M2 growth (which occurred in the US in 2022–2023 for the first time since the 1930s) historically correlates with credit tightening and slower nominal growth ahead. China’s M2 trajectory is particularly watched as a leading indicator of fiscal and credit stimulus. ECB M3 growth is a useful signal for Eurozone monetary velocity.

Key thresholds: >8% YoY = loose / inflationary risk  ·  4–8% = normal  ·  0–4% = tightening  ·  <0% = contraction (rare, bearish).
Sources: FRED M2SL (US), ECB SDW M3 (EU), BoJ, PBOC.

The High-Yield Option-Adjusted Spread (HY OAS) measures the extra yield investors demand to hold sub-investment-grade bonds over equivalent-maturity government bonds. The OAS adjustment strips out embedded optionality (callable bonds), giving a cleaner read of pure credit risk. This is one of the most real-time indicators of risk appetite and credit stress available.

HY spreads compress during risk-on periods as investors chase yield and bid up junk bonds. They widen during risk-off periods as capital flows to safety. Comparing across regions reveals whether stress is global or isolated. A widening US HY spread that doesn’t spread to Europe may signal a sector-specific issue; widening across all three simultaneously is a global credit event. The speed of widening matters as much as the level — a rapid move from 350bp to 500bp in two weeks is more alarming than a gradual drift.

Key thresholds (dashboard signal): <350bp = tight / risk-on (green)  ·  350–500bp = elevated (orange)  ·  >500bp = stress (red)  ·  >600bp = distress  ·  >800bp = crisis.
Sources: ICE BofA HY OAS indices via FRED (US: BAMLH0A0HYM2, EU, EM).

Each regional card displays an exchange rate chosen for its macro signal value, not for trading purposes. Rates shown: EUR/USD (Europe) · JPY/USD (Japan) · CNH/USD (China) · an EM FX proxy (EM card). The USA card uses DXY instead (see US Signal Cards section above).

Currency movements reflect relative monetary policy, growth differentials, and risk appetite simultaneously. EUR/USD rising = euro strengthening or dollar weakening, driven by Fed/ECB policy divergence. JPY/USD is critical as a risk-off indicator: a strengthening yen (JPY/USD falling) signals carry trade unwind — leveraged positions globally are being closed, which means risk assets are being sold. This is one of the fastest signals of global risk aversion. CNH/USD tracks both Chinese capital flows and Beijing’s policy stance: a weakening yuan can signal stimulus disappointment or capital flight; appreciation signals confidence or inflows.

Key interpretation: direction matters more than level  ·  divergence from DXY signals regional factors  ·  rapid JPY moves = carry trade stress = global risk-off.
Sources: Yahoo Finance / FRED / ECB per pair.

Central bank balance sheets are the most direct measure of systemic liquidity. When the Fed or ECB buys assets (QE), it credits bank reserves and injects liquidity into the financial system. When they sell or let assets mature (QT), the opposite occurs. SAINHE tracks five data points: Fed total assets, ECB total assets, a combined CB trend signal, the Fed Reverse Repo Facility (RRP), and the US Treasury General Account (TGA).

The RRP and TGA deserve special attention as liquidity plumbing indicators. The RRP is where money market funds park excess cash at the Fed overnight — a high RRP means liquidity is sitting idle in the system rather than flowing into markets. As the RRP drains (funds deploy into T-bills and money markets), it provides a liquidity tailwind to risk assets. The TGA is the US Treasury’s checking account: when the Treasury spends (TGA falls), money flows into the economy; when it rebuilds post-debt ceiling resolution (TGA rises with new issuance), it temporarily drains liquidity from financial markets.

Key interpretation: Fed BS expanding = QE active  ·  Fed BS contracting = QT active  ·  RRP draining = liquidity entering markets  ·  TGA rebuilding = temporary drain.
Sources: Fed H.4.1 weekly (FRED WALCL), ECB SDW, NY Fed RRP data.

Three indicators measuring activity in the physical economy — among the least manipulable signals in the dashboard because they reflect actual industrial demand and capital flow behavior rather than financial market pricing.

Copper price (USD/ton): copper is used across construction, manufacturing, and electronics globally, making it a proxy for real industrial demand. “Dr. Copper” is a market nickname for its historical record as an economic leading indicator. Sustained copper weakness while equities are strong often precedes equity correction. Copper/Gold ratio: divides copper price by gold price. A high or rising ratio = copper outperforming gold = growth appetite dominating (risk-on). A low or falling ratio = gold outperforming = safety demand rising (risk-off or deflationary). This ratio often leads the S&P 500 by several weeks. JPY/USD: the Japanese yen is the world’s premier carry trade funding currency. A strengthening yen (falling JPY/USD value) signals carry unwind — leveraged positions globally are being closed and risk assets sold. It is one of the fastest real-time signals of global risk aversion available.

Sources: LME Copper via Yahoo Finance (HG=F), Gold spot (GC=F), JPY/USD (JPYUSD=X).

The three HY OAS cards (US, EU, EM) in the Global Indicators Strip complement the HY Spread row in the Regional Cards. The difference is scope and purpose: Regional Cards show HY spread as one metric among six per market; here, all three are placed side by side for direct cross-regional credit stress comparison.

Reading all three simultaneously reveals whether credit stress is global or isolated. In 2020 (COVID), all three widened simultaneously and sharply within days. In 2015–2016 (US energy sector distress), the US HY spread widened significantly while EU and EM were less affected — a regional, not global, event. In 2022, EM spreads widened as dollar strength hit EM dollar-denominated debt, while US HY was relatively contained. The most important signal is synchronized widening: when US + EU + EM all move together, a global credit event is in progress with high confidence. When only one widens, the stress is more isolated and the systemic risk lower.

Key thresholds: all three <350bp = global risk-on  ·  any one >500bp = regional stress  ·  all three >500bp = global credit stress  ·  >700bp = distress / crisis.
Sources: FRED BAMLH0A0HYM2 (US HY), ICE BofA EUR HY, ICE BofA EM HY.

Three cross-asset valuation signals providing long-term positioning context. Unlike the other sections which are more tactical (days to months), these indicators move slowly and are best used for strategic positioning, not short-term timing.

Shiller CAPE (Cyclically-Adjusted P/E): the S&P 500 P/E ratio using 10-year inflation-adjusted average earnings, developed by Nobel laureate Robert Shiller. By smoothing out cyclical earnings volatility, it provides a more stable read of market expensiveness across the full cycle. A CAPE above 30 has historically been associated with below-average subsequent 10-year returns. Current levels (30–35 as of 2024–2025) put US equities in the expensive range on a historical basis, though the composition shift toward high-margin technology companies complicates direct historical comparison. Gold/S&P 500 ratio: divides the gold price by the S&P 500 index. A rising ratio means gold is outperforming equities — historically correlated with periods of real stress, dollar weakness, and systemic uncertainty. CNH/USD: the Chinese yuan vs the US dollar. Rising CNH = yuan appreciation = China policy confidence, stimulus effectiveness, or capital inflows. Falling CNH = devaluation pressure, capital outflows, or policy disappointment.

Sources: Shiller CAPE data (multpl.com / FRED), Gold spot (GC=F), CNH/USD (CNHUSD=X).

The four US Signal Cards should be read as a system. Each captures a different dimension of macro risk:

ERP — valuation risk: are you being compensated to hold equities over bonds? Yield Curve — cycle risk: is the business cycle approaching recession? VIX — sentiment risk: are markets hedging against near-term shock, or complacent? DXY — liquidity risk: is global dollar liquidity tightening or easing?

When all four align — ERP compressed, curve deeply inverted, VIX elevated, DXY strong — the macro backdrop is genuinely hostile to risk assets. The most dangerous configuration is low VIX alongside inverted curve: markets price calm while the cycle is signaling stress. This was the exact configuration in early 2007 — VIX below 15, curve inverted for over a year — twelve months before the financial crisis.

The yield curve predicts direction, not timing. The 6–24 month lead time means being right and being early are indistinguishable until after the fact. Being positioned for recession two years early is economically identical to being wrong.

VIX can remain suppressed during genuine deterioration — especially when systematic volatility selling (risk-parity, vol-targeting funds) is dominant. A low VIX is not a green light; it measures current equity option demand, not underlying risk. It gave no advance warning of the March 2020 COVID crash.

ERP uses trailing earnings, which reflect the past cycle. In periods of rapid earnings revision, trailing P/E diverges significantly from forward P/E, making the ERP signal misleading in either direction.

DXY is euro-heavy (57.6% EUR weight). USD/CNH or a broader EM FX index often diverges meaningfully from DXY. Use regional FX cards alongside DXY for a complete picture.

The Portfolio box is a watchlist scanner: a table of individual stocks and ETFs that you follow, each analyzed automatically by the same indicators used throughout the rest of the dashboard. Where the Sectors box zooms out to 16 industries and Sentiment looks at sector ETFs, the Portfolio box zooms all the way in to specific tickers — the actual names in your tracking list.

Every row in the table is updated at each pipeline run. The result is not a news opinion or an analyst recommendation — it is a structured summary of what the price and volume data for each ticker is saying right now, expressed in a format designed to be scanned quickly and acted on carefully.

The table has twelve columns arranged in two collapsible groups. Reading left to right:

Category — the sector this ticker belongs to (Tech & Semis, Energy, Healthcare, etc.). Groups your positions by industry so you can see at a glance where you are concentrated.

Ticker + Name — the stock symbol and company name. A small colored dot next to the name is a staleness indicator: green = data updated within 6 hours, yellow = 6–30 hours, orange = 30–72 hours, grey = older. If the dot is not green, double-check before acting — the signal may be based on stale data.

Sparkline — a 7-day mini chart of adjusted closing prices. One glance tells you the recent direction without reading a single number.

Price — the most recent adjusted closing price in your selected currency.

Today % — the percentage change on the most recent trading day. Green = rose, red = fell. A ▸ toggle in this header expands or collapses the three return columns to the right.

1M / 3M / 1Y — performance over the last month, last three months, and last year. These three together show whether a stock is in a short-term bounce within a longer downtrend, or in a sustained multi-timeframe uptrend.

Momentum — the automated verdict: BUY, WATCH, or AVOID (see below). A ▸ toggle in this header expands or collapses the three signal columns to the right.

MFI — Money Flow Index (14-day). Above 60 = accumulation zone (green), below 40 = distribution zone (red), 40–60 = neutral (gold).

RVOL — Relative Volume vs 20-day average. Highlighted in gold above 1.20.

DMA200 — 200-day Moving Average position. ↑ = price above DMA200 (bullish trend structure), ↓ = below (bearish).

The horizontal strip at the very top of the Portfolio box — above the column headers — is the Pulse. It shows four aggregate numbers computed across all positions in the watchlist: average 3-month return across the watchlist, how many positions are above DMA200 (e.g. "7 / 10"), a BUY / WATCH / AVOID count breakdown, and the last fetch age of the underlying data. It is a one-line health check of the watchlist as a whole. If six out of ten positions are AVOID and the average 3M return is negative, the Pulse makes that visible before you read a single row.

Directly below the Pulse, a narrow strip surfaces automatic flags from the most recent pipeline run. Examples: a position crossing its 200-day moving average, a relative volume spike above 1.5×, a signal flipping from BUY to AVOID. Alerts are color-coded — green for positive structural events, red for negative ones, gold for crossovers that require attention. If no anomaly fired in the last pipeline run, the strip is hidden entirely. Check it first — it tells you exactly which rows deserve scrutiny that day.

Click any position row to open a detail panel directly beneath it. The panel shows a larger, higher-resolution sparkline, plus the DMA200 position, MFI value, RVOL value, and the 1M / 3M / 1Y returns side by side — all in one compact view. It also displays the automated signal (BUY / WATCH / AVOID) for that position. Click the same row again to collapse. Only one row can be open at a time.

Two interactions are built into the column headers:

Collapse groups — the return columns (1M / 3M / 1Y) and the signal columns (MFI / RVOL / DMA200) each have a small ▸ toggle button in their shared header. Clicking it collapses that group into a single thin column, giving a cleaner view when you only want prices and daily change — especially useful on smaller screens.

Sort — clicking any column header sorts the entire table by that column: once for descending, again for ascending. The default sort is 3M return descending. The active sort column is highlighted in gold. Use this to rank positions by 3M return (best medium-term performers), by MFI (most overbought/oversold), or by today’s daily change (session outliers).

Each position is classified into one of three signals — BUY, WATCH, or AVOID — using three independent inputs: 3-month return, DMA200 position, and OBV direction (On-Balance Volume trend).

The logic is explicit and threshold-based:

BUY — 3M return > +5% AND price above DMA200 AND OBV is not in distribution. All three conditions must be met.

AVOID — 3M return < −5% OR (price below DMA200 AND OBV is distributing). Either the return condition alone is sufficient, or both structural conditions together trigger AVOID.

WATCH — everything else. Mixed or borderline signals: momentum is present but trend is not confirmed, or trend is intact but momentum is fading.

These three inputs were chosen deliberately: 3M return captures medium-term price momentum (the most predictive single timeframe for trend continuation), DMA200 confirms the long-term structural direction, and OBV checks whether volume is confirming or contradicting the price move. A BUY signal backed by all three means the same story is being told by price, time structure, and volume simultaneously.

The Momentum signal is the automated verdict for each position. See "How signals are computed" above for the exact thresholds. In practice:

BUY — 3M return above +5%, price above DMA200, and volume not in distribution. All three layers agree. This is the highest-confidence setup the box produces.

AVOID — either the 3M return has fallen below −5% (momentum breakdown alone is enough), or both DMA200 is below and OBV is distributing (structural weakness confirmed by volume). This does not necessarily mean "sell everything" — but it means the data does not support adding to or initiating a position here.

WATCH — mixed or borderline. Momentum is improving but DMA200 not yet reclaimed, or DMA200 is intact but 3M return is drifting. Monitor for resolution in either direction.

Note: these signals are generated from price and volume data only. A stock can show BUY while facing a major legal risk, a product recall, or a governance scandal that is not yet priced in. Always cross-check with the News Feed.

Start by reading the table sorted by 3M return (the default). Look for clusters: if three positions in the same sector all show AVOID, that sector has broad weakness in your specific holdings — cross-reference with the Sectors and Sentiment boxes to understand if it is a sector-wide issue or isolated to those names.

The most actionable setup: BUY signal + 3M return above +5% + RVOL elevated (gold) + the matching sector in the Sectors box has a gold border + the Sentiment card shows Accumulation. Four layers of agreement across two different boxes. That is the convergence this dashboard is designed to surface.

The most dangerous overlooked signal: WATCH with a deteriorating 3M return trend. A position that was BUY three weeks ago and is now WATCH with a 3M return drifting from +8% toward +4% is quietly losing momentum. The signal has not turned AVOID yet — but the threshold is approaching. These transitions are often more useful than a clean AVOID, which happens after much of the move has already occurred.

Check the staleness dot first. If the data is orange or grey, the signal may be one or more trading sessions behind. In a fast-moving market, acting on stale signals is worse than not acting at all.

The signal is threshold-based momentum — not value. A BUY means the price has been rising strongly and the trend structure is positive. It does not mean the price is reasonable, the company is healthy, or the trend will continue. Momentum works — until it stops, usually suddenly.

Hard thresholds create cliff effects. A stock with 3M return +5.1% above DMA200 with neutral OBV gets BUY. A stock with 3M return +4.9% in the same situation gets WATCH. These two positions are essentially identical, but the label differs. Read the raw 3M return and the MFI/RVOL columns alongside the signal — they tell you how far from the boundary you actually are.

No fundamental data. Revenue growth, profit margins, debt load, management quality, competitive position — none of this is in the Signal. A technically strong ticker can be fundamentally deteriorating. The Portfolio box is a technical filter, not a fundamental analysis tool.

Concentration blindness. The table shows each ticker independently. It does not warn you if 8 out of 10 positions are in the same sector (all showing BUY because the sector is in a bull run). Sector concentration is a risk that requires reading the Category column deliberately, not just the Momentum column.

The pipeline runs once per day. Prices update at 22:00 UTC on weekdays after US market close. Intraday moves — an earnings release, a surprise announcement, a flash crash — will not appear in the table until the next pipeline run. For fast-moving situations, always verify with a live source before acting on a signal that was generated hours ago.