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Directional
AAPL
Cross Sectional Momentum
Time Series Momentum
Relative Momentum
Sector Momentum
Turn Over
Proximity To 52W High
Price
Historical stock price with 200-day moving average.
Price Distribution
Implied price distribution from options market vs our proprietary model.
PEAD
Volatility Skew Signal
The volatility skew signal is a measure of the steepness and recent changes in option skew, helping gauge market sentiment and positioning across the volatility surface.
Time Series Autocorrelation
Correlation of returns with past values. Values outside confidence bands indicate momentum (positive) or mean reversion (negative) patterns.