apps2 · radar

cross-asset decoupling — gold · oil · 10Y · USD · NAS100 · HK50 · USD/CNH · M2 · CPI hubsectorsdecoupsignalmoverslandscapegammabias loading…
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Normalized overlay + stretch tapeTop: all assets on one scale — eyeball where two lines that usually track each other pull apart. Below, flush: the stretch tape — the SAME universe, each row vs its OWN history (percentile heatmap), where relative rich/cheap divergences pop that overlapping lines hide.
tape color: tape sort: regime: VIX ≥p80 (high vol) Liquidity ≥p80 (Fed BS)
Multi-scale divergence — RSI price↔momentum across 1h · 4h · 1d A divergence is when price and its momentum (RSI) disagree — price grinds to a new high while momentum quietly rolls over (a top warning), or a new low while momentum turns up (a bottom warning). It is a computed read you cannot see by eyeballing the line, so it is the one class of marker we label (R-UI-23). Each instrument gets 9 cells = 3 timeframes (1h / 4h / 1d) × 3 swing lookbacks (short 5 / normal 13 / wide 34). Cell color = type (bear ▼, bull ▲, hidden-bear ▿, hidden-bull ▵); size = strength; it fades as it ages; blank = none. The Confluence column nets bull vs bear across all 9 — a divergence confirmed across many scales is far higher-conviction than one lone cell. Pick a view mode for a different lens (each is explained on-screen). Click any row to load it in the price+RSI chart, which draws the exact swing pair the read is computed from. Slow macro levels & yields-as-levels are excluded — divergence is a price-action tool.
Retail P/C ref
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Excluded from this grid on purpose (divergence is a price-action tool and these have no real intraday cadence — charting them here would fabricate a signal): 10Y yield, 10Y real yield (yields-as-levels), M2 (weekly), US M2, Inflation (CPI), Fed balance sheet, Reverse repo (RRP), Treasury cash (TGA). Those macro/monetary series live in the radar & correlation panels below.
Gold decoupling spotlight — the crystal-ball trigger (gold vs real yield + volume)
Snowball projection + edge checkIf the trigger fires, the chain reaction it historically sets off (from graph.json) — direction firm, magnitude hazy. The edge check below tests each declared causal edge against the DATA: declared lag vs the empirically strongest lead-lag, its correlation, and n — weak/insignificant edges (within the noise band) are greyed.
Gold-signature analogs — the last times gold looked like now Gold's current state is fingerprinted on four axes — how decoupled from its peer basket (residual-z), how correlated with real yields (the anchor), its velocity, and its volume anomaly. We search 5 years of daily history for the days whose fingerprint sits within tolerance of today's, then draw what happened NEXT for gold and each asset down its causal chain (plus SPX & NAS100 for reference). These are individual dated paths — no average, no cone; a handful of matches (even 0-2) is the honest answer, never padded. Event ranges (recessions, dated shocks) are shaded on the context chart.
Decoupling radarPer asset: how extreme, how fast, and how far off what its peers predict. Flashing row = a break newly fired since your last visit.
Multi-scale tensorSame decoupling read at three lookbacks (micro · meso · macro). A break that climbs from micro upward is the earliest tell.
Correlation matrix (now) — click any cell for its lead-lagEach cell = correlation right now vs its baseline. Flashing = decorrelated; red = inverse flip (moved together, now oppose). Click a cell to see WHICH asset leads — the full lag profile (corr of A today vs B shifted ±N bars) plus how unusual today's lagged correlation is vs its own history.
Pairwise lead-lag matrix — who leads whom Each cell tests every shift of one asset against another and keeps the shift with the strongest correlation. +N = the row asset leads the column asset by N bars (row today looks like column N bars later); −N = it lags. Cell color = the correlation AT that best lag (blue = move together, red = move opposite); greyed = within the noise band (no reliable lead-lag). Switch timescale to see if the lead survives across horizons. Click a cell for the full profile + the two z-lines.
timescale:
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What's firing — ranked by heatEvery active break across all panels, hottest first.
Status & roadmap — what's live, what's coming
Data-first wireframeThis is a data-first wireframe. Look & feel comes after the signals are right.
The goalcatch trend changes early by watching cross-asset relationships break (extremes, decouplings, decorrelations) before price confirms — then project the chain reaction.
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Cross-assetsgold · oil · 10Y · real yield · USD · NAS100 · HK50 · USD/CNY · VIX + macro/monetary M2 (weekly) · US M2 · Inflation (CPI)
IntervalsHourly / daily / weekly, with zoom & date axis
Decoupling radarz / velocity / accel / residual / volume σ cells + a computed price↔RSI divergence column (word-flags removed per R-UI-23 — the numbers carry the read)
Stretch tapeunder the overlay — every asset vs its OWN history (percentile heatmap), sortable by any date column via the synced dateline
Correlation matrixwith decorrelation & inverse-flip flags
Gold spotlightGold ↔ real-yield decoupling spotlight (volume = magnitude)
FlashingFlashes only what newly fired since your last visit (+ ticker)
Presets & storeTunable windows/thresholds + saved presets; daily snapshots banking to our own store
COMING NEXT
Own-history z-scoringcompare today vs our full banked history, not just the visible window (accrues as snapshots build)
Analog crystal ball"last N times gold decoupled like this → here's what USD & NAS100 did next"
Multi-scale viewmicro/meso/macro side-by-side; flag a break climbing the timescales (earliest warning)
Snowball projectiongold → USD → NAS100 chain with lags & widening confidence
More assetssilver, copper, BTC, VIX, credit, JPY + faster loads from the store
UX/UI passFull UX/UI pass (proper charts, layout, mobile)