the world markets landscape — pick any markets across the globe (US · Asia · Korea · FX · rates · commodities · crypto), compare normalized vs each other AND vs SPX/NAS100 across every timeframe, so a decoupling is obvioushubsectorsdecoupsignalmoverslandscapecohortsgammabiasloading…
Pick markets to compare
Click a chip to add/remove it from the overlay below (the chip color is its line). Search by full name OR symbol (try "gold", "dollar", "30Y", "NVDA"). Add any Yahoo symbol — or a FRED id like DFII10 — with the field on the right; it's saved and removable. SPX + NAS100 are always overlaid as the baseline.
Triangulation compare — normalized overlay
The selected markets on one normalized axis so differently-priced things compare. SPX + NAS100 always overlaid (dashed) as the baseline. Pick exactly two to surface their rolling correlation + spread in the decouple pane below.
Select allDeselect all
Lead–lag — which of two markets moves first
Pick any two markets from the board. The chart is the full lag profile: the correlation of A today vs B shifted by k bars, for every lag k in the range. A tall bar to the RIGHT of centre (+lag) means A leads B (A today looks like B some bars later); to the LEFT means B leads A. The dashed ±2/√n band is the white-noise level — bars inside it are statistically indistinguishable from no relationship. Below, the correlation AT the best lag right now is placed against its OWN history (percentile / z / n), so you can see when a normally-tight lead/lag loosens. Uses the board's aligned returns at the board interval — no extra fetch.
Analogs of NOW — the last times this market's setup looked like today
Builds a signature of the selected market's CURRENT state — price z, residual-z vs the board, velocity, acceleration — and finds the individual past dates whose signature sits within the tolerance of today's (euclidean distance in z-space). Each match's forward price path (next N bars, re-based to 1.0 at the match date) is one line; the SPX and NAS100 companion panels show what those indices did over the SAME dates (never merged into the market panel). These are individual dated analogs — there is deliberately no average / median / cone, and a small n is shown honestly with no inference drawn. Uses the board's loaded window; set a longer Board range above for deeper history. Click a path to identify one; click empty space to clear.
Stretch tape — every board instrument vs its OWN history
Rows = the full board universe; each cell = where that day's rolling-z sits inside the instrument's OWN trailing history (percentile 0-100): deep red = richer/hotter than ~all of its own past, deep blue = cheapest/coldest, pale = normal, hatch = warm-up. One shared ramp, so rows are comparable — parallel red/blue bands = co-move, opposite bands = anticorrelation. Click a cell for the page-synced dateline (that column also drives the sort); click a row label to hide/show the row; click a row's cells to open its divergence detail below.
Select allDeselect all
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 world market 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 / FRED levels are excluded — divergence is a price-action tool.
Retail P/C ref
loading…
loading divergence grid…
Ranked decoupling board — click a row to ADD it▾Full name · class · who-trades-it cohort, ranked by how far each is off the pack (|residual-z|) and by raw heat. Click the ✓ to add an instrument to the compare overlay; click elsewhere on a row to solo it (price + RSI divergence detail). This is one way IN — the picker above is the primary one.
first load fetches the whole universe from Yahoo (~20s); cached 10 min after.
Divergence detail
apps2/landscapeThe world markets landscape.
Pick any marketsFull names, grouped by class — incl. Korea: KOSPI ^KS11 · KOSDAQ ^KQ11 · Samsung · SK Hynix — or add any Yahoo / FRED symbol.
Own bars per timeframeThe compare chart fetches its OWN bars at the chosen timeframe (90m/1d/1w/1m/3m/1y/5y/max) via ../decoup/data.php, normalized, always vs SPX (^GSPC) + NAS100 (^NDX), keyed by sanitized sym (^GSPC→_gspc).
Put/Call referenceEvery time chart carries the toggleable retail 0DTE Put/Call reference (own right scale, daily prints step-aligned by day).
Computed marks only (R-UI-23)Marked reads are COMPUTED only: RSI price↔oscillator divergences (shared engine) + quantified z / residual-z / Δcorr numbers — never eyeballable event words.
Stretch tape companion (R-UI-22)The stretch tape (rows × time, each row vs its OWN history) is the companion to the compare chart.