Adjusted close with the 200-day average by default; switch the raw close, candles, dividends or the 50-day average on from the legend. Pins mark splits. Pick a period or drag to zoom; the line above the chart reads the session under the cursor.
SPY is drawn rebased to this stock’s adjusted close at the first session in view, so the two lines start together; the gap is relative performance over the window, not a statistic.
Candles are raw as-traded prices (split cliffs are real); the default line is the locally computed adjusted close, cross-checked against the vendor at 0.5% tolerance.
Descriptive statistics over the full stored history: how the stock has behaved, not how it will. Every bucket mean carries its SE and n.
Monthly returns
Compounded daily returns within each calendar month. Click a month, or pick one below, to see it on the price chart.
Drawdowns
Distance from the running peak, and the five deepest episodes.
| Peak | Trough | Depth | Recovered | Show on the price chart |
|---|
Mean daily return by month ±1 SE
Mean daily return by weekday ±1 SE
Rolling volatility 63-day, annualized
Rolling beta to SPY stored beta_spy_v1, 60-day
Daily return distribution
Relative strength vs SPY rebased at the first common date
How these are computed
Descriptive, not predictive. SE is s/√n and assumes independent days; buckets mix regimes across the whole sample. The n is shown so you can judge how little a bucket mean can carry.
- Monthly returns compound the daily adjusted-close returns inside each calendar month; a partial month is shown with its day count rather than hidden.
- Drawdowns are the adjusted close against its running maximum; an episode still under water is marked ongoing.
- Rolling volatility is the 63-day standard deviation of daily returns, annualized by √252.
- Rolling beta is the stored 60-day beta_spy_v1 indicator, which exists only while the symbol is in a scored universe — line breaks are membership gaps.
- The distribution shows every daily return with a normal curve of the same mean and standard deviation overlaid; skew and excess kurtosis are reported beside it. Fewer than 60 returns is not drawn.
- Relative strength is the cumulative ratio of the stock to SPY, rebased to 1 at the first date both have a price — the base date is arbitrary.
The stored indicator values the model reads for this symbol. They are computed only while the symbol is in a scored universe, so a sparse series is expected, not broken.
Indicator values are computed only while the symbol is in a scored universe — line breaks are membership gaps, not missing data.
Weekly snapshots of the listed option chain, reduced to three numbers: implied volatility, the call−put spread and the 25-delta skew. Descriptive; candidate features under a registered test that has not run yet.
Implied vs realized volatility
30-day at-the-money implied vol (weekly) against the trailing 20-day realized vol (daily), both annualized. The gap is the variance premium being paid.
Call−put spread and 25-delta skew
Implied-vol points at 30 days: call minus put at the money, and out-of-the-money put minus call.
How to read this
One chain per week, the last session of the week, reduced to three numbers. ATM implied vol is the market's price of the next 30 days of variance for this name; drawn against the trailing 20-day realized vol, the gap is the variance premium being paid. The call−put spread at the money and the 25-delta skew (out-of-the-money put vol minus call vol) are the two cross-sectional signals the literature reports, under a registered test here that has not run yet. Weekly sampling means a line break is a skipped week or a name without listed options, not missing data.
Where the frozen model has ranked this stock on each scored day, and what happened next. One stock's record is anecdote — the aggregate rank profile on the model page is the real test.