Blue Sky NASDAQ 100 + SNDK Stock Volatility Report (Concise)

09/21/2026 – 10/09/2026

Generated October 09, 2026 08:02 AM · 101 symbols from tickers-nasdaq100+sndk.txt · last 18d (09/21/2026 - 10/09/2026) · ^VIX 15.22 (-9.99%) risk-on

▲ 2 Buy · ▼ 0 Sell · ► 99 Hold

Click a column header to sort; click again to reverse. The Direction column isn't sortable. The Symbol column stays put when the table scrolls sideways.

Direction
(Signal)
NVDA NVIDIA Corporation Information Technology $5.49T Mega 243.37 2026-10-06 09:30 211.16 2026-09-15 12:30 22 230.48 0.39 60.26 0.1 8.2 ► Flat · Hold (ran up)
GOOGL Alphabet Inc. Communication Services $4.34T Mega 364.17 2026-09-22 09:30 335.51 2026-10-01 12:30 10 348.29 0.39 44.63 0.1 0.44 ► Flat · Hold (ran up)
GOOG Alphabet Inc. Communication Services $4.29T Mega 359.98 2026-09-22 09:30 332.65 2026-10-01 12:30 10 344.86 0.1 44.71 0.03 0.5 ► Flat · Hold (ran up)
AAPL Apple Inc. Information Technology $4.95T Mega 345.34 2026-09-22 09:30 325.81 2026-10-01 11:30 10 340.42 0.2 74.81 0.05 3.08 ► Flat · Hold (ran up)
MSFT Microsoft Corporation Information Technology $3.72T Mega 535.69 2026-10-06 09:30 487.23 2026-09-16 14:30 21 522.61 0.78 73.17 0.2 4.54 ► Flat · Hold (ran up)
AMZN Amazon.com, Inc. Consumer Discretionary $2.79T Mega 260.14 2026-10-07 15:30 244.3 2026-09-16 14:30 22 254.06 0.78 61.99 0.2 0.69 ► Flat · Hold (ran up)
AVGO Broadcom Inc. Information Technology $1.73T Mega 380.84 2026-10-06 13:30 335.81 2026-09-16 14:30 21 360.14 0.1 54.05 0.03 4.08 ► Flat · Hold (ran up)
TSLA Tesla, Inc. Consumer Discretionary $1.48T Mega 386.83 2026-09-25 09:30 345.88 2026-09-30 09:30 6 375.0 71.21 9.17 4.55 ▲ Up · Buy
META Meta Platforms, Inc. Communication Services $1.89T Mega 779.82 2026-09-24 15:30 656.2 2026-09-15 09:30 10 720.89 0.2 52.29 0.05 9.33 ► Flat · Hold (ran up)
MU Micron Technology, Inc. Information Technology $1.18T Mega 1108.72 2026-09-25 09:30 917.65 2026-09-16 14:30 10 1035.84 0.2 61.64 0.05 10.41 ► Flat · Hold (ran up)
AMD Advanced Micro Devices, Inc. Information Technology $1.00T Mega 658.52 2026-10-06 10:30 497.51 2026-09-15 09:30 22 620.68 0.2 76.53 0.05 23.87 ► Flat · Hold (ran up)
WMT Walmart Inc. Consumer Staples $855.02B Mega 111.23 2026-09-23 09:30 103.39 2026-10-05 09:30 13 110.56 0.78 91.84 0.2 1.74 ► Flat · Hold (ran up)
ASML ASML Holding N.V. Information Technology $657.32B Mega 1873.5 2026-10-02 11:30 1575.78 2026-09-15 10:30 18 1769.79 65.33 8.04 9.63 ► Flat · Hold
INTC Intel Corporation Information Technology $643.74B Mega 127.43 2026-09-24 15:30 96.52 2026-09-15 14:30 10 107.08 0.2 34.35 0.05 8.39 ► Flat · Hold (ran up)
AMAT Applied Materials, Inc. Information Technology $368.42B Mega 547.25 2026-10-02 09:30 411.51 2026-09-16 14:30 17 509.57 0.2 72.38 0.05 18.59 ► Flat · Hold (ran up)
LRCX Lam Research Corporation Information Technology $378.25B Mega 352.56 2026-10-02 09:30 265.37 2026-09-15 11:30 18 320.59 0.39 63.5 0.1 15.3 ► Flat · Hold (ran up)
CSCO Cisco Systems, Inc. Information Technology $439.44B Mega 118.4 2026-10-06 15:30 104.51 2026-09-22 12:30 15 114.89 0.2 74.8 0.05 3.41 ► Flat · Hold (ran up)
COST Costco Wholesale Corporation Consumer Staples $398.46B Mega 953.25 2026-10-08 09:30 883.1 2026-09-25 09:30 14 947.92 0.39 92.34 0.1 3.89 ► Flat · Hold (ran up)
KLAC KLA Corporation Information Technology $240.37B Mega 208.68 2026-10-02 11:30 165.89 2026-09-16 14:30 17 196.72 0.78 72.14 0.2 14.44 ► Flat · Hold (ran up)
ARM Arm Holdings plc Information Technology $344.86B Mega 336.98 2026-09-23 09:30 240.45 2026-09-16 14:30 8 275.29 0.2 36.24 0.05 13.82 ► Flat · Hold (ran up)
NFLX Netflix, Inc. Communication Services $305.47B Mega 79.48 2026-09-15 09:30 66.54 2026-10-05 09:30 21 71.57 1.56 38.95 0.4 -9.76 ► Flat · Hold (ran down)
PLTR Palantir Technologies Inc. Information Technology $439.98B Mega 204.44 2026-10-08 09:30 168.96 2026-09-16 09:30 23 198.78 1.56 83.88 0.4 16.73 ► Flat · Hold (ran up)
PANW Palo Alto Networks, Inc. Information Technology $304.10B Mega 432.33 2026-10-06 09:30 356.0 2026-09-18 09:30 19 398.5 0.39 55.5 0.1 8.21 ► Flat · Hold (ran up)
TXN Texas Instruments Incorporated Information Technology $247.37B Mega 298.75 2026-10-06 13:30 257.1 2026-09-17 10:30 20 288.2 0.39 74.77 0.1 8.72 ► Flat · Hold (ran up)
MRVL Marvell Technology, Inc. Information Technology $231.31B Mega 301.27 2026-10-06 09:30 220.92 2026-09-15 09:30 22 274.66 0.39 66.82 0.1 23.69 ► Flat · Hold (ran up)
LIN Linde plc Materials $210.90B Mega 492.1 2026-10-06 12:30 454.19 2026-09-18 09:30 19 481.7 0.78 72.43 0.2 4.12 ► Flat · Hold (ran up)
WDC Western Digital Corporation Information Technology $161.58B Large 475.66 2026-09-23 15:30 390.6 2026-10-08 15:30 16 393.31 0.78 3.01 0.2 -8.56 ► Flat · Hold (ran down)
STX Seagate Technology Holdings plc Information Technology $199.50B Large 946.35 2026-10-01 15:30 758.35 2026-09-15 11:30 17 774.83 0.05 8.84 0.01 -3.19 ► Flat · Hold (ran down)
AMGN Amgen Inc. Health Care $212.55B Mega 426.59 2026-09-30 09:30 374.46 2026-09-16 09:30 15 407.44 0.05 62.82 0.01 7.1 ► Flat · Hold (ran up)
QCOM QUALCOMM Incorporated Information Technology $207.45B Mega 205.85 2026-09-25 12:30 171.02 2026-10-08 12:30 14 176.01 1.56 14.38 0.4 -4.92 ► Flat · Hold (ran down)
CRWD CrowdStrike Holdings, Inc. Information Technology $255.32B Mega 286.99 2026-10-06 09:30 230.85 2026-09-21 09:30 16 263.01 0.39 57.21 0.1 12.97 ► Flat · Hold (ran up)
ADI Analog Devices, Inc. Information Technology $185.59B Large 422.67 2026-10-06 09:30 358.66 2026-09-16 14:30 21 405.93 0.39 74.18 0.1 11.75 ► Flat · Hold (ran up)
PEP PepsiCo, Inc. Consumer Staples $177.02B Large 136.05 2026-09-16 09:30 123.47 2026-10-07 15:30 22 128.34 0.78 40.94 0.2 -5.21 ► Flat · Hold (ran down)
TMUS T-Mobile US, Inc. Communication Services $177.28B Large 184.66 2026-09-15 09:30 160.81 2026-10-02 09:30 18 171.31 1.56 43.65 0.4 -6.55 ► Flat · Hold (ran down)
APP AppLovin Corporation Communication Services $110.92B Large 336.94 2026-09-21 15:30 266.84 2026-10-02 09:30 12 280.12 0.1 18.8 0.03 -14.71 ► Flat · Hold (ran down)
GILD Gilead Sciences, Inc. Health Care $186.69B Large 154.2 2026-09-23 09:30 142.6 2026-10-06 10:30 14 147.1 0.2 38.2 0.05 2.1 ► Flat · Hold (ran up)
SHOP Shopify Inc. Information Technology $178.97B Large 167.94 2026-10-08 09:30 126.39 2026-09-21 09:30 18 164.56 0.78 91.74 0.2 24.28 ► Flat · Hold (ran up)
ISRG Intuitive Surgical, Inc. Health Care $143.90B Large 416.81 2026-10-07 09:30 368.85 2026-09-15 10:30 23 415.41 0.2 97.19 0.05 11.04 ► Flat · Hold (ran up)
BKNG Booking Holdings Inc. Consumer Discretionary $126.62B Large 175.0 2026-09-15 09:30 154.06 2026-10-05 09:30 21 159.97 0.05 28.03 0.01 -7.54 ► Flat · Hold (ran down)
VRTX Vertex Pharmaceuticals Incorporated Health Care $129.45B Large 529.89 2026-09-28 14:30 496.15 2026-10-05 10:30 8 503.25 0.78 21.46 0.2 -3.16 ► Flat · Hold (ran down)
SBUX Starbucks Corporation Consumer Discretionary $108.19B Large 98.9 2026-09-15 09:30 87.35 2026-10-08 09:30 24 93.21 0.39 50.82 0.1 -5.74 ► Flat · Hold (ran down)
FTNT Fortinet, Inc. Information Technology $128.57B Large 192.41 2026-10-06 09:30 166.09 2026-09-18 10:30 19 189.1 0.78 87.42 0.2 11.67 ► Flat · Hold (ran up)
PDD PDD Holdings Inc. Consumer Discretionary $112.87B Large 80.76 2026-09-22 09:30 74.72 2026-10-02 09:30 11 78.26 0.78 58.61 0.2 -0.94 ► Flat · Hold (ran down)
CDNS Cadence Design Systems, Inc. Information Technology $81.21B Large 361.91 2026-10-06 14:30 273.07 2026-09-15 13:30 22 348.84 0.78 85.31 0.2 25.89 ► Flat · Hold (ran up)
MAR Marriott International, Inc. Consumer Discretionary $89.35B Large 364.08 2026-09-29 09:30 332.35 2026-09-18 09:30 12 361.08 0.78 90.53 0.2 6.35 ► Flat · Hold (ran up)
MNST Monster Beverage Corporation Consumer Staples $86.20B Large 45.08 2026-09-18 14:30 41.05 2026-09-29 10:30 12 43.65 1.56 64.84 0.4 -0.77 ► Flat · Hold (ran down)
DDOG Datadog, Inc. Information Technology $87.99B Large 285.54 2026-10-06 09:30 224.06 2026-09-15 09:30 22 273.8 0.78 80.73 0.2 22.15 ► Flat · Hold (ran up)
ADP Automatic Data Processing, Inc. Information Technology $107.24B Large 278.52 2026-09-15 11:30 255.98 2026-10-05 09:30 21 270.73 0.39 65.45 0.1 -1.18 ► Flat · Hold (ran down)
CEG Constellation Energy Corporation Utilities $92.87B Large 309.8 2026-10-06 12:30 247.24 2026-09-30 09:30 7 285.07 0.1 60.31 0.03 7.54 ► Flat · Hold (ran up)
CSX CSX Corporation Industrials $85.20B Large 49.0 2026-09-15 09:30 45.79 2026-09-21 15:30 7 47.34 0.78 48.29 0.2 -3.27 ► Flat · Hold (ran down)
CMCSA Comcast Corporation Communication Services $81.37B Large 24.76 2026-09-15 09:30 20.75 2026-10-08 09:30 24 21.21 3.13 11.83 0.8 -13.77 ► Flat · Hold (ran down)
MELI MercadoLibre, Inc. Consumer Discretionary $92.29B Large 1886.35 2026-09-15 09:30 1668.44 2026-10-01 10:30 17 1856.66 85.74 8.81 -0.84 ► Flat · Hold
SNPS Synopsys, Inc. Information Technology $77.01B Large 511.95 2026-10-08 10:30 362.55 2026-09-15 13:30 24 497.75 0.78 90.56 0.2 31.58 ► Flat · Hold (ran up)
ABNB Airbnb, Inc. Consumer Discretionary $99.90B Large 170.53 2026-09-16 11:30 149.0 2026-09-23 15:30 8 163.23 0.78 66.05 0.2 -3.39 ► Flat · Hold (ran down)
ADBE Adobe Inc. Information Technology $99.18B Large 264.46 2026-09-15 12:30 224.67 2026-09-28 09:30 14 241.05 0.78 41.19 0.2 -7.89 ► Flat · Hold (ran down)
DASH DoorDash, Inc. Consumer Discretionary $83.99B Large 203.82 2026-09-15 09:30 178.04 2026-09-28 15:30 14 191.71 0.78 52.83 0.2 -4.2 ► Flat · Hold (ran down)
ORLY O'Reilly Automotive, Inc. Consumer Discretionary $67.05B Large 87.45 2026-09-24 09:30 82.84 2026-09-21 15:30 4 86.01 3.13 68.55 0.8 -1.11 ► Flat · Hold
AEP American Electric Power Company, Inc. Utilities $65.34B Large 123.0 2026-10-07 14:30 116.72 2026-09-25 10:30 13 122.32 3.13 89.3 0.8 -0.12 ► Flat · Hold
MDLZ Mondelez International, Inc. Consumer Staples $76.80B Large 63.01 2026-09-16 13:30 57.32 2026-10-05 09:30 20 60.67 1.56 58.91 0.4 -2.37 ► Flat · Hold (ran down)
INTU Intuit Inc. Information Technology $81.27B Large 338.97 2026-09-15 13:30 262.32 2026-09-28 09:30 14 303.88 0.78 54.22 0.2 -9.15 ► Flat · Hold (ran down)
HON Honeywell International Inc. Industrials $65.44B Large 216.08 2026-10-02 09:30 199.93 2026-09-15 09:30 18 206.6 0.78 41.26 0.2 2.59 ► Flat · Hold (ran up)
NXPI NXP Semiconductors N.V. Information Technology $58.61B Large 248.86 2026-10-02 09:30 216.66 2026-09-16 14:30 17 231.07 0.78 44.77 0.2 2.25 ► Flat · Hold (ran up)
ROST Ross Stores, Inc. Consumer Discretionary $74.18B Large 239.73 2026-09-28 09:30 221.76 2026-10-06 13:30 9 225.2 0.2 19.35 0.05 -2.49 ► Flat · Hold (ran down)
CTAS Cintas Corporation Industrials $78.79B Large 201.62 2026-09-15 10:30 191.09 2026-09-24 09:30 10 201.12 0.78 95.06 0.2 0.32 ► Flat · Hold (ran up)
MPWR Monolithic Power Systems, Inc. Information Technology $62.79B Large 1491.64 2026-10-06 09:30 1133.99 2026-09-16 14:30 21 1369.8 0.05 66.18 0.01 17.75 ► Flat · Hold (ran up)
WBD Warner Bros. Discovery, Inc. Communication Services $77.22B Large 30.99 2026-10-05 13:30 27.74 2026-09-18 15:30 18 30.95 0.39 99.38 0.09 10.61 ► Flat · Hold (ran up)
REGN Regeneron Pharmaceuticals, Inc. Health Care $82.18B Large 813.53 2026-09-23 09:30 722.02 2026-10-05 12:30 13 739.57 0.1 19.1 0.03 -6.22 ► Flat · Hold (ran down)
PCAR PACCAR Inc Industrials $60.39B Large 123.56 2026-09-16 09:30 105.44 2026-10-08 09:30 23 109.66 0.78 23.17 0.2 -10.72 ► Flat · Hold (ran down)
FAST Fastenal Company Industrials $56.97B Large 51.41 2026-09-24 09:30 48.53 2026-09-21 09:30 4 50.49 1.56 68.46 0.4 2.16 ► Flat · Hold (ran up)
BKR Baker Hughes Company Energy $57.41B Large 58.44 2026-09-24 09:30 54.35 2026-10-01 09:30 8 56.3 6.25 47.43 1.6 -1.54 ► Flat · Hold
XEL Xcel Energy Inc. Utilities $44.88B Large 74.04 2026-09-15 09:30 68.72 2026-09-25 11:30 11 73.36 3.13 87.59 0.8 -0.37 ► Flat · Hold
FANG Diamondback Energy, Inc. Energy $53.00B Large 213.31 2026-09-15 11:30 181.85 2026-10-07 13:30 23 191.68 1.56 30.93 0.4 -7.77 ► Flat · Hold (ran down)
MCHP Microchip Technology Incorporated Information Technology $40.61B Large 83.39 2026-10-02 11:30 68.75 2026-09-16 14:30 17 75.52 1.56 46.36 0.4 5.09 ► Flat · Hold (ran up)
FER Ferrovial N.V. Industrials $40.32B Large 56.46 2026-09-22 15:30 49.43 2026-10-08 11:30 17 50.29 1.56 11.95 0.4 -7.78 ► Flat · Hold (ran down)
EXC Exelon Corporation Utilities $43.25B Large 42.81 2026-09-15 09:30 39.73 2026-09-25 09:30 11 41.73 1.56 64.61 0.4 -2.48 ► Flat · Hold (ran down)
TTWO Take-Two Interactive Software, Inc. Communication Services $39.25B Large 220.45 2026-09-15 09:30 199.46 2026-09-28 09:30 14 209.37 0.78 47.26 0.2 -4.62 ► Flat · Hold (ran down)
AXON Axon Enterprise, Inc. Industrials $36.72B Large 475.99 2026-09-16 14:30 399.33 2026-10-08 10:30 23 417.31 0.1 23.48 0.03 -10.3 ► Flat · Hold (ran down)
ODFL Old Dominion Freight Line, Inc. Industrials $36.47B Large 183.05 2026-09-15 14:30 169.65 2026-09-21 09:30 7 181.65 1.56 89.55 0.4 -0.53 ► Flat · Hold
KDP Keurig Dr Pepper Inc. Consumer Staples $41.67B Large 32.14 2026-09-23 09:30 30.07 2026-09-30 15:30 8 31.26 1.56 57.59 0.4 -0.43 ► Flat · Hold
CCEP Coca-Cola Europacific Partners PLC Consumer Staples $44.24B Large 104.07 2026-10-08 15:30 99.0 2026-09-23 14:30 16 103.64 3.13 91.72 0.8 -0.04 ► Flat · Hold
IDXX IDEXX Laboratories, Inc. Health Care $40.60B Large 536.84 2026-09-29 15:30 501.17 2026-10-07 10:30 9 513.14 0.78 33.19 0.2 0.68 ► Flat · Hold (ran up)
ADSK Autodesk, Inc. Information Technology $45.74B Large 236.11 2026-10-07 15:30 199.18 2026-09-29 13:30 9 233.6 93.58 8.64 4.48 ▲ Up · Buy
ALNY Alnylam Pharmaceuticals, Inc. Health Care $32.69B Large 257.27 2026-09-29 09:30 215.53 2026-10-05 10:30 7 224.53 3.13 21.56 0.8 -9.09 ► Flat · Hold (ran down)
PYPL PayPal Holdings, Inc. Financials $45.01B Large 55.54 2026-09-25 12:30 51.81 2026-09-23 09:30 3 55.02 0.2 86.21 0.05 1.72 ► Flat · Hold (ran up)
TRI Thomson Reuters Corporation Industrials $41.35B Large 104.67 2026-09-15 12:30 92.57 2026-09-29 13:30 15 101.55 3.13 73.55 0.8 -1.7 ► Flat · Hold (ran down)
PAYX Paychex, Inc. Information Technology $40.94B Large 119.61 2026-09-15 12:30 98.0 2026-09-29 09:30 15 104.46 0.78 29.89 0.2 -11.11 ► Flat · Hold (ran down)
ROP Roper Technologies, Inc. Information Technology $36.14B Large 389.36 2026-09-15 09:30 347.45 2026-09-29 10:30 15 364.23 1.56 40.07 0.4 -5.9 ► Flat · Hold (ran down)
MSTR Strategy Inc Information Technology $66.94B Large 171.17 2026-09-22 09:30 123.33 2026-09-16 14:30 7 151.47 1.56 58.61 0.4 15.11 ► Flat · Hold (ran up)
WDAY Workday, Inc. Information Technology $46.25B Large 201.0 2026-09-17 09:30 181.47 2026-09-28 09:30 12 187.81 0.39 32.51 0.1 -1.92 ► Flat · Hold (ran down)
GEHC GE HealthCare Technologies Inc. Health Care $29.27B Large 67.1 2026-09-28 09:30 62.99 2026-09-17 09:30 12 64.22 0.78 29.96 0.2 0.04 ► Flat · Hold
KHC The Kraft Heinz Company Consumer Staples $28.90B Large 25.2 2026-09-17 09:30 21.76 2026-10-06 09:30 20 22.48 0.39 20.78 0.1 -6.12 ► Flat · Hold (ran down)
CPRT Copart, Inc. Industrials $26.77B Large 31.83 2026-09-15 11:30 26.39 2026-10-07 10:30 23 27.48 0.39 19.84 0.1 -12.93 ► Flat · Hold (ran down)
DXCM DexCom, Inc. Health Care $33.65B Large 90.39 2026-09-22 13:30 82.86 2026-10-06 15:30 15 84.41 0.78 20.86 0.2 0.46 ► Flat · Hold (ran up)
VRSK Verisk Analytics, Inc. Industrials $22.39B Large 185.6 2026-09-15 11:30 161.51 2026-10-05 13:30 21 175.49 0.78 58.36 0.2 -5.05 ► Flat · Hold (ran down)
INSM Insmed Incorporated Health Care $26.42B Large 127.4 2026-09-17 09:30 96.68 2026-10-08 10:30 22 100.48 6.64 12.79 1.7 -19.33 ► Flat · Hold (ran down)
ZS Zscaler, Inc. Information Technology $33.77B Large 218.82 2026-10-08 12:30 187.45 2026-09-16 09:30 23 216.81 0.78 93.59 0.2 15.02 ► Flat · Hold (ran up)
TEAM Atlassian Corporation Information Technology $49.53B Large 203.89 2026-10-08 15:30 168.05 2026-09-29 12:30 10 203.57 0.78 99.11 0.2 8.77 ► Flat · Hold (ran up)
CHTR Charter Communications, Inc. Communication Services $16.03B Large 144.0 2026-09-15 09:30 104.91 2026-10-05 10:30 21 109.67 0.78 12.18 0.2 -22.66 ► Flat · Hold (ran down)
CTSH Cognizant Technology Solutions Corporation Information Technology $26.75B Large 64.74 2026-10-01 09:30 54.7 2026-10-08 10:30 8 60.01 0.1 52.99 0.03 -4.55 ► Flat · Hold (ran down)
CSGP CoStar Group, Inc. Real Estate $11.77B Large 31.79 2026-09-15 14:30 26.52 2026-09-29 09:30 15 29.81 1.56 62.33 0.4 -4.32 ► Flat · Hold (ran down)
SNDK Sandisk Corporation Information Technology $258.67B Mega 1909.48 2026-09-22 09:30 1504.2 2026-09-16 14:30 7 1609.46 0.1 25.98 0.03 2.53 ► Flat · Hold (ran up)

By sector

Information Technology42▲ 1 Buy · ▼ 0 Sell · ► 41 Hold
Consumer Discretionary11▲ 1 Buy · ▼ 0 Sell · ► 10 Hold
Industrials11▲ 0 Buy · ▼ 0 Sell · ► 11 Hold
Communication Services10▲ 0 Buy · ▼ 0 Sell · ► 10 Hold
Health Care10▲ 0 Buy · ▼ 0 Sell · ► 10 Hold
Consumer Staples8▲ 0 Buy · ▼ 0 Sell · ► 8 Hold
Utilities4▲ 0 Buy · ▼ 0 Sell · ► 4 Hold
Energy2▲ 0 Buy · ▼ 0 Sell · ► 2 Hold
Financials1▲ 0 Buy · ▼ 0 Sell · ► 1 Hold
Materials1▲ 0 Buy · ▼ 0 Sell · ► 1 Hold
Real Estate1▲ 0 Buy · ▼ 0 Sell · ► 1 Hold

Direction: ^VIX 15.22, -9.99% over the period: regime risk-on.
▲ Up / Buy – closed in the top 30% of its range with a positive period return, the market is not risk-off (VIX < 25 and not up 10%+), and the move isn't stretched.
▼ Down / Sell – closed in the bottom 30% of its range with a negative period return, and the move isn't stretched.
► Flat / Hold – everything else, including a stretched move: a period return past 1.5x the Expected Move (the move has already run). Expected Move is the implied volatility scaled to this period, or the realized volatility of the hourly bars for a symbol with no options. Hover a tag for the reasoning.