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

09/28/2026 – 10/16/2026

Generated October 16, 2026 08:01 AM · 101 symbols from tickers-nasdaq100+sndk.txt · last 18d (09/28/2026 - 10/16/2026) · ^VIX 15.99 (+12.92%) risk-off

▲ 0 Buy · ▼ 2 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 09:30 212.85 2026-10-15 09:30 10 217.23 0.39 14.38 0.1 -4.67 ► Flat · Hold (ran down)
GOOGL Alphabet Inc. Communication Services $4.34T Mega 364.17 2026-09-22 09:30 335.51 2026-10-01 12:30 10 349.22 0.39 47.8 0.1 -2.43 ► Flat · Hold (ran down)
GOOG Alphabet Inc. Communication Services $4.29T Mega 359.98 2026-09-22 09:30 332.65 2026-10-01 12:30 10 344.91 0.1 44.68 0.03 -2.44 ► Flat · Hold (ran down)
AAPL Apple Inc. Information Technology $4.95T Mega 348.15 2026-10-13 09:30 325.81 2026-10-01 11:30 13 342.0 0.39 72.07 0.1 0.5 ► Flat · Hold (ran up)
MSFT Microsoft Corporation Information Technology $3.72T Mega 551.15 2026-10-13 09:30 491.22 2026-09-24 09:30 20 539.44 0.2 80.28 0.05 6.27 ► Flat · Hold (ran up)
AMZN Amazon.com, Inc. Consumer Discretionary $2.79T Mega 263.7 2026-10-12 09:30 244.73 2026-09-28 09:30 15 254.76 0.2 52.62 0.05 -0.26 ► Flat · Hold (ran down)
AVGO Broadcom Inc. Information Technology $1.73T Mega 380.84 2026-10-06 13:30 334.61 2026-10-15 09:30 10 344.33 0.39 20.9 0.1 -5.22 ► Flat · Hold (ran down)
TSLA Tesla, Inc. Consumer Discretionary $1.48T Mega 388.56 2026-10-09 09:30 345.88 2026-09-30 09:30 10 362.44 0.05 39.15 0.01 -4.35 ► Flat · Hold (ran down)
META Meta Platforms, Inc. Communication Services $1.89T Mega 779.82 2026-09-24 15:30 711.68 2026-10-08 12:30 15 736.72 0.2 36.41 0.05 0.69 ► Flat · Hold (ran up)
MU Micron Technology, Inc. Information Technology $1.18T Mega 1108.72 2026-09-25 09:30 858.0 2026-10-15 09:30 21 931.24 0.2 29.28 0.05 -9.86 ► Flat · Hold (ran down)
AMD Advanced Micro Devices, Inc. Information Technology $1.00T Mega 658.52 2026-10-06 10:30 530.09 2026-10-15 09:30 10 562.23 0.1 24.95 0.03 -7.41 ► Flat · Hold (ran down)
WMT Walmart Inc. Consumer Staples $855.02B Mega 121.38 2026-10-15 09:30 103.39 2026-10-05 09:30 11 117.87 0.39 80.29 0.1 8.87 ► Flat · Hold (ran up)
ASML ASML Holding N.V. Information Technology $657.32B Mega 1873.5 2026-10-02 11:30 1594.03 2026-10-15 09:30 14 1657.44 0.2 23.1 0.05 -2.19 ► Flat · Hold (ran down)
INTC Intel Corporation Information Technology $643.74B Mega 127.43 2026-09-24 15:30 90.02 2026-10-15 09:30 22 95.37 0.78 14.14 0.2 -20.66 ► Flat · Hold (ran down)
AMAT Applied Materials, Inc. Information Technology $368.42B Mega 547.25 2026-10-02 09:30 418.24 2026-10-15 10:30 14 430.01 0.01 9.33 0.0 -6.03 ▼ Down · Sell
LRCX Lam Research Corporation Information Technology $378.25B Mega 352.56 2026-10-02 09:30 266.12 2026-10-15 10:30 14 277.46 12.97 12.96 -6.48 ▼ Down · Sell
CSCO Cisco Systems, Inc. Information Technology $439.44B Mega 118.65 2026-10-09 15:30 104.51 2026-09-22 12:30 18 109.85 0.39 37.69 0.1 -0.4 ► Flat · Hold (ran down)
COST Costco Wholesale Corporation Consumer Staples $398.46B Mega 1008.37 2026-10-15 09:30 883.1 2026-09-25 09:30 21 978.01 0.39 75.67 0.1 8.38 ► Flat · Hold (ran up)
KLAC KLA Corporation Information Technology $240.37B Mega 208.68 2026-10-02 11:30 168.42 2026-10-15 09:30 14 174.46 0.78 14.95 0.2 -3.47 ► Flat · Hold (ran down)
ARM Arm Holdings plc Information Technology $344.86B Mega 336.98 2026-09-23 09:30 226.54 2026-10-15 09:30 23 244.79 0.2 16.34 0.05 -23.42 ► Flat · Hold (ran down)
NFLX Netflix, Inc. Communication Services $305.47B Mega 73.76 2026-09-22 09:30 66.54 2026-10-05 09:30 14 72.61 1.56 84.14 0.4 -1.54 ► Flat · Hold (ran down)
PLTR Palantir Technologies Inc. Information Technology $439.98B Mega 212.94 2026-10-12 09:30 182.03 2026-09-22 10:30 21 200.5 0.39 59.75 0.1 8.33 ► Flat · Hold (ran up)
PANW Palo Alto Networks, Inc. Information Technology $304.10B Mega 432.33 2026-10-06 09:30 361.68 2026-10-15 09:30 10 370.27 0.2 12.0 0.05 -1.13 ► Flat · Hold (ran down)
TXN Texas Instruments Incorporated Information Technology $247.37B Mega 298.75 2026-10-06 13:30 266.6 2026-09-23 09:30 14 279.12 0.78 38.97 0.2 3.83 ► Flat · Hold (ran up)
MRVL Marvell Technology, Inc. Information Technology $231.31B Mega 301.27 2026-10-06 09:30 227.31 2026-10-15 09:30 10 241.24 0.78 19.02 0.2 -5.43 ► Flat · Hold (ran down)
LIN Linde plc Materials $210.90B Mega 499.2 2026-10-15 09:30 455.28 2026-09-22 09:30 24 493.22 0.39 86.42 0.1 7.68 ► Flat · Hold (ran up)
WDC Western Digital Corporation Information Technology $161.58B Large 475.66 2026-09-23 15:30 336.0 2026-10-15 09:30 23 356.45 0.78 14.6 0.2 -18.74 ► Flat · Hold (ran down)
STX Seagate Technology Holdings plc Information Technology $199.50B Large 946.35 2026-10-01 15:30 652.29 2026-10-15 09:30 15 690.81 0.2 13.03 0.05 -19.36 ► Flat · Hold (ran down)
AMGN Amgen Inc. Health Care $212.55B Mega 441.76 2026-10-15 12:30 396.01 2026-10-06 10:30 10 434.03 0.39 83.1 0.1 7.57 ► Flat · Hold (ran up)
QCOM QUALCOMM Incorporated Information Technology $207.45B Mega 205.85 2026-09-25 12:30 168.84 2026-10-15 09:30 21 178.4 0.78 25.72 0.2 -7.16 ► Flat · Hold (ran down)
CRWD CrowdStrike Holdings, Inc. Information Technology $255.32B Mega 286.99 2026-10-06 09:30 239.82 2026-10-15 10:30 10 244.57 0.39 10.32 0.1 -1.38 ► Flat · Hold (ran down)
ADI Analog Devices, Inc. Information Technology $185.59B Large 422.67 2026-10-06 09:30 377.4 2026-09-24 09:30 13 403.95 0.39 58.79 0.1 5.71 ► Flat · Hold (ran up)
PEP PepsiCo, Inc. Consumer Staples $177.02B Large 133.13 2026-10-15 09:30 123.47 2026-10-07 15:30 9 128.38 0.78 50.88 0.2 -1.55 ► Flat · Hold (ran down)
TMUS T-Mobile US, Inc. Communication Services $177.28B Large 171.8 2026-10-08 14:30 147.9 2026-10-09 15:30 2 157.03 0.78 38.12 0.2 -5.38 ► Flat · Hold (ran down)
APP AppLovin Corporation Communication Services $110.92B Large 333.57 2026-09-22 09:30 260.99 2026-10-15 09:30 24 279.29 0.39 25.08 0.1 -16.3 ► Flat · Hold (ran down)
GILD Gilead Sciences, Inc. Health Care $186.69B Large 160.51 2026-10-15 09:30 142.6 2026-10-06 10:30 10 157.37 0.2 82.92 0.05 4.58 ► Flat · Hold (ran up)
SHOP Shopify Inc. Information Technology $178.97B Large 180.86 2026-10-12 15:30 135.68 2026-09-23 09:30 20 178.14 0.78 93.91 0.2 23.26 ► Flat · Hold (ran up)
ISRG Intuitive Surgical, Inc. Health Care $143.90B Large 430.0 2026-10-13 09:30 389.56 2026-10-05 09:30 9 427.86 0.2 95.03 0.05 6.2 ► Flat · Hold (ran up)
BKNG Booking Holdings Inc. Consumer Discretionary $126.62B Large 173.29 2026-09-22 09:30 154.06 2026-10-05 09:30 14 165.8 0.78 61.05 0.2 -3.66 ► Flat · Hold (ran down)
VRTX Vertex Pharmaceuticals Incorporated Health Care $129.45B Large 529.89 2026-09-28 14:30 484.08 2026-10-13 15:30 16 508.75 0.39 54.22 0.1 -2.44 ► Flat · Hold (ran down)
SBUX Starbucks Corporation Consumer Discretionary $108.19B Large 97.01 2026-10-15 15:30 87.35 2026-10-08 09:30 8 96.88 0.39 98.55 0.1 0.99 ► Flat · Hold (ran up)
FTNT Fortinet, Inc. Information Technology $128.57B Large 197.13 2026-10-13 09:30 169.56 2026-09-28 09:30 16 181.91 0.78 44.8 0.2 3.31 ► Flat · Hold (ran up)
PDD PDD Holdings Inc. Consumer Discretionary $112.87B Large 83.88 2026-10-13 10:30 74.72 2026-10-02 09:30 12 82.42 1.56 84.06 0.4 3.02 ► Flat · Hold (ran up)
CDNS Cadence Design Systems, Inc. Information Technology $81.21B Large 361.91 2026-10-06 14:30 294.0 2026-09-22 09:30 15 324.38 0.39 44.71 0.1 8.61 ► Flat · Hold (ran up)
MAR Marriott International, Inc. Consumer Discretionary $89.35B Large 389.18 2026-10-15 14:30 343.15 2026-09-22 11:30 24 385.71 3.13 92.5 0.8 11.26 ► Flat · Hold (ran up)
MNST Monster Beverage Corporation Consumer Staples $86.20B Large 45.94 2026-10-15 09:30 41.05 2026-09-29 10:30 17 45.34 0.78 87.53 0.2 2.67 ► Flat · Hold (ran up)
DDOG Datadog, Inc. Information Technology $87.99B Large 300.68 2026-10-12 09:30 244.13 2026-09-22 11:30 21 266.25 0.78 38.92 0.2 8.19 ► Flat · Hold (ran up)
ADP Automatic Data Processing, Inc. Information Technology $107.24B Large 289.8 2026-10-15 09:30 255.98 2026-10-05 09:30 11 285.65 0.39 87.46 0.1 4.9 ► Flat · Hold (ran up)
CEG Constellation Energy Corporation Utilities $92.87B Large 309.8 2026-10-06 12:30 247.24 2026-09-30 09:30 7 275.0 44.35 16.15 4.29 ► Flat · Hold
CSX CSX Corporation Industrials $85.20B Large 48.78 2026-10-15 14:30 45.86 2026-10-01 10:30 15 48.69 0.78 97.43 0.2 5.27 ► Flat · Hold (ran up)
CMCSA Comcast Corporation Communication Services $81.37B Large 23.13 2026-09-22 09:30 20.48 2026-10-09 12:30 18 21.77 3.13 48.68 0.8 -5.64 ► Flat · Hold (ran down)
MELI MercadoLibre, Inc. Consumer Discretionary $92.29B Large 1924.59 2026-10-12 11:30 1668.44 2026-10-01 10:30 12 1856.98 0.29 73.51 0.07 1.56 ► Flat · Hold (ran up)
SNPS Synopsys, Inc. Information Technology $77.01B Large 512.08 2026-10-09 09:30 402.15 2026-09-22 09:30 18 468.11 0.49 59.92 0.13 14.62 ► Flat · Hold (ran up)
ABNB Airbnb, Inc. Consumer Discretionary $99.90B Large 174.85 2026-10-15 15:30 149.0 2026-09-23 15:30 23 174.28 0.78 97.76 0.2 2.75 ► Flat · Hold (ran up)
ADBE Adobe Inc. Information Technology $99.18B Large 254.67 2026-09-22 09:30 224.67 2026-09-28 09:30 7 251.67 0.78 89.83 0.2 -1.17 ► Flat · Hold (ran down)
DASH DoorDash, Inc. Consumer Discretionary $83.99B Large 200.59 2026-09-22 09:30 178.04 2026-09-28 15:30 7 193.05 0.78 66.09 0.2 -2.59 ► Flat · Hold (ran down)
ORLY O'Reilly Automotive, Inc. Consumer Discretionary $67.05B Large 89.98 2026-10-15 09:30 83.01 2026-10-05 09:30 11 88.5 0.78 78.48 0.2 5.42 ► Flat · Hold (ran up)
AEP American Electric Power Company, Inc. Utilities $65.34B Large 128.14 2026-10-15 09:30 116.72 2026-09-25 10:30 21 124.29 0.39 66.37 0.1 3.95 ► Flat · Hold (ran up)
MDLZ Mondelez International, Inc. Consumer Staples $76.80B Large 64.67 2026-10-15 09:30 57.32 2026-10-05 09:30 11 63.03 3.13 77.55 0.8 4.18 ► Flat · Hold (ran up)
INTU Intuit Inc. Information Technology $81.27B Large 332.27 2026-10-15 09:30 262.32 2026-09-28 09:30 18 330.17 0.1 97.04 0.03 6.35 ► Flat · Hold (ran up)
HON Honeywell International Inc. Industrials $65.44B Large 216.08 2026-10-02 09:30 204.23 2026-10-08 10:30 7 210.5 0.39 52.83 0.1 1.24 ► Flat · Hold (ran up)
NXPI NXP Semiconductors N.V. Information Technology $58.61B Large 248.86 2026-10-02 09:30 218.66 2026-10-14 13:30 13 231.09 0.39 41.66 0.1 -0.27 ► Flat · Hold (ran down)
ROST Ross Stores, Inc. Consumer Discretionary $74.18B Large 239.73 2026-09-28 09:30 220.1 2026-10-09 09:30 12 234.83 0.2 74.85 0.05 0.89 ► Flat · Hold (ran up)
CTAS Cintas Corporation Industrials $78.79B Large 215.85 2026-10-15 09:30 191.09 2026-09-24 09:30 22 213.06 3.13 88.73 0.8 8.12 ► Flat · Hold (ran up)
MPWR Monolithic Power Systems, Inc. Information Technology $62.79B Large 1491.64 2026-10-06 09:30 1195.0 2026-10-15 09:30 10 1249.2 0.05 18.36 0.01 -1.85 ► Flat · Hold (ran down)
WBD Warner Bros. Discovery, Inc. Communication Services $77.22B Large 30.99 2026-10-05 13:30 30.68 2026-09-23 14:30 13 30.95 1.56 93.55 0.31 0.44 ► Flat · Hold
REGN Regeneron Pharmaceuticals, Inc. Health Care $82.18B Large 813.53 2026-09-23 09:30 722.02 2026-10-05 12:30 13 796.34 0.78 81.25 0.2 -0.76 ► Flat · Hold (ran down)
PCAR PACCAR Inc Industrials $60.39B Large 115.78 2026-09-22 09:30 105.44 2026-10-08 09:30 17 110.81 0.78 51.93 0.2 -3.92 ► Flat · Hold (ran down)
FAST Fastenal Company Industrials $56.97B Large 52.81 2026-10-15 09:30 47.3 2026-10-14 09:30 2 50.38 0.78 56.13 0.2 1.01 ► Flat · Hold (ran up)
BKR Baker Hughes Company Energy $57.41B Large 58.44 2026-09-24 09:30 53.44 2026-10-15 09:30 22 54.4 0.78 19.1 0.2 -4.62 ► Flat · Hold (ran down)
XEL Xcel Energy Inc. Utilities $44.88B Large 76.54 2026-10-15 09:30 68.72 2026-09-25 11:30 21 75.12 0.2 81.84 0.05 4.55 ► Flat · Hold (ran up)
FANG Diamondback Energy, Inc. Energy $53.00B Large 200.65 2026-10-14 09:30 181.85 2026-10-07 13:30 8 195.6 0.39 73.14 0.1 5.16 ► Flat · Hold (ran up)
MCHP Microchip Technology Incorporated Information Technology $40.61B Large 83.39 2026-10-02 11:30 69.82 2026-10-15 09:30 14 74.26 0.78 33.08 0.2 -0.82 ► Flat · Hold (ran down)
FER Ferrovial N.V. Industrials $40.32B Large 56.46 2026-09-22 15:30 48.01 2026-10-15 10:30 24 48.86 1.56 10.06 0.4 -13.35 ► Flat · Hold (ran down)
EXC Exelon Corporation Utilities $43.25B Large 43.48 2026-10-15 09:30 39.73 2026-09-25 09:30 21 42.48 1.56 73.33 0.4 1.43 ► Flat · Hold (ran up)
TTWO Take-Two Interactive Software, Inc. Communication Services $39.25B Large 215.66 2026-10-09 09:30 196.3 2026-10-13 12:30 5 209.38 0.78 67.88 0.2 -0.41 ► Flat · Hold (ran down)
AXON Axon Enterprise, Inc. Industrials $36.72B Large 462.0 2026-09-22 15:30 395.75 2026-10-14 13:30 23 417.19 0.2 32.17 0.05 -9.5 ► Flat · Hold (ran down)
ODFL Old Dominion Freight Line, Inc. Industrials $36.47B Large 189.2 2026-10-15 15:30 172.65 2026-09-25 14:30 21 188.88 0.39 98.13 0.1 6.86 ► Flat · Hold (ran up)
KDP Keurig Dr Pepper Inc. Consumer Staples $41.67B Large 34.48 2026-10-15 09:30 30.07 2026-09-30 15:30 16 34.18 3.13 92.98 0.8 10.21 ► Flat · Hold (ran up)
CCEP Coca-Cola Europacific Partners PLC Consumer Staples $44.24B Large 110.96 2026-10-15 09:30 99.0 2026-09-23 14:30 23 109.77 0.2 90.22 0.05 7.94 ► Flat · Hold (ran up)
IDXX IDEXX Laboratories, Inc. Health Care $40.60B Large 547.83 2026-10-15 15:30 501.17 2026-10-07 10:30 9 547.18 0.39 98.59 0.1 5.37 ► Flat · Hold (ran up)
ADSK Autodesk, Inc. Information Technology $45.74B Large 246.74 2026-10-15 09:30 199.18 2026-09-29 13:30 17 245.16 0.2 96.78 0.05 10.45 ► Flat · Hold (ran up)
ALNY Alnylam Pharmaceuticals, Inc. Health Care $32.69B Large 257.27 2026-09-29 09:30 215.53 2026-10-05 10:30 7 234.03 1.56 44.14 0.4 -5.23 ► Flat · Hold (ran down)
PYPL PayPal Holdings, Inc. Financials $45.01B Large 57.22 2026-10-15 15:30 51.81 2026-09-23 09:30 23 57.16 0.78 98.98 0.2 7.44 ► Flat · Hold (ran up)
TRI Thomson Reuters Corporation Industrials $41.35B Large 110.02 2026-10-15 09:30 92.57 2026-09-29 13:30 17 107.89 1.56 87.91 0.4 11.86 ► Flat · Hold (ran up)
PAYX Paychex, Inc. Information Technology $40.94B Large 115.91 2026-09-22 09:30 98.0 2026-09-29 09:30 8 110.78 0.78 71.3 0.2 -4.26 ► Flat · Hold (ran down)
ROP Roper Technologies, Inc. Information Technology $36.14B Large 386.46 2026-10-15 10:30 347.45 2026-09-29 10:30 17 382.45 0.39 89.93 0.1 3.13 ► Flat · Hold (ran up)
MSTR Strategy Inc Information Technology $66.94B Large 171.17 2026-09-22 09:30 134.89 2026-10-15 09:30 24 151.29 1.56 45.15 0.4 -9.68 ► Flat · Hold (ran down)
WDAY Workday, Inc. Information Technology $46.25B Large 200.23 2026-10-15 09:30 181.47 2026-09-28 09:30 18 196.63 0.78 80.97 0.2 0.17 ► Flat · Hold
GEHC GE HealthCare Technologies Inc. Health Care $29.27B Large 70.99 2026-10-15 11:30 63.31 2026-10-08 10:30 8 70.35 1.56 91.92 0.4 6.17 ► Flat · Hold (ran up)
KHC The Kraft Heinz Company Consumer Staples $28.90B Large 24.52 2026-09-22 09:30 21.76 2026-10-06 09:30 15 23.28 3.13 55.07 0.8 -4.98 ► Flat · Hold (ran down)
CPRT Copart, Inc. Industrials $26.77B Large 29.35 2026-09-22 09:30 25.72 2026-10-14 10:30 23 27.75 0.78 55.96 0.2 -5.1 ► 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 87.71 0.78 64.32 0.2 -1.59 ► Flat · Hold (ran down)
VRSK Verisk Analytics, Inc. Industrials $22.39B Large 192.4 2026-10-15 10:30 161.51 2026-10-05 13:30 11 187.33 0.78 83.57 0.2 8.28 ► Flat · Hold (ran up)
INSM Insmed Incorporated Health Care $26.42B Large 122.9 2026-09-25 09:30 95.76 2026-10-14 09:30 20 99.21 0.78 12.71 0.2 -18.01 ► Flat · Hold (ran down)
ZS Zscaler, Inc. Information Technology $33.77B Large 237.22 2026-10-12 09:30 187.67 2026-09-28 09:30 15 220.43 0.39 65.75 0.1 4.7 ► Flat · Hold (ran up)
TEAM Atlassian Corporation Information Technology $49.53B Large 217.25 2026-10-15 15:30 168.05 2026-09-29 12:30 17 217.12 0.98 99.48 0.25 8.5 ► Flat · Hold (ran up)
CHTR Charter Communications, Inc. Communication Services $16.03B Large 126.48 2026-09-22 09:30 101.63 2026-10-12 09:30 21 109.99 0.05 33.6 0.01 -12.71 ► Flat · Hold (ran down)
CTSH Cognizant Technology Solutions Corporation Information Technology $26.75B Large 66.3 2026-10-15 09:30 54.7 2026-10-08 10:30 8 65.77 1.56 95.52 0.4 8.42 ► Flat · Hold (ran up)
CSGP CoStar Group, Inc. Real Estate $11.77B Large 32.49 2026-10-15 14:30 26.52 2026-09-29 09:30 17 32.0 6.25 91.55 1.6 8.44 ► Flat · Hold (ran up)
SNDK Sandisk Corporation Information Technology $258.67B Mega 1909.48 2026-09-22 09:30 1276.07 2026-10-15 09:30 24 1394.83 0.03 18.87 0.01 -20.64 ► Flat · Hold (ran down)

By sector

Information Technology42▲ 0 Buy · ▼ 2 Sell · ► 40 Hold
Consumer Discretionary11▲ 0 Buy · ▼ 0 Sell · ► 11 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 15.99, +12.92% over the period: regime risk-off.
▲ 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.