Calculation method
US market sentiment based on NASDAQ-100
Calculation method
An independent NASDAQ-100 price sentiment score: higher means greater greed. Momentum (50%), drawdown (25%) and inverse realized volatility (25%) are ranked against 252 sessions. This is not an official Nasdaq or Cboe index.
Momentum 50% · Drawdown 25% · Realized volatility 25%
Midranks use 252 observations including the current one, with at least 315 confirmed closes required. Week, month and year comparisons use 7, 30 and 365 calendar-day cutoffs or the nearest earlier confirmed session.
20-session return, ranked over 252 sessions. Higher returns increase this component.
Distance from the highest close in 63 sessions, ranked over 252 sessions.
Annualized sample volatility of 20 log returns. Lower volatility increases this component.
Data source
Shared web cache · checks at least 15 minutes apart
Current scores and selected records may have different dates and confirmation status.
Official schedule facts only. Times use the displayed zone; importance is classified by Appnaly. Forecasts and release results are not supplied. Official schedules are checked at least six hours apart.
BLS · BEA · Federal Reserve · KIS Developers
Scores within ±5 points; anchors at least 20 sessions apart. Each horizon uses only available outcomes. Samples can be small and future windows can overlap. Past results do not predict returns.
Rise frequencies remain unpublished pending statistical validation.
Scores within ±5 points; anchors at least 20 sessions apart. Each horizon uses only available outcomes. Samples can be small and future windows can overlap. Past results do not predict returns.
For information only. Scores and historical statistics are not investment advice or a guarantee of future results.
Privacy policy
Public market data needs no login. Anonymous opinions use a signed cookie. Account information is not sent to market data APIs.
FAQ
Current scores and selected records may have different dates and confirmation status.
For information only. Scores and historical statistics are not investment advice or a guarantee of future results.
VXN and volume are not included in the licensed feed.