Advanced Market Analysis Methodology

Sophisticated framework analyzing 50+ indicators across 12 timeframes with real-time processing, automated edge functions, and comprehensive historical data analysis for S&P 500 sentiment and breadth insights.

Data Sources

50+ indicators across 8 categories: Sentiment, Breadth, VIX, Technical, Sectors, Earnings, International, Commodities, Bonds, Currency, Valuation, and Margins from real-time exchange feeds.

Calculations

12 timeframes with dynamic calculations: latest values, averages, trends, and statistical analysis across current readings and historical datasets.

Real-time Updates

Real-time updates every 15 minutes during market hours with automated edge functions, market hours intelligence, and Supabase realtime subscriptions.

12 Supported Timeframes

Today
Yesterday
Last 7 Days
Last 30 Days
Last 90 Days
Last 6 Months
Year-to-Date
Last 12 Months
Last 2 Years
Last 3 Years
Last 5 Years
All Time

Calculation Methods

  • Latest: Most recent value for current timeframes
  • Average: Statistical mean across the timeframe period
  • Trend: Directional analysis and momentum calculations
  • Fallback: Current readings when historical data unavailable
Data Sources by Timeframe
  • • Today/Current: current_readings table for real-time data
  • • Historical (Yesterday+): historical_market_data and time_series tables
  • • Dynamic Date Ranges: Automatic calculation of start dates based on timeframe
  • • Quality Assurance: Fallback to current data when historical unavailable

Primary Components

  • VIX
    Volatility Index (40% weighting) - Market fear gauge based on S&P 500 options
  • P/C
    Put/Call Ratio (30% weighting) - Options sentiment indicator
  • Breadth
    Market Breadth (30% weighting) - Advance/decline and moving average analysis

Calculation Process

  1. Normalize each component using 52-week rolling statistics
  2. Apply volatility-adjusted weighting factors
  3. Combine using proprietary composite scoring algorithm
  4. Scale final score to 0-100 range (0=Extreme Fear, 100=Extreme Greed)
Interpretation Guidelines
0-25

Extreme Fear

26-45

Fear

46-55

Neutral

56-100

Greed

Our methodology is continuously refined based on market evolution and academic research. Last updated: 9/1/2025