Quantitative Market Tools
A curated collection of quantitative dashboards tracking relative strength, regime conditions, risk signals, and macro positioning — built for systematic, evidence-based investing.
High level daily market overview looking at the price performance of main US, Global Equity and key Commodity ETFs over the last 8 months with key indexes like Volatility, Interest rates and US Dollar vs these asset classes.
macro.market-dashboards.comUsing a Gaussian Hidden Markov Model on daily returns of the SPY ETF, with 3 regimes (calm/transitional/crisis) as the default, to find the "sweet spot" between model accuracy and model complexity.
trend.market-dashboards.com35 KCM employee-available mutual funds ranked daily by relative strength. Z-score based overbought and oversold alerts highlight extremes in momentum.
kcm-mutualfunds.market-dashboards.com70 ETFs spanning macro style factors, ranked daily by relative strength across the universe. Z-score alerts surface overbought and oversold conditions in real time.
etf.market-dashboards.comComparing the Absolute and Relative (to SPY) performance of sector and factor style ETFs to see overbought / oversold areas of the market.
factors.market-dashboards.com/risk-indicatorA 6-component composite risk signal constructed from ETFs measuring broad market risk appetite. Smoothed with a 12-month z-score to reduce short-term noise.
etf.market-dashboards.com/risk-indicatorCombines the VIX9D/VIX term structure ratio with SPY's 5-day rate of change as a short-term risk gauge. Signal is normalised using a 63-day z-score.
risk-indicator-v4.vercel.appA 16-year backtested growth and inflation regime model using SPY, DBC, and DBA as proxies. Surfaces the best and worst performing ETFs for each regime state.
regime-tracker.market-dashboards.comRanking previous day's volume of a curated list of 70 ETFs against the average for the last 21 trading days and last 5 trading days. Sortable by asset class.
etf-volume-neon.vercel.appUsing the Matrix Series momentum signal (TradingView study) on a set of 21 ETFs with long and short versions, to determine short term momentum on a 3 month rolling basis to reflect strength of the market.
momentum.market-dashboards.comTracks 12 months of daily Options Clearing Corporation volume data across the market. A useful gauge of options activity and broad sentiment shifts over time.
occ.market-dashboards.comCustom chart tool using the previous trading day's closing prices and plots a 12 month daily chart or 5 year weekly charts with volatility adjusted Bollinger Bands, 21 and 63 Day EMA, volume, momentum, rate of change and stochasticRSI indicators for single stocks, ETFs and mutual funds.
charts.market-dashboards.comThe one month (30 days) and one week (5 days) correlations heatmap for the 70 ETFs and 35 Mutual Funds, using the previous day's closing prices. Pop-up 90 day (3 month) rolling chart of any pair.
corr.market-dashboards.comBack test your Mutual Fund and / or ETF portfolio performance over 10 or 15 years and compare performance against preset portfolio benchmarks or create your own benckmark.
backtest.market-dashboards.comWeekly CFTC Commitments of Traders net positioning for major asset classes, transformed via a 52-week z-score with a 5-week SMA and 5-week lead against comparable ETF performance.
cta.market-dashboards.comPlots weekly Fed net liquidity (Fed Assets minus Treasury General Account minus Reverse Repo) using FRED data. Displayed across 1-year, 2-year, and 3-year windows.
net-liquidity-psi.vercel.app