The FlowSense Methodology

Market Scanner

The Scanner screens all S&P 500 constituents in real-time, computing accumulation scores, market phases, CLV, volume ratios, and divergences for each ticker using real-time snapshot data.

Columns

Sorting

Click any column header to sort ascending/descending. The active sort column is highlighted in green with an arrow indicator. Sorting is instant (client-side) — no re-fetch required.

Filters

Divergence Alerts

Divergences occur when price direction conflicts with money flow direction. These are early reversal signals used by institutional traders.

Bullish Divergence

Condition: Price is falling (negative change%) but the accumulation score remains high (≥55) and CLV is positive (>+0.1). This suggests hidden buying despite visible price weakness — smart money may be accumulating while retail sells.

Alternative: Price down >0.5% but volume ratio is low (<0.8×) with score ≥55 — selling on low conviction, likely to reverse.

Bearish Divergence

Condition: Price is rising (positive change%) but score is low (≤40) and CLV is negative (<-0.1). Hidden selling despite visible strength — institutions may be distributing while retail buys.

Alternative: Price up >0.5% but volume ratio is low (<0.8×) with score ≤45 — buying on low conviction, likely to reverse.

Card Information

Each divergence card shows: ticker, price, score, market phase, change%, CLV value, and a description of the specific divergence pattern detected. Click any card to load the ticker on the Dashboard.

Top Movers

The Movers page shows the most extreme accumulation and distribution signals in the S&P 500, split into two panels.

Top Accumulation

Tickers with score ≥ 65, sorted by highest score. These stocks show the strongest institutional buying signals based on CLV, volume conviction, and price action. Useful for finding potential long entries where smart money is active.

Top Distribution

Tickers with score ≤ 35, sorted by lowest score. These stocks show the strongest selling pressure. Useful for identifying shorts, exits, or stocks to avoid.

Row Information

Each row shows: ticker, price, market phase, change%, and score. Click any row to load the ticker on the Dashboard for full analysis.

How Movers Differ from Scanner

The Scanner shows all 500 tickers with full detail columns. Movers is a curated, at-a-glance view of the extremes — the top 15 strongest accumulation and top 15 strongest distribution signals, designed for quick screening.

A/D History

The A/D History page provides a day-by-day breakdown of accumulation and distribution activity for any ticker, helping you identify exactly when A/D cycles start and end.

Charts

Table Columns

How to Read A/D Cycles

Accumulation Start: Cumulative A/D line turns from falling to rising. Daily MFV flips from negative to positive for multiple consecutive days. Scores consistently above 55.

Distribution Start: Cumulative A/D line turns from rising to falling. Daily MFV flips from positive to negative. Scores drop below 40 for multiple days.

Cycle End: Look for MFM reversal: consecutive days where MFM sign changes from the prior trend. The inflection point in the cumulative A/D chart marks the exact transition.

1. What Is NDDP?

NDDP = Next-Day Direction Prediction. The model predicts whether tomorrow's close will be above or below today's close, using 16 weighted factors organized into two opposing camps (bullish vs bearish).

Two flavors share the same architecture: NDMDP (market — applied to SPY) and NDCDP (company — applied to any single stock).

2. The 16 Factors (Dual-Camp Model)

Factors are grouped into a bullish camp and a bearish camp. Each factor outputs a signal in [-1, +1]; the model sums weighted contributions from both camps and produces a net directional probability.

3. Verdict & Probability

Weights are computed via per-factor rolling Pearson correlation against forward returns (auto-calibrated). Final score → probability via sigmoid.

≥65% probUp → BULLISH · 57-64% → LEAN BULLISH · 43-56% → NO TRADE · 36-43% → LEAN BEARISH · ≤35% → BEARISH

Click 📊 Perf on either NDMDP or NDCDP to backtest verdict hit-rates over your chosen window.

1. What Is O-C Direction?

O-C = Open-to-Close. Predicts today's close vs today's open using live intraday data. Unlike NDDP (next-day), this is a same-session model that evolves through the trading day.

O-C Market analyzes SPY (10 pillars). O-C Company analyzes individual stocks (8 pillars adapted for single-name).

2. The 10 Pillars (Market) / 8 Pillars (Company)

3. How The Score Is Computed

For each pillar: signal × weight contributes to a weighted sum. Net score = sum / total weight × 100.

Session confidence multiplier: sessionConf = 0.3 + sessionPct × 0.7. This prevents overconfidence at 9:31 AM with only 1 minute of data.

Regime multiplier (NEW): finalScore = score × regime.confMult where the multiplier ranges 0.7-1.15 based on detected market regime. See the Regime Detection tab.

Dampening above ±30: finalScore = sign × (30 + sqrt(|score|−30) × 3). Diminishing returns past extreme readings.

4. Verdict Logic + Pillar Agreement

Verdict requires not just a score, but pillar agreement: 3+ pillars must point the same direction. Without agreement, verdict is "conflicted" and shouldTrade=false.

Early-session protection: if sessionPct < 0.08 (first ~30 min), verdict is forced to NO TRADE.

Projections at 10:30 AM (Primary) and 2:00 PM (Confirm) show what the model said at those checkpoints — confluence between Primary + Confirm + current = highest conviction.

1. What Are Move Validators?

A suite of three tools answering the same question — "is this price move real or fake?" — at different scopes:

2. Real/Fake Movers — 7-Factor Pre-Market Model

Classifies pre-market moves on a 0-100 scale. Scans ~100 PM movers in real-time (60s refresh). After 9:30, freezes at the open snapshot.

Score ≥70 = REAL MOVER (continuation play). Score ≤30 = FAKE MOVER (reversal play). 31-69 = uncertainty zone.

3. Breakout Tester — 6-Factor Level Analysis

For each of 7 key levels (Yesterday H/L, VWAP, PM H/L, ORB 30-min H/L) plus historical S/R swing pivots, runs a dual analysis:

BROKEN levels → trap probability (is the breakout real or fake?). UNBROKEN levels → break risk (is the level holding or about to break?).

Levels are tiered: ★ Major (Yesterday H/L, VWAP), ◆ Historical S/R (multi-day swings), · Secondary (PM H/L), · Tactical (ORB).

4. Bull/Bear Trap Finder — Multi-Ticker Scanner

Runs the BROKEN-level analysis from Breakout Tester across 30 priority tickers (major ETFs + Mag Seven + S&P megacaps). Returns only actively forming traps (trap prob ≥ user threshold).

60-second cache for performance. Pass ?nocache=1 to force fresh scan. Click any result card → opens Breakout Tester pre-loaded with that symbol.

1. What Is Regime Detection?

A classifier that labels today's market state and adjusts O-C model confidence. The biggest weakness of fixed-weight models is treating all days the same — a trending day vs a whippy/volatile day require different conviction levels.

Regime detection runs on every O-C Direction call (both Market and Company) and applies a confidence multiplier (0.7-1.15) to the final score.

2. Three Inputs

3. The 5 Regimes