FEATURES

The Reports provide you with an unparalleled window into each market's fundamentals.  Each report presents up to six easily interpreted indicators of fair value based on complex multi-factor models, relative value models, and more.

The Reports reduce each market down to eight or fewer price-driving factors.  The factors are accompanied by an array of indicators, charts, and metrics, providing a granular look into each of the market's moving parts.

The Reports include metrics that gauge what has been driving the market across several time frames at both the factor and model-level.

00 / THE REDUCTION INDICATOR

Before listing many of the Reports' features, below, it is important to highlight the Reduction Indicator.  A layer of additional analytics reduces all of the information available to you through the Reduction Reports down to one simple, dynamically colored, 0-10 indicator.  This is featured in the center of each Report and can be viewed as an "all things considered" indication of bearishness/bullishness.

In addition to market price volatility indicators, the Reports provide factor-level weightings and risk sensitivity metrics for multiple time frames, enabling you to assess the market's exposure to each of its price-driving components.

Price action is the market's voice, and the Reduction Reports are your personal translator. Each report includes a suite of logically designed technical indicators, allowing you to quickly assess the technical story the market is communicating.

Dive deeper into the data.  With access to a full daily time series history of many of the analytics included in the Reports, you can easily incorporate them into your trading systems or  engage in further analysis when necessary.

01 / FAIR VALUE
  • Value Indicators

    • Multi-Factor

    • Sentiment-Free

    • Relative Value

    • Ratios

    • Derived

    • Sector-Specific (PPP, P/E, etc.)

  • Model-Implied Prices

  • Fundamental Momentum Indicators

    • 1, 3, 6, 12-Month Time Frames​

  • Charts

  • Signals

02 / FACTORS
  • Factor Strength Indicators

  • Factor Momentum Indicators

    • 1, 3, 6, 12-Month Time Frames​

  • Statistics

  • Charts

03 / DRIVERS
  • Model-Level Tracking Percentages

    • 1, 3, 6, 12-Month Time Frames​

  • Factor-Level Driving Percentages

    • 1, 3, 6, 12-Month Time Frames

  • Long-Term Correlations​

04 / RISK
  • Factor Risk Sensitivity

    • 1, 3, 6, 12-Month Time Frames​

  • Factor Weights

    • 1, 3, 6, 12-Month Time Frames

  • Factor Volatility

  • Factor Kurtosis (Extreme Move Risk)

  • Factor Skew (Directional Extremes)

  • Multiple Price Volatility Metrics​

05 / TECHNICALS
  • Charts / Features

  • Price-Based Indicators

  • ​Volume-Based Indicators
  • Market Environment Identification
  • Momentum / Trend Strength
  • Range / Boundary Indicators
  • Volatility Indicators
  • Reversal Indicators
  • Forward Curve
    • Current​
    • Historical
06 / ANALYTICS
  • 9+ Years of Daily Time Series Data

  • Historical Market Data

    • Continuous Contracts​

      • Open, High, Low, Close​

      • Volume, Open Interest

    • Real (Inflation-Adjusted) Series​

      • Seasonal Factors​

  • Reduction Indicator

  • Fair Value

    • Model-Implied Prices​ / Indicators

      • Featured Model​

      • Ex-Sentiment Model

      • Alternate Models

    • Momentums
      • Featured Model​
      • Ex-Sentiment Model
  • Factors
    • Series History
    • Level Indicators​
    • Momentums
  • Technical Indicators & Chart Data
 
 
 
 
 
 
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