About TradeDesk

Runs automatically every weeknight in the early-morning hours ET, after the prior US market close:

1. 1Ingest end-of-day prices for ~30,000 US equities (EODHD bulk)
2. 2Compute indicators for up to 3,000 tickers on split/dividend-adjusted prices — ATR, SMAs, RVOL, ADR%, VCP proxy, RS Rank, SMA200 slope, split-safe day %, and 52-week context (null until a full year of history exists)
3. 3Score the market regime from breadth (BULLISH / CAUTIOUS / DEFENSIVE)
4. 4Run every active strategy over the full snapshot universe; rank by composite score
5. 5Pull news headlines + daily news/social sentiment for the focus universe
6. 6Backfill sectors for new pick tickers (fundamentals)
7. 7Compute SentiX social trends — 48h mention velocity vs baseline, quality-weighted polarity, RVOL cross-check — and snapshot the market pulse
8. 8Enrich journal trades with VIX at entry/exit, regime, and social context
9. 9Pull front-month options flow (volume vs open interest) and an ATM ~30-day implied-volatility rank for the liquid, optionable universe
10. 10Enrich the night’s picks and your watchlist with insider (Form 4) activity, short interest / float / institutional ownership, and locally-computed support/resistance levels
11. 11Capture the macro overlay — the Treasury yield curve (with the 2s10s spread) and sector rotation (11 SPDR sectors ranked by relative strength vs SPY)

Steps 5–9 are supplementary: a failure there never sinks an otherwise-good screening run. Options flow runs on its own staggered cron just after the core screen.

The regime — BULLISH / CAUTIOUS / DEFENSIVE— is a single read on whether the broad market is participating or narrowing. It's a majority voteacross up to five independent breadth signals; a signal whose data isn't available on a given day is excluded from the vote rather than counted against the market.

1. Stocks above their 50-day average (the breadth bar on the dashboard)

The share of the screened universe trading above its own 50-day moving average. Above 60% = broad participation (bullish); below 40% = narrow, defensive. This is the number shown as "Breadth" on the regime card, with a multi-session trend line.

2. SPY vs its 50-day average

Is the S&P 500 itself above or below its own intermediate trend.

3. QQQ vs its 200-day average

Whether tech/growth leadership is above or below its long-term trend.

4. New highs vs new lows

How many names in the universe printed a fresh 52-week closinghigh today versus a fresh 52-week closing low — breakouts against breakdowns. Computed from our own universe's closes, not the exchange-published intraday hi/lo list.

5. McClellan Oscillator (breadth momentum)

A smoothed measure of whether daily advancers are accelerating past decliners. Built from the universe's own advance/decline line; positive = breadth improving, negative = deteriorating.

Strict majority of available signals bullish → BULLISH; majority defensive → DEFENSIVE; otherwise CAUTIOUS. All five are computed nightly from our own universe data — no single missing feed can silently freeze the call. Universe-derived signals also require a real sample behind them (at least 100 screened names that night); below that floor they report no data and drop out of the vote rather than being estimated. See today's live signal breakdown →

EODHD All-In-One

End-of-day and real-time prices, historical data, VIX index, fundamentals (including float, short interest, and institutional ownership), insider (Form 4) transactions, news with per-article sentiment, the economic-events calendar, and the earnings calendar. Support/resistance levels are computed locally from price history.

EODHD Options (UnicornBay)

End-of-day US options chains — per-contract volume, open interest, and implied volatility. Used to compute front-month options flow (volume vs open interest) and a trailing-year ATM implied-volatility rank for the liquid universe.

SentiX

A partner social-sentiment database tracking ticker mentions on X/Twitter — 400k+ pre-scored mentions (Bullish / Neutral / Bearish) with author follower counts and verification for quality weighting, refreshed continuously, plus 12-hour AI market recaps. TradeDesk reads it nightly and snapshots per-ticker trend scores into its own history.

The core social signal: mention velocity(48h chatter vs the ticker's own 7-day baseline) crossed with real volume (RVOL). Social spike + volume = a move underway. Social spike + no volume = chatter, filtered out. Bearish social spike = vetoed from put-selling candidates entirely.

Prices are split & dividend adjusted

Every indicator, day-change, 52-week range, and sparkline is computed on adjustment-factored prices — a stock split renders as the continuous move it was, not a phantom crash.

All times are US-Eastern

Journal dates, calendars, earnings windows, and run timestamps follow the market's clock (America/New_York), regardless of where you or the servers are.

Quotes are delayed

Live prices on the watchlist and open positions are ~15-minute delayed and labeled as such — never treat the stop-buffer readout as a real-time trigger.

Missing data is shown, not assumed

A signal without data renders as "—" and drops out of any vote or average — the app never fills a gap with a guessed value.

Full product requirements, file map, and debugging runbook live in PRD.md at the project root; build history is on the Admin changelog.