RegentQuant Essential Indicators All In One Page

Chart 1: [Predict 🐂/🐻 Market] Split-Adjusted Aggregated Leveraged ETFs Short Sale Volume (QQQ)

Data as of 2024-09-13

This indicator is extremely effective at predicting bull and bear markets. Data never lies, especially short sale data of risky assets. The calculation of aggregated short sale volume includes the following 10 leveraged ETFs: TQQQ, SOXL, QLD, SSO, FNGU, SPXL, TECL, UPRO, TNA, and FAS. We found that there is a correlation between increasing short volume in these leveraged ETFs and a market downturn. When the 21-day moving average of aggregated short sale volume is increasing, it suggests a bear market. Conversely, when it is decreasing, it suggests a bull market.

Chart 2: [Market Volatility] QQQ IV

Data as of 2024-09-13

The grey line series represents the realized 30-day volatility, while the colored line series represents the 30-day implied volatility of QQQ. The colored line is red when the implied volatility rank or percentile is above 75%, and green otherwise.

🔗 Daily Capital Inflow

Data as of 2024-09-13

🐂 Top 10 Inflow
Ticker Change Z Score Inflow RH LogoRH25.49%6.8966.20M ZTS LogoZTS0.20%3.7131.98M TEL LogoTEL1.19%3.5428.52M IBM LogoIBM1.50%3.3099.73M EOG LogoEOG0.97%2.9042.78M HAL LogoHAL-0.54%2.6719.87M GBTC LogoGBTC2.39%2.6626.34M BX LogoBX3.20%2.6143.57M NRG LogoNRG1.55%2.6118.94M ASTS LogoASTS11.35%2.6049.52M
🐻 Top 10 Outflow
Ticker Change Z Score Inflow TD LogoTD0.50%-3.55-22.06M UAL LogoUAL1.15%-3.23-33.21M NVS LogoNVS-0.05%-2.88-18.58M AA LogoAA3.73%-2.62-15.90M LINE LogoLINE0.97%-2.40-11.87M GDX LogoGDX2.24%-2.23-59.12M SPLG LogoSPLG0.53%-2.17-88.77M LII LogoLII2.49%-2.01-9.82M VST LogoVST6.31%-2.00-26.23M MELI LogoMELI-0.83%-1.86-50.97M

🔗 Daily Short Sale Volume

Data as of 2024-09-13

🐻 Top 20 heavily shorted stocks
TickerChangeShort VolumeShort Ratio ADBE LogoADBE-8.47%2.1M5.34 RH LogoRH25.49%846.1K5.26 AVUV LogoAVUV2.57%1.7M4.56 SPR LogoSPR-1.28%793.3K4.44 GRMN LogoGRMN-5.52%600.1K4.40 ORCL LogoORCL0.40%7.1M3.99 DJT LogoDJT11.79%8.9M3.72 BA LogoBA-3.69%5.1M3.70 BC LogoBC4.41%385.4K3.60 EW LogoEW0.57%3.6M3.59 GEHC LogoGEHC-0.63%1.2M3.57 CTAS LogoCTAS0.85%224.3K3.45 ARE LogoARE2.06%552.9K3.31 VRSK LogoVRSK-0.22%342.2K3.15 UBER LogoUBER6.45%5.8M2.84 QQQM LogoQQQM0.44%1.1M2.81 ETR LogoETR2.87%763.8K2.74 FCNCA LogoFCNCA0.40%26.3K2.73 NVAX LogoNVAX14.18%3.3M2.57 MAT LogoMAT2.70%1.1M2.54

🔗 Darkpool Activity

Data as of 2024-09-09

🐂 Top 10 Inflow Stocks
TickerChangeNet Inflow MGK1.23%202.51M USHY0.24%139.81M AAPL0.04%121.58M TJX1.25%100.17M ISRG1.60%87.77M MINT0.02%76.80M BRK.B0.04%74.84M JPST0.04%71.51M JNJ1.36%68.46M FDL1.30%65.91M
🐻 Top 10 Outflow Stocks
TickerChangeNet Inflow QQQ1.29%-535.26M GOVT0.13%-181.79M IWM0.28%-133.49M NVDA3.54%-108.70M TMO1.49%-75.49M DAL3.93%-72.28M MUB0.03%-65.25M SPY1.12%-64.26M AMD2.83%-61.91M SRLN0.17%-60.16M

🔗 P/C Ratio Trend

Data as of 2024-09-13

🐂 Top 10 Bullish (Lowest 5 days PCR)
TickerChangePCROptions Vol IREN LogoIREN2.30%0.1150,725 SPXS LogoSPXS-1.51%0.1422,598 CORZ LogoCORZ7.60%0.1773,553 KGC LogoKGC0.61%0.1718,761 WULF LogoWULF-1.62%0.1717,509 AMC LogoAMC1.22%0.1984,966 SQQQ LogoSQQQ-1.33%0.20197,165 APO LogoAPO1.80%0.2210,842 CPNG LogoCPNG1.05%0.2220,625 GLW LogoGLW1.53%0.2313,697
🐻 Top 10 Bearish (Highest 5 days PCR)
TickerChangePCROptions Vol HYG LogoHYG0.28%5.00328,707 HAL LogoHAL-0.54%4.2137,831 DLTR LogoDLTR2.67%3.8858,314 AZN LogoAZN-0.87%3.5614,900 DXCM LogoDXCM1.00%3.4412,612 EEM LogoEEM0.47%3.44240,821 ABNB LogoABNB0.33%3.4341,147 XRT LogoXRT2.89%3.4113,652 APH LogoAPH0.20%3.3523,801 XLF LogoXLF0.29%2.65225,059