ADFM Analytics

Compares ADFM equity baskets across leadership, trend strength, dispersion, and benchmark-relative performance.

Separates growth, inflation, rates, liquidity, and risk confirmation into a transparent cross-asset macro read, then highlights where those signals agree or conflict.

Separates the level and marginal impulse of system liquidity across Federal Reserve balance-sheet plumbing, overnight funding, credit transmission, and a capped market-confirmation sleeve.

Tracks outright U.S. Treasury yield levels, curve shape, and bull/bear steepener or flattener regimes across multiple horizons.

Separates credit-spread stress from outright funding-cost pressure, then checks banks, loans, volatility, and global benchmark 10-year government-yield repricing across flexible horizons.

Maps currencies across trajectory and valuation-policy stretch, with carry, pillar scores, overlays, and daily risk flags.

Measures participation and sector rotation to identify where equity strength is broadening or narrowing.

Ranks all 11 S&P 500 sectors versus SPY, five China/U.S. relationships, three breadth and alternative-weighting ratios, and six inter-sector relationships.

Calculates filing-driven valuation, per-share growth, margins, returns, liquidity, capital structure, issuer-credit ratios, debt maturities, and recent SEC events.

Explores multi-timeframe chart structure, trend, momentum, volatility bands, and key moving averages.

Provides grouped historical inspection of 38 duration, crisis-hedge, commodity, credit, funding, and financial-intermediary ratios, plus custom relationships.

Tracks multi-horizon rate-of-change regimes for fast reads on momentum, acceleration, and trend pressure.

Decomposes selectable realized-volatility ratios and compares them with implied volatility, acceleration, downside, semiconductor, and breadth diagnostics.

Tracks ETF flow-pressure proxies to monitor allocation shifts across macro, equity, and thematic exposures.

Reads conviction, participation, and sentiment using volume-regime signals across major liquid assets.

Maps current implied-volatility richness, downside skew, term structure, and aggregate option activity across a selected universe.

Ranks institutional managers by a selected security's share of their disclosed Form 13F portfolio.

Scans CFTC futures positioning for crowded longs, crowded shorts, and sharp weekly shifts across financial and physical futures, with historical percentile and z-score context.

Builds a cross-asset stress score across equities, credit, commodities, FX, rates, breadth, and dispersion.

Maps upcoming macro catalysts, options windows, Treasury supply, earnings season, and custom event risks.

Provides tactical timing cues for adding, holding, reducing, or rolling portfolio hedges.

Sizes conviction-based exposure against volatility, invalidation, event, tail, and liquidity risk, with a session-by-session historical simulation.

Surfaces historical analogs to contextualize the current tape against prior return paths and regimes.

Shows recurring monthly return and volatility patterns by asset, index, sector, or commodity.

Identifies historically extended commodity moves, waits for exhaustion or reversal confirmation, and measures how often those signals marked durable tops.