About

What TickerStance is

TickerStance is a public market regime dashboard for retail swing traders. It compresses the daily evidence (trend, breadth, leadership, macro) into a single Stance score from 0 to 100, plus four subscores you can drill into. It refreshes once per US trading day after the close.

It exists to answer one question well: what kind of market is this, right now? The methodology page documents every signal, every weight, and every normalization rule, so you can audit (or disagree with) the regime read instead of taking it on faith.

TickerStance answers one question: what kind of market is this right now, and where in it should I be hunting? It does not tell you which stock to buy, when to enter, or what to do with positions you already hold. It puts a single 0-100 score on the day and then shows the breadth, trend, leadership, and macro evidence behind that score.

Who is behind it

TickerStance is built and maintained by Sverre Moe, a solo developer and swing trader. Reading regime is the single biggest risk-management lever a swing trader has, William O'Neil documented this fifty years ago, and roughly three out of four stocks still follow the broad market.

That is the reasoning behind TickerStance: a daily, methodology-disclosed regime tool built by a swing trader, for swing traders, then made public instead of kept as a private edge. The author page has more on who writes the pipeline and the /reads essays, and how to verify what gets published.

How the data is made

Every Stance score starts from raw inputs: daily price and volume bars from our market data vendor, and macro series from the Federal Reserve's FRED database. Company filings pulled from SEC EDGAR feed a separate fundamentals layer — used on the fundamentals page, the terminal, and ticker dossiers — not the Stance score.

Each US trading day, after the close (around 23:30 UTC on weekdays), the price and macro inputs run through the signal registry. Individual signals for trend, breadth, leadership, and macro compute independently, roll up into their four subscores, and those subscores compose into the single Stance score from 0 to 100.

A snapshot only goes live once it clears the pipeline's own checks, including a coverage guard that blocks publication when the day's inputs are too incomplete to compose a reliable Stance. A failed run leaves the dashboard showing the prior day's read until the next run succeeds. The breadth and internals signals that pipeline produces are visible on the data page.

What we believe

The methodology is the product. Every signal has a public formula. Every subscore has a documented weight. The pipeline is deterministic (same inputs, same output). You can disagree with the weighting and form your own read from the components.

Daily, not real-time. One snapshot per US trading day, computed after the close. Tick-by-tick noise is for day traders; swing traders need the close-to-close read.

Regime, not picks. We do not tell you what to buy. We tell you what kind of market you are buying into. Stock leaderboards exist as watchlist seed material, never as trade instructions.

Free, not freemium-bait. The public dashboard is free forever. Pro adds tooling (the keyboard terminal, stock scans, snapshot replay, unlimited watchlists), not access to the regime read itself.

What TickerStance is not

It is not a brokerage, a registered investment advisor, or a fiduciary. It is not a recommendation engine and it does not send buy or sell alerts. It is not a stock-picking service and it does not tell you which stocks to own.

It does not know your holdings, your risk limits, your tax situation, or your time horizon. It cannot replace your own judgment, your own trade plan, or your own stop loss. Nothing on TickerStance is investment advice.

It is also not a real-time intraday tool. The pipeline runs once per US trading day after the close. If you need a tick-level view, you need a different product.

How to verify the work

Read the methodology page. It documents every signal, every weight, every normalization rule, and the publishing discipline. Every snapshot is versioned via a computeVersion field, so when weights change or new signals are added, historical snapshots can still be reconstructed under the version that was active at that point in time.

The intent is simple: any number you see today should still be reproducible a year from now.

Ask us anything

If there is data you would find useful that the dashboard does not show yet, send us a note. If a number on the dashboard does not match what you expected, we want to hear about it. If a definition on a methodology page is unclear, that is a bug to fix.

TickerStance exists to be useful for actual swing-trading workflows. The fastest way to make it more useful is to hear what is missing or confusing. Send a question, a feature request, or a correction and we will get back to you.

How it is funded

The headline regime read stays free for everyone. The Pro tier at $28 per month, grandfathered for early subscribers, adds the working tools — the keyboard terminal, stock scans, snapshot replay of any past trading day, and unlimited watchlists. That subscription revenue is what funds ongoing development.