A zoomed price axis can make a small move look dramatic. Compare the actual dollar or percentage change. Standalone Focused chart is a transformed view: read its own axis and labels rather than treating it as raw price. OHLC and Candlesticks use provider prices; their optional orange Focused trend overlay shares the dollar-price axis. Smoothing describes the loaded path retrospectively, not a forecast. Blue close-only ticks mean OHLC was unavailable, not a candle with no range. A missing segment is missing evidence, not a flat price.

OHLC bars show the same information: open tick on the left, close tick on the right, and a high-to-low stem. A five-minute bar summarizes five minutes, not every trade. A developing bar can change. If genuine OHLC data is unavailable, the app does not invent candles. Grouped bars summarize the coverage stated in their tooltip.

Moving averages smooth earlier prices and lag turning points. VWAP is a volume-weighted reference, not a price floor. A high path-efficiency reading describes a more directional observed path; low efficiency describes more back-and-forth travel. Volatility describes movement size, not whether the next move is up. Compare cumulative volume with the same time of day, not with a finished full session.

Roughly 10% of historical observations lie below P10 and 10% above P90, subject to sample size and ties. This is not an 80% promise about the next outcome. An unusually high percentile means high relative to the selected history, not an 80% chance of a rise. Read each legend: dot colors and reference markers have chart-specific meanings.

The session-price columns use a zoomed price axis, not a zero-based value comparison. Overnight gaps and open-to-close returns describe different parts of the day and compound rather than simply add. Drawdown means decline from a prior closing peak; an unrecovered decline is still open, not a known recovery duration. Same-clock movement compares similar session times; displayed clock labels may use your local timezone while session matching remains New York based.

Intraday Outcomes compares earlier sessions at the same clock with matching price positions, 9/21 EMA slopes and ordering, and last-bar touches or crosses. It uses completed prices, not the retrospective Focused drawing. Next-30-minute and snapshot-to-close outcomes are separate and exclude overnight gaps. Each range needs eight valid outcomes; no nearest matches are forced. Samples and horizons overlap and are dependent. These comparisons are unvalidated descriptive history, not bounce probabilities, forecasts or a trading edge. Daily SMA and rest-of-year studies are not included.

A top-holdings list is not the whole fund, and published weights can change. No published breakdown means unavailable, not zero exposure. Fundamental periods and price timestamps differ; check their dates. Earnings badges flag event-sensitive sessions. Earnings sessions are excluded only from same-clock distributions and bands; comparables, validation and outcomes retain them.

Ranges summarize outcomes at each horizon; their edges are not necessarily one path a real session followed. Intraday next-30-minute and snapshot-to-close outcomes are different questions. Gap-excluded multi-day reference paths are not actual future prices. Swing history separates overlapping general windows from non-overlapping windows, and matched candidates from the selected non-overlapping matched sample. Overlap creates dependence; many windows are not many independent confirmations.

Walk-forward coverage reports how often later observations fell inside ranges built using earlier history. Replay shares the displayed matching rules; volatility groups summarize the same pooled results without refitting. Score History's historical sensitivity resamples session blocks, preserving dependent snapshots and unmatched sessions. It describes variation within historical evidence, not predictions or significance; sparse or constant history can leave it unavailable. Acceleration confirmation uses each bar's own completed prefix, not a retrospectively revised prior value. Chronological observations remain dependent. Unavailable data, a path gap or no later bars at the close means no measured outcome, not a zero return. A historical view is dated evidence; a live quote does not make an older report current.

Timeframes can disagree without either display being broken. Compare the same ticker, horizon and timestamp. Score History shows how the stance changed through history; it does not prove a profitable strategy after costs. Missing or insufficient scores are not neutral scores. ETFs have Score History and Trade Assessment too; SPY comparison with itself is hidden. This guide intentionally does not disclose score construction, factor weights or thresholds.

A scatterplot dot pairs instrument and benchmark returns from the same observation. Co-movement does not show causation or guarantee future sensitivity. Missing sector evidence does not erase available SPY evidence. Calendar notices and earnings flags are event context, not a change to the Market Environment risk score. An environment label is not a personal assessment of how much risk you should take.

Historical simulations do not guarantee future execution or account results. Read provider caveats, adjusted dates and any assumptions about fees, slippage, dividends and rebalancing rather than assuming they are included. Watchlist simulation starts with 100 shares per symbol without changing saved Watchlist holdings; Model Insight starts empty. Short or custom date ranges may be adjusted to available trading sessions.

The bell stays red while a tracked calendar event is today or later, or for unread SMA alerts away from Watchlist. Refresh restores upcoming calendar notices. An event notice is not an economic-release result. Use Getting Started for navigation help and Contact to report unclear or missing evidence.