Voltape — security analysis

Positions and account size sync to your signed-in account, so every device shows the same book. clear this position · reset all saved inputs

catalyst radar — scheduled risk on a days-weeks horizon

Highlighted events are high-impact for this name. A leveraged ETF held through a binary print is a different bet than holding it on a quiet session — size accordingly or trim before the print. Dates come from a maintained calendar in this app's config; verify before trading around them. An automatic feed arrives in a later phase.

Candles are the daily record; the shaded band is two standard deviations around the 20-day mean; columns along the base are volume. Hover or tap the tape for the exact print on any day. · This history contains a one-day move beyond ±50% — possibly a reverse split the feed did not adjust. Levels and indicators may be skewed; verify the chart against your broker before trading it.

breakeven tracker & leverage decay clock

Estimated from realized volatility of the last 20 sessions, plus financing and fund expenses (assumed ~4.3% short rate, ~0.9% expense ratio — config assumptions, not quotes). Volatility drag roughly doubles when VIX exceeds 30. What is decay drag?

risk & position sizing — trade in R, not in shares

Size is set by the stop, not by conviction. At 1% account risk and a — stop distance, the position that risks exactly 1R is the number above — anything larger is over-betting. What is R? · re-derive entry & stop from the engine

overnight gap stress test — the gut-check, made literal

If the honest answer to "how would I feel waking up to this" is bad, the position is too large regardless of what the chart says.

exit planner

P&L on shares still held, by price path

scenario comparison — six paths from here

portfolio heat & correlation — are you one bet wearing three tickers?

open risk at the current stop, as a share of account — this position; full-book heat arrives with broker integration

Correlations are computed from 60 sessions of daily returns across your held book plus the open name () — the set changes as your positions do. Inverse pairs read near −1 by construction, and daily-reset decay makes long-window values partly mechanical — treat the matrix as a clustering guide, not a precision instrument. Red cells move together — effectively one position. How to read this

evidence — the five setups, replayed over history

Methodology: the exact shipped rules replayed bar-by-bar over end-of-day history with no look-ahead — entries at the next open, balanced-mode stop and first target as the bracket, stop wins when both print in one bar, gaps fill at the open, 0.1% round-trip cost. Historical pattern behavior is measurement, not prediction — it says how these rules behaved, never how they will.

report card — the instrument grading its own calls

Every verdict change on a held name is a recorded call. Five sessions later it is graded on what price actually did, in ATR units: add zone wants price up; trim and exit want it down; watch and hold are informational. A ≥ +1.0 ATR · B ≥ +0.3 · C flat · D ≤ −0.3 · F ≤ −1.0. Calls younger than five sessions wait. This is measurement of the live instrument, not of a backtest.