Market Meteor

Type a ticker anywhere, to start or click here for an interactive walkthrough.

Choose a ticker from the ticker tape to display associated plots.

Welcome to Market Meteor!

Market Meteor visualizes quantitative data for over 1500 stocks. These stocks have a long history of data and over 2 billion market cap.
Data is updated every night with the exception of live Watchlist, which updates on loading of this site. Users may also refresh the data by clicking Refresh or Refresh Holdings.
Our algorithm detects, Market Meteors (also referred to as signals), stocks that have fallen and may be primed for a short-term rebound.
A prediction can be made for when a Market Meteor will arrive, and is denoted as the Target Price in the watchlist. A stock must close at this target price in order to become a Market Meteor.
Market Meteors are evaluated over a span of 63 days.
Profitability may vary depending on your risk tolerance.
Market Meteor is for entertainment and informational purposes and does not constitute investment advice

Market Meteor

Portfolio Simulations Top 10 and Bottom 10 Simulations

Last updated: 3/1/2024
Market Meteors with the following filter: Pwin >= 80, earnings [-63,14), average duration <=7, daily delta >= -0.05, 63 d% >= -0.35, <126 days below threshold
Starting Cash: 10000
Maximum Position Size: 2000
Cash Settlement: 3 days (loss in portfolio value until it clears)
Positons do not have to be unique
No fractional shares

Start	Total Return	Beta	Alpha	Standard Deviation	Sharpe Ratio	Information Ratio	average_risk_free_rate	GSPC	CD	Buy Count

date_number	action	ticker	shares	price	max position size	cash	sell_date	clear_date	date	nr

Return by Region 200 Bearish | 800 Bullish

U.S. Equity Sectors SPDR Sector ETFs

Sector ETF	Last	Close	Updated

U.S. Equity Markets Major Indicies

Market Movers largest gainers and losers of the day

Min Gain, Min Loss (%):

Ticker	Overall Record	Last	Close	Target	Drop Needed	prev 1d %	1d %	63d %	Earnings	Avrg Days Below Threshold	Total Days	Category	Updated

63d% vs. Earnings Offset Closest Overview

This is a scatter plot of the 63d% (63 day delta) versus Earnings Offset Closest.
Recall that earnings offset is defined as: the number of days from an earnings report. Negative values indicate days before earnings. Positive values indicate days after earnings.
and chances are defined as: In a window of 63 days, looking forward, the number of days or chances a position can be closed with a gain of at least 5%
green dots represent signals that had 6 or more chances
yellow dots represent signals that had 1-5 chances
red dots represent signals that had 0 chances
dots that are outlined only and are not filled in are "in-progress" of being observed in our 63 day window

63d% vs. Date Analysis Overview

The purple series represents the percent change from the relative 63-day peak over time
the red line is at -20%, which is a key level for our algorithm's signals.

Close vs. Date Analysis Overview

The purple series represents the Close price
When hovering, the data callout gives key information:
- 1d %: last day's percent change
- 63d %: percent change from the 63-day peak
- Chances: In a window of 63 days, looking forward, the number of days or chances a position can be closed with a gain of at least 5%
- Earnings Offset Closest: Number of days from an earnings report. Negative values indicate days before earnings. Positive values indicate days after earnings.
Green and red dots represent the performance of the M20 algorithm. Green dots, labeled 'M20 Pass', indicate instances where the algorithm correctly forecasted a price increase of at least 5% within 63 days. Red dots, labeled 'M20 Fail', denote occurrences where the algorithm's predictions did not meet this benchmark.
The markers labeled 'E' denote days on which earnings were reported.

This top bar shows important summary information pertaining to the current stock

Overall Record: success rate of all completed signals (63 days of evaluation)

In-Play: success rate of in progress signals (previous 63 days)

Minmum M20: minimum percentage gain from a signal ("M20" stands for "-20")

Latest Earnings Offset: Number of days from an earnings report. Negative values indicate days before earnings. Positive values indicate days after earnings.

Last Update: Date and time when the data shown was most recently refreshed or updated

Sector: The specific segment or category of the economy to which a company or its business activities belong

Close vs. Date Close price per day

63d% vs. Date Percent down from the 63 day peak

63d% vs. Earnings Offset Closest Chances to exit with >=5%

1 Minute Data INSERT TICKER HERE

Double click the title bar to maximize the plot.

Holdings

From the settings gear different portfolios can be displayed

Positions without a sell date are in focus

Positions with a sell date are dimmed in green if the Return to Date (RTD) was greater than the ^GSPC's RTD (index) over the same period, otherwise they are dimmed in grey.

Last price is red if negative and represents the percent change from the buy price to the last price

In the case of a stock split the buy prices are not adjusted and may have erroneous percent change

A drop down allows for selection of different portfolios

Incoming Meteors

Recall that Market Meteors (also referred to as signals), are stocks that have fallen and may be primed for a short-term rebound.

Rows that are purple are either candidates for becoming Meteors or are already Meteors

If 1d % and prev 1d % are negative, that means the last two days closed with a negative percent change, and it is already a Meteor.

Otherwise, if 63d % is <= -20% but only 1d % is negative, it must close down for the day to become a meteor.

Make sure to view the other graphs to determine if meteors are right for your risk tolerance

The Watchlist shows tickers in a tabular format

Clicking "Incoming Meteors" and "Holdings" will toggle between the two

Clicking "Refresh" will update the Incoming Meteors Watchlist

Clicking "Refresh Holdings" will update the Holdings Watchlist

Headers in purple indicate data that is updated

Clicking "Apply" will filter the Incoming Meteors

Clicking the settings gear will open the filter menu

A drop down allows for selection of different portfolios

Maximum Delta Forward 63 Days Overview

This is a histogram of the minimum and maximum deltas (percent change) looking forward in a 63 day observation window
These bars do not indicate if one event (min or max) occured before another
Purple bars represent successful algorithm signals
Red bars represent unsuccessful algorithm signals
Grey bars represent days that were not an algorithm signal

Watchlist

Overall Record (%): Drop (%): Earnings:

Choose an Existing Portfolio: Create New Portfolio (enter name):

Ticker	Overall Record	Last	Close	Target	Drop Needed	prev 1d %	1d %	63d %	Earnings	Avrg Days	Total Days	Category	Updated

Ticker	Buy Date	Buy Price	Last	Target	1d %	63d %	Sell Date	Sell Price	RTD	RTD (GSPC)	Earnings

Market Meteor

Type a ticker anywhere, to start or click here for an interactive walkthrough.

Portfolio Simulations Top 10 and Bottom 10 Simulations

Return by Region 200 Bearish | 800 Bullish

U.S. Equity Sectors SPDR Sector ETFs

U.S. Equity Markets Major Indicies

Market Movers largest gainers and losers of the day

Close vs. Date Close price per day

63d% vs. Date Percent down from the 63 day peak

63d% vs. Earnings Offset Closest Chances to exit with >=5%

1 Minute Data INSERT TICKER HERE

Watchlist

Meteor Event Log Past and Ongoing Meteors

Percentage of Successful Signals per day with Minimum Overall Record

Maximum Delta Forward 63 Days percent change 63 days following a signal