MarketGrep Glossary
Every indicator on the dashboard, defined.
Breadth
- Market Breadth — The share of index members participating in a move. Tells you whether a rally is broad-based or narrow.
Composite
- Exposure Score — A 0–100 dashboard summary blending breadth, momentum, and trend signals into a single risk-on/risk-off reading.
Flow
- Most Active Relative Volume — Ratio of intraday volume to 20-day average volume — used to rank where actual flow is going today.
Risk
- Turbulence Index — A Mahalanobis-distance regime indicator: how far today's cross-asset return vector is from its trailing covariance-implied normal.
Sentiment
- WSB Sentiment — Daily ticker mention frequency and bullish/bearish tilt from r/wallstreetbets.
Trend
- Momentum — Distance of price from its trailing moving averages, plus 30-day return — measures how stretched a trend is.
Volatility
- VIX Regime — The four bands MarketGrep uses to interpret VIX levels: <15 low-vol, 15–20 neutral, 20–30 elevated, >30 stress.
MarketGrep is a market-environment dashboard. Every signal on this page is descriptive, not prescriptive — there is no buy or sell recommendation anywhere on the site. Data is for informational purposes only and may be delayed, inaccurate, or revised.