Symbol - Anomalies
Six statistical detectors on one symbol, scored 0-100, with every flag explained in plain English.
Why it helps
- Triage in one number — A single 0-100 composite tells you whether a symbol is behaving unlike itself, before you open a single chart.
- Every flag is explainable — Each event carries its z-score, expected vs actual, baseline depth and a plain-English sentence - never an unexplained red dot.
- Nothing goes stale — Detectors recompute from raw adjusted prices on every request, so you are never reading a cached statistic from last month.
- Know what the score cannot see — Thresholds, weights and the decay formula are printed on the page, along with any detector that has no data for this symbol.
How to use it
- Pick a symbol and a window — 3 months through 2 years. The engine always reads 160 extra sessions behind your window so the longest baseline is full before the first reported day.
- Read the score first — Nominal under 20, Watch 20-44, Elevated 45-69, Critical 70 and above. It decays with a 10-session half-life, so it reflects what is happening now rather than six months ago.
- Filter by detector — The chips carry live counts for the whole window; clicking one filters the event log without changing those counts.
- Open an event — Click any row for expected vs actual, the z-score, how deep the baseline actually was, and a 14-session sparkline of the exact series that tripped.
- Check it against the envelope — The shaded band is the rolling 20-session mean plus/minus 2 sigma of the close, computed ex-ante; markers show the sessions a detector fired.
What's in it
- Six detector classes — Price gap, volume surge, volatility spike, options flow, correlation break and liquidity drop.
- Composite score — Severity-weighted and recency-decayed across every detector, with the full formula disclosed on the page.
- Sigma-envelope chart — Rolling 20-session mean plus/minus 2 sigma with breach markers and a volume subplot.
- Transitions, not states — A detector fires when a threshold is first crossed, with a cooldown, so one long regime is one event rather than fifteen identical rows.
- Stated limits — The tape-based liquidity proxy, the shallow options history and the US-session-only correlation are all called out rather than hidden.
FAQ
Does a high score mean the stock is about to move?
No. It says the symbol is behaving unlike itself, not which way it goes next. The detectors have not been validated against a hand-labelled event set.
Why is a detector showing n/a?
It has no usable data for this symbol. Correlation break needs a US-session benchmark, and options flow needs at least 20 sessions of stored implied-vol history.
Why does the shaded band lag the price?
It is ex-ante by design - each session is judged against the 20 sessions before it, never a window that already contains it, so a big day cannot inflate its own baseline and hide itself.
Is the liquidity detector reading the order book?
No. KA has no order-book depth. It scores traded value (price x volume) as a tape proxy, which reads as 'harder to get size done', not as a measured spread.
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