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COMMANDS Global: GP Symbol: IBM FA
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Anomaly Detection

256.78 4.89 (1.94%) 09/11/2026
Amazon.com, Inc. (AMZN)
Anomaly Detection scores every symbol against its own history across 17 statistical detectors, on daily or intraday bars. To see AMZN's score, chart and event log, Upgrade to PRO plan!
What it looks for.
  • Price Move — Bar-over-bar return far outside the symbol's own recent return distribution.
  • Volume Surge — Participation far above the recent volume baseline.
  • Volatility Spike — 5-bar realized volatility breaking out of its longer-run regime.
  • Options Flow — Put/call flow, implied vol level, term structure or open interest repricing sharply.
  • Correlation Break — Decoupling from the benchmark it normally tracks.
  • Liquidity Drop — Traded liquidity thinning well below its own norm.
  • Overnight Gap — The move that happened while the book was closed. Price Move scores close-to-close and cannot see it: a symbol that gaps 8% and then grinds back to flat has an ordinary daily return and an extraordinary gap.
  • Range Expansion — How far price travelled inside the bar, regardless of where it closed. Catches the violent two-way session that closes unchanged — invisible to every close-based detector.
  • Momentum Thrust — A sustained multi-bar drift that no single bar is large enough to trip. Ten consecutive 1.2% days are a 12% move and seventeen ordinary returns.
  • Envelope Break — Price standing outside its own statistical range — the shaded band on the chart above. A level, where Price Move and Momentum Thrust are both changes.
  • Relative Strength — Return net of the benchmark's. Separates "the whole market fell" from "this fell". Correlation Break asks whether it still moves WITH the benchmark; this asks whether it is beating it.
  • Beta Shift — How much market move the symbol now takes per unit of benchmark move. Correlation can stay at 0.9 while beta doubles — same direction, twice the size.
  • Flow Imbalance — Volume signed by the direction of its own bar, summed over 5 bars and scaled by normal participation. Volume Surge sees size; this sees which way the size leaned.
  • Price Impact — How much price moves per dollar traded. Rises when the tape gets thin OR when the same size starts moving price further — a different question from Liquidity Drop, which only sees the dollars.
  • Persistence Streak — Runs of same-direction bars against the symbol's own history of runs. Seven straight small down bars are a distributional anomaly that no single-bar z-score can express.
  • Volatility Instability — Volatility of volatility. Volatility Spike fires when vol is high; this fires when vol has stopped being stable — the regime is changing rather than merely elevated.
  • Model-based — Multivariate outlier: scikit-learn IsolationForest and LocalOutlierFactor agreeing, over the joint return / gap / range / volume / volatility / correlation vector.

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