The analytical indicator stack
Twelve published measurements
Farlens is designed to combine twelve measurements across stocks and crypto and show which measured factor is most consistent with an observed move. This is contributing-factor analysis, not proof of cause. Paid readings are planned for launch and are not available today.
Price and money flow
What the tape is doing, weighted toward the measurements that track money rather than price alone — because volume-backed moves and price-only moves are not the same event.
| Measurement | What it reads | Weight |
|---|---|---|
| Trend | 50-day vs 200-day moving average, and where price sits against both | 12.9% |
| Money Flow Index | Momentum weighted by dollar volume — RSI that knows how much money moved | 10.3% |
| On-Balance Volume | Whether volume is accumulating or distributing | 10.3% |
| Momentum (RSI) | Overbought or oversold on a 14-period basis | 8.6% |
| Accumulation / Distribution | Where in the daily range trades are closing | 6.9% |
| Volume surge | Today's volume against the 20-day average — is anyone actually showing up | 5.2% |
Positioning and flow
Measurements intended to describe positioning and market flow where the required data rights and technical evidence are verified.
| Measurement | What it reads | Weight |
|---|---|---|
| Crypto derivatives positioning | Open interest, funding rates and liquidations — who is levered and which way crypto | 11.2% |
| 200-week MA premium | Premium or discount to the long-term floor crypto | 7.8% |
| Sector rotation | Relative strength against the sector ETF — is money rotating in or out | 7.8% |
| Short volume | FINRA off-exchange short-sale share as a measure of shorting activity US equities | 6.9% |
The world outside the chart
Two measurements designed to add world-event and discussion context that a price chart alone does not contain.
| Measurement | What it reads | Weight |
|---|---|---|
| Geopolitical exposure | Chokepoint disruption, conflict, sanctions — mapped to the sectors each event touches | 6.9% |
| Social narrative | Engagement-weighted discussion volume, scored against each name's own trailing baseline | 5.2% |
Stocks and crypto, same engine
Crypto is not a bolt-on. Two components — derivatives positioning and the 200-week MA premium — are crypto-specific and together carry 19% of the composite, nearly three times the geopolitical weight. When you score a crypto name, the planned crypto layer is designed to read funding rates, open interest and liquidation data alongside trend and money-flow measurements. It will remain unavailable unless the necessary data rights and technical evidence are verified.
What happens when a measurement is missing
Some components need data that isn't always there: derivatives data only exists for crypto, FINRA short volume only for US equities, and any upstream source can be briefly unavailable. When a measurement can't be computed it is excluded from the composite, never entered as zero. A zero would read as "neutral" and quietly dilute every other signal; excluding it means the score reflects what was actually measured. The components that contributed are always visible on the read.
The layers on top
- Multi-timeframe alignment — whether the weekly, daily and hourly pictures agree. Deliberately not folded into the composite, because it would double-count trend.
- Bull and bear panel — the composite and its components put through opposing analytical lenses, so every read arrives as an argument with two sides rather than a verdict.
- Risk arithmetic — value at risk, maximum drawdown, concentration, correlation and beta using values a visitor enters locally. These are general calculations, not analysis personalized to holdings or a portfolio. Several are free to use.
- Credit conditions — spread stress as a market-wide backdrop. Explained here.
And the honest part
Twelve measurements sound impressive. What matters is whether the combination holds up on data it has never seen. Ours grades WEAK on our own scale and is not robust. Historical, backtested and walk-forward results do not guarantee future results; in-sample and walk-forward results differ, and the absolute magnitudes were small. The validation limits are published here.