Institutional activity detection using Volume Spikes, Money Flow Index (MFI), On-Balance Volume (OBV), and Chaikin Money Flow (CMF).
Data source: Finviz (finvizfinance). Shows trades with value > $50K. Updated weekdays ~5:00 PM ET. SEC Form 4 links open the official filing. Insider trades are a lagging indicator — insiders may sell for personal reasons unrelated to stock outlook.
Data source: FMP (STOCK Act filings). Congress members must disclose trades within 45 days. Amounts are reported in ranges, not exact figures. Senate: efdsearch.senate.gov. House: disclosures-clerk.house.gov.
Holdings & transactions for the Donald J. Trump Revocable Trust and Donald Trump Jr. (co-trustee). Data from SEC EDGAR Form 3/4/5 + the 2025 OGE 278 annual disclosure.
Quarterly 13F holdings for elite managers + daily holdings for politics-tracker ETFs. Framing: smart-money confirmation, not entry signal — 13F data lags ~45 days.
Sources tracked:
Q-over-Q deltas: NEW = first time held · ADDED = increased ≥1% · REDUCED = decreased ≥1% · CLOSED = fully exited.
Put / Call: 13F filers disclose options positions. A "Put" line on a ticker means the manager is hedged / bearish on it — value shown is notional, not premium. Aschenbrenner and Burry both run substantial put books.
Lag: 13Fs file 45 days after quarter-end. Burry's Scion files at the last possible day (sometimes uses Form 13F-HR/A confidential treatment). NANC/GOP ETFs publish daily.
Index-level Market-On-Open imbalance — institutional/ETF rebalancing pressure into the 9:30 AM ET opening cross. Net = Buy − Sell in $millions.
Net imbalance is the dollar volume of unmatched MOO orders heading into the 9:30 AM ET opening cross. Negative = sell pressure, positive = buy pressure. Reflects institutional / ETF / mutual-fund rebalancing pressure — not regular intraday tape.
Why it matters: A large MOO imbalance into the open often telegraphs the day's directional bias — index ETFs and pension/401k rebalancing flows cross at 9:30 ET. Persistent multi-day skew can flag macro positioning shifts before they show up in price.
Data: Aggregated from FinancialJuice (NYSE Opening Auction Imbalance + Nasdaq NOII feeds), captured Mon-Fri at 9:32 / 9:34 / … / 9:46 ET — 8 snapshots through the opening window so the last write reflects values closest to the 9:30 AM cross. If FinancialJuice is unavailable, the last successful snapshot is kept (check the timestamp above the panel).
Index-level Market-On-Close imbalance — institutional/ETF rebalancing pressure into the 4:00 PM ET cross. Net = Buy − Sell in $millions.
Net imbalance is the dollar volume of unmatched MOC orders heading into the 4:00 PM ET closing cross. Negative = sell pressure, positive = buy pressure. Reflects institutional / ETF / mutual-fund rebalancing pressure — not regular intraday tape.
Why it matters: The closing auction prints the largest single-trade volume of the day. A persistent multi-day skew (e.g. -$500M S&P sell every day for a week) is a smart-money distribution flag that doesn't show up in CMF/OBV/RVOL until after the fact.
Data: Aggregated from FinancialJuice (NYSE Closing Auction Imbalance + Nasdaq NOII feeds), captured Mon-Fri at 15:58 / 15:59 / 16:00 / 16:01 ET — four snapshots through the closing window so the last write reflects values closest to the 4:00 PM cross. If FinancialJuice is unavailable, the last successful snapshot is kept (check the timestamp above the panel to see how fresh it is).
This dashboard detects institutional (smart money) activity by combining 5 volume and price-based indicators. When big institutions accumulate or distribute shares, they leave footprints in the data — even when they try to hide it.
Each row in the Sector Flow panel shows three pieces of information:
Bar color: green = avg score ≥56 (accumulation leaning) · red = avg ≤44 (distribution leaning) · gray = neutral. Click any sector row to filter the signals table to that sector only. Click again to clear.
Data source: Yahoo Finance daily OHLCV (same-day data). Updated weekdays at 4:35 PM ET. Universe: S&P 500 + top 50 ADRs + portfolio + macro ETFs (~570 tickers). Score formula: vol spike + MFI + OBV trend + CMF + relative volume, +10 if price within ±5% of 3-month POC, +5 if insider cluster. Click ▶ on any row for an explanation, then "AI Analysis" for LLM interpretation. One input — always combine with fundamentals and macro context.