Leader Strength — how to read it
← DashboardA real-time read on what the market's strongest names are doing, for trading MNQ. It's a context tool, not a signal generator — it tells you whether the leaders back your idea. Shown probabilities are measured (walk-forward); sizing/regime thresholds are labeled heuristics.
The one-line read (header)
Regime · Score · MNQRegime badge (see below), the composite leader Score, and live MNQ vs its VWAP. If you glance at one thing mid-trade, glance here.
▲ LONG SETUP bannerFires when ≥4/10 leaders hold above their prior-day high while MNQ hasn't cleared its own — the leaders showing their hand before the index.
▼ SHORT SETUP bannerThe mirror: ≥4/10 leaders holding below their prior-day low while MNQ hasn't broken its own — leaders leading the index down to the level.
Regime (the header badge)
Set by leader breadth — whichever side is broader: how many of the 10 are holding above their PDH vs below their PDL.
STRONG_BULL / STRONG_BEARA strong majority of leaders holding above their prior-day highs (bull) / below their lows (bear) — the most decisive read.
BULL / BEARMore leaders leaning one way than the other — directional, but not a strong majority.
NEUTRALNo clear side — leaders are mixed, no edge either way.
WARMUPEarly in the session, before there's enough data to call a regime.
The core — leader breadth
Breakout / Breakdown breadth (BO / BD)How many of the 10 leaders are HOLDING above their PDH (BO) or below their PDL (BD). The top factor — when leaders stack one way, MNQ usually follows. Strength = the subset moving with momentum.
Composite BreadthWeighted bull/bear breadth based on PDH/PDL, PDC and VWAP.
Leader table & zonesEach leader's zone vs prior-day levels: ▲ above PDH · PDC–PDH · PDL–PDC · ▼ below PDL.
MNQ structure & context
MNQ RangeMNQ on its own prior-day range (PDH / PDL / PDC) with session VWAP — your level at a glance.
Gap ContextOvernight gap direction, room-to-fill in points, and measured fill odds (≥25/50/75% / full) from history — not guesses.
Volatility & sizingPremarket-forecast vs realized vol, and a suggested contracts/stop/target for the regime (more size + tighter stop when quiet, less + wider when hot). A reminder, not advice.
Market Context · Cross-AssetQQQ/SMH/SPY as broad confirmation; VIX/10Y/CL with a risk-on/off read.
Alignment / DivergenceFlags when leaders/indices agree — or disagree (e.g. SMH breaks PDL while QQQ holds), often the earliest heads-up.
Modes
● LIVETick-by-tick feed.
ReplayStep a past session from the stored data — set the date, pick the speed.
per-secLive-style replay — MNQ moves each second; closed-bar factors settle on the minute (non-repainting).
Landing previewOn load it shows the latest session's open so the panels aren't blank — pick Replay or Live to start.