US equity market — most-active index members (S&P 500 / NASDAQ-100 / DJIA)
Top drivers
⌁ mcp.call("adw-111") vADW-111-bridge-1.0 Is money flowing into or out of equities broadly?
US equity market — most-active index members (S&P 500 / NASDAQ-100 / DJIA)
Top drivers
⌁ mcp.call("adw-111") vADW-111-bridge-1.0 A multi-asset allocation agent checks ADW-111 at the weekly rebalance; when the MFI+CMF+breadth composite score falls below 35 with a falling trend (current reading is 31.6, 33rd percentile of its 3-day history, trend flat), it automatically shifts 5% of equity exposure into short-duration Treasuries and widens bid-ask thresholds on equity market-making activity, recording the IOM's score, confidence, and methodology_version in the rebalancing ledger for portfolio-attribution reporting. A score recovering above 50 on rising trend reverses the defensive shift, providing a systematic rules-based trigger rather than discretionary judgment.
An equity strategist at an asset manager uses ADW-111 as a weekly breadth-and-flow overlay to validate whether a market rally is supported by genuine capital inflows or is a narrow leadership advance. At a current score of 31.6 the strategist can document to the investment committee that money flow is in the lower third of observed readings, consistent with a distribution or risk-off environment, even if index prices are holding — a divergence signal that previously required the strategist to manually aggregate MFI and CMF data across hundreds of names before each weekly meeting.
composite z-score 0-100
Version ADW-111-bridge-1.0 · validated to beat a naive baseline · benchmark: n/a
One call returns the answer with its reasoning attached — the live Intelligence Object for ADW-111.
{
"product_id": "ADW-111",
"entity": "US equity market — most-active index members (S&P 500 / NASDAQ-100 / DJIA)",
"score": 34,
"trend": "outflow",
"confidence": 0.8,
"top_drivers": [
{
"factor": "mfi_composite",
"contribution": 43.9
},
{
"factor": "cmf_mean",
"contribution": -0.1155
},
{
"factor": "breadth_positive_pct",
"contribution": 17.6
}
],
"recommended_use": "Gauge aggregate money-flow pressure across US equity index members. Score > 60 = broad capital inflow; < 40 = broad outflow. Descriptive index built from pre-computed alpine-data signals.",
"methodology_version": "ADW-111-bridge-1.0",
"freshness": "2026-06-27T00:00:00Z",
"coverage": "US equity — 17 most-active index members scored (universe 219)",
"source_lineage": [
"alpine-data/stock-money-flow feed — Yahoo Finance via stocks_signals (MFI + CMF)"
],
"allowed_use": "informational",
"equity_mfi_score": 34,
"flow_regime": "distributing",
"mfi_composite": 43.9,
"cmf_mean": -0.1155,
"cmf_normalized": 28.41,
"breadth_positive_pct": 17.6,
"stocks_scored": 17,
"universe_count": 219,
"sector_mfi_breakdown": [
{
"sector": "Consumer Staples",
"avg_mfi": 68.4
},
{
"sector": "Technology",
"avg_mfi": 47
},
{
"sector": "Communication Services",
"avg_mfi": 34.8
},
{
"sector": "Consumer Discretionary",
"avg_mfi": 43.8
},
{
"sector": "Health Care",
"avg_mfi": 21.9
}
],
"validation_status": "descriptive"
} Every product conforms to the Intelligence Object Model — typed, versioned, and discoverable.
Dashboard
Read the score + drivers in the console.
REST API
/v1/intelligence/adw-111
MCP tool
adw.adw_111
Marketplace
Discoverable by any MCP agent via the MCP registry.
White-label
Embed under your own brand (Platinum).
Enables traders to anticipate imminent volatility regime shifts to optimize position sizing and hedge timing before market instability occurs.
Method: Log-returns → 60-day rolling z-score → CUSUM(k=0.5) → Shannon entropy weight → sigmoid-normalize over 252-day history → 0-100 score
Enables traders to detect early-stage increases in fat-tail risk to prevent catastrophic drawdowns during market stress events.
Method: 252-day baseline σ → threshold T=1.5σ → P_base + P_recent (20-day) tail exceedance rates → Shift = P_recent−P_base → sigmoid → 0-100
Identify cyclical volatility regime shifts to time entries and exits with higher predictive accuracy than standard volatility metrics.
Method: 20-day rolling realized vol series → 10-day OLS slope → percentile-rank over 252-day slope history → 0-100 score