Learn

GridSignal is built around one idea: every number on the platform should be explainable. This page covers how each tool works, the exact methodology behind the analytics, and the vocabulary used throughout. Everything here is educational — nothing is investment advice.

Platform guide

Dashboard

Your session-at-a-glance: market breadth, average relative volume and ATR, sector pulse, the most liquid movers (dollar volume > $50M), trend leaders and laggards, your watchlists, and recent alerts. Refreshes every 10 seconds.

Screener

Filter the universe by price, volume, relative volume, float, market cap, ATR%, spread, gap, trend score, and sector. Click any column header to sort. Save filter combinations as presets. Results refresh every 8 seconds.

Best setups

Six rule-based detectors scan every symbol and rank candidates by score. Each card shows the entry zone, the invalidation level (where the idea is wrong), measured targets, the risk/reward ratio, and plain-English notes explaining why it qualified.

Dealer exposure (GEX / VEX)

Gamma, vanna, and charm exposure across strikes and expirations, computed from the live options chain. Trinity mode shows SPY/QQQ/SPX side by side; Swing mode shows the full strikes×expirations heatmap; Custom loads any ticker. Green = positive (dealers dampen volatility), red = negative (dealers amplify it). The gamma flip, call wall, and put wall are derived from the per-strike profile.

Daily levels

A clean, shareable summary of dealer positioning for SPY, QQQ, and SPX — regime, anchor, support/resistance, walls, and gamma flip. Built to screenshot or copy-paste for a daily post. Run it after the close for next-session levels. Educational commentary, not advice.

Zone Engine

For any symbol: liquidity shelves from the volume-at-price profile, volatility bands around the 20-EMA, demand/supply pressure zones from volume imbalance, and an unusual-activity z-score. The chart draws zones as horizontal strata under the price line; the table explains each zone's math.

Risk & journal

Size positions from your account, risk percentage, entry, and stop. Set max daily loss, per-trade risk, and exposure limits. Log trades and track win rate, average win/loss in R, and expectancy. Breaching your daily loss limit raises a critical alert.

Search

The search bar on the dashboard and Zone Engine pages matches symbols and sectors. Symbols open in the Zone Engine; sectors open a pre-filtered screener.

A worked walkthrough

Start on the dashboard. Is breadth one-sided? Which sectors are leading? High average relative volume means a participatory tape; low means chop is more likely.
Screen for candidates. A common study filter: relative volume ≥ 1.5×, ATR% ≥ 2, trend ≥ 65, spread ≤ 0.05. Save it as a preset.
Cross-check the Setups page. If a screener name also appears as a high-score setup, read the notes — they tell you exactly which rules it satisfied.
Open the Zone Engine. Where are the liquidity shelves relative to the entry zone? Is price already stretched beyond the outer volatility band? Is activity statistically unusual?
Size from the invalidation. Take the setup's invalidation level to the Risk calculator. The stop distance plus your risk percentage gives the position size — never the other way around.
Journal the study. Log the plan, and after the trade (real or simulated), the result. Over a sample, the expectancy number tells you whether the process holds up.

Methodology, in the open

Trend score = a weighted blend of (a) EMA alignment — is price above the 20-EMA and the 20 above the 50, (b) the 20-bar slope normalized by ATR so volatile names aren't flattered, and (c) the share of the last 20 closes above the 20-EMA. Scaled 0–100.

Setup score = 0.30 × trend quality + 0.25 × relative volume + 0.30 × structure (how cleanly the pattern's own rules are met) + 0.15 × risk/reward, scaled 0–100. Weights and the minimum score are editable in Admin.

Liquidity shelves: the last 120 bars are split into 24 price bins; each bar's volume is assigned to the bin containing its typical price. The top 3 bins by volume become shelves, with strength proportional to their share of total volume.

Volatility bands: 20-EMA ± 1× and ± 2× ATR(14). These are descriptive, not predictive — they show where price is relative to its own recent volatility.

Pressure zones: price bins where ≥ 65% of volume occurred on up-closes (demand) or down-closes (supply).

Unusual activity: today's volume is projected to a full session based on elapsed session time, then compared to the past 60 sessions as a z-score. ≥ 2.0σ is flagged.

All parameters live in Admin → Settings and every computed zone carries its own explanation string. There are no black boxes.

Risk management basics

Define the invalidation first. A position without a predefined "I'm wrong" price isn't a trade, it's a hope. The stop distance — not conviction — determines size.

Risk a fixed fraction. Risking ~1% per trade means a 10-trade losing streak draws down roughly 10%, which is survivable. Risking 10% per trade means the same streak is fatal.

Respect the daily stop. Losses cluster when judgment degrades. A max daily loss limit exists to end the session before tilt compounds the damage.

Measure in R, judge over samples. Any single trade is noise. Win rate, average win/loss, and expectancy over 50+ trades describe the process; one outcome describes luck.

Glossary

ATR (Average True Range): A 14-day average of each day's true range (high–low, adjusted for gaps). A volatility yardstick: it tells you how much a stock typically moves, which informs stop distance and target spacing.
Relative volume (RVol): Today's volume divided by the typical volume for this point in the session (pace-adjusted against the 20-day average). 1.0× is normal; 2.0× means twice the usual participation.
Float: Shares available for public trading. Lower float generally means faster, more volatile moves on the same volume.
Gap %: The percentage difference between today's open and yesterday's close. Gaps often mark overnight news or sentiment shifts.
Spread: The difference between the best bid and ask. Wider spreads raise transaction costs and slippage risk.
Trend score: GridSignal's 0–100 blend of EMA alignment (price vs 20 vs 50), ATR-normalized slope, and the share of recent closes above the 20-EMA. Higher = cleaner uptrend; lower = cleaner downtrend.
R-multiple: Profit or loss expressed in units of initial risk. Risking $200 and making $400 is +2R. Thinking in R normalizes results across position sizes.
Expectancy: Average R per trade: (win rate × avg win R) + (loss rate × avg loss R). Positive expectancy over a large sample is what makes a process viable.
Invalidation: The price at which a setup's premise is wrong. It is identified before entry and defines the risk.
Liquidity shelf: A price band where an unusually large share of recent volume transacted (volume-at-price profile). Price often slows or reacts at these shelves.
Volatility band: The 20-EMA ± a multiple of ATR. Price stretched beyond the outer band is statistically extended relative to its own recent volatility.
Pressure zone: A price band where volume was heavily one-sided (≥65% on up-closes = demand, ≥65% on down-closes = supply, by default).
Unusual activity z-score: How many standard deviations today's pace-adjusted projected volume sits above its own 60-session distribution. ≥2.0σ is flagged by default.
GEX (gamma exposure): The aggregate dollar change in dealers' delta hedge per 1% move in the underlying, summed across the options chain. Positive net GEX implies dealers buy dips and sell rips (vol-dampening); negative implies they chase the move (vol-amplifying).
VEX (vanna exposure): Aggregate exposure to vanna — how dealers' delta hedge shifts as implied volatility changes. Large VEX zones are where a change in IV most moves hedging flows.
Charm exposure: How dealers' delta hedge drifts purely from the passage of time (delta decay). It is why positioning-driven flows can cluster into expiration, especially around large OI strikes.
Gamma flip / zero gamma: The spot price where cumulative dealer GEX crosses zero. Above it dealers are typically net long gamma (stabilizing); below it net short (destabilizing).
Call / put wall: The strike with the largest positive GEX (call wall, often acts as resistance) or most negative GEX (put wall, often acts as support).
Anchor node: The strike carrying the largest absolute dealer exposure on the board — the session's structural center of gravity. Hedging flow is heaviest here, and price tends to get pulled toward it into expiration.
Support / resistance node: The largest exposure node below spot (support) and above spot (resistance). As price approaches, dealer hedging from that level tends to activate buying (support) or selling (resistance).
Checkpoint: A secondary node sitting between spot and the anchor. Price must clear it to continue toward the anchor; if it holds, the move tends to stall there.
Low-friction zone: A stretch of strikes with weak exposure — little mechanical support or resistance. Price tends to travel through faster. It is a pathway, not a target (don't expect reversals inside it).

FAQ

Is GridSignal giving me trade recommendations?: No. Setups are pattern-recognition study candidates produced by transparent rules. Nothing on this platform is investment advice or a recommendation to buy or sell anything.
Where does the data come from?: Out of the box, GridSignal runs on a deterministic demo feed with fictional tickers so you can explore every feature safely. Operators can connect licensed market data vendors through the provider layer — see the data attribution page.
Is the data real-time?: In demo mode the feed is synthetic. With a live vendor connected, data may be delayed depending on your vendor agreement — always check the as-of timestamps shown on each page.
How are setups scored?: Each detector produces sub-scores for trend quality, relative volume, structure, and risk/reward, blended with admin-editable weights (default 30/25/30/15) into a 0–100 score. Candidates below the minimum score (default 55) are dropped.
Can I change how zones are calculated?: Yes — admins can edit lookback, bin count, band multipliers, imbalance threshold, and the unusual-activity z-score threshold under Admin → Zone config. Every zone explains its own math on the Zone Engine page.
What happens when I hit my daily loss limit?: When the journal's closed P&L for today breaches your max daily loss percentage, GridSignal raises a critical alert on your dashboard. The platform cannot stop you from trading — the discipline is yours — but it will make the breach loud.
Why R-multiples instead of dollars?: Dollars flatter big positions and hide bad process. R-multiples measure how well you executed relative to planned risk, which is comparable across trades of any size.

See also: Risk disclosure · Data attribution · Terms · Privacy