Data and editorial standards

SigmaRange normalizes displacement by each symbol’s own weekly expected width, alongside its daily percentage change. The recap, sector views and watchlist use the same σ scale. A σ position is a price measurement, not a trade recommendation score.

Weekly widths, regular-session board prices and the underlying options data for GEX use the Unusual Whales API. Weekly 30-minute candles and leverage-calculator quotes use a separate Yahoo Finance feed. Failures and insufficient records are not filled as valid observations. Economic and earnings calendars combine external feeds such as Nasdaq with some official releases. This does not imply provider affiliation, approval or endorsement.

The board is a snapshot published after the US close. Check the price session, anchor and publication time. Pressing refresh does not change the time at which the price was observed. Charts, calculator quotes and calendars have separate reference times.

A shared upstream module calculates 1σ and publishes it in the snapshot. The usual anchor is the preceding week’s final regular-session close, typically Friday. Its width is held fixed through the week and replaced for the next band. Web views share the snapshot and display calculations.

The upstream process selects a suitable weekly expiry and converts expected move into 1σ units. A time-scaling fallback is used when an appropriate weekly expiry is unavailable. The data-basis display identifies scaling and whether the inputs came from the anchor date. The guide contains calculation examples. These are model assumptions, not performance guarantees.

If a past anchor’s width is unavailable, its settled result stays empty. Current implied volatility is not used to fill historical ranges. Snapshot failures show an error rather than a stale development seed. Explanations, About and Privacy remain readable during a market-feed outage.

Archived cases retain their dates and price basis. Their dollar prices should not be compared directly with a current chart on an adjusted basis, and later GEX information is not treated as an earlier available signal.

The 68% label describes a normal-distribution assumption, not measured coverage for the current universe. Retrospective chart lows and highs are not executed returns. Unvalidated claims, including reversal predictiveness of GEX levels, are labeled and used as corroborating or contradicting context.

A performance claim needs its universe, period, sample size, information availability, entry rules, costs and comparison baseline. Evaluation should examine medians, correlated or same-date observations, changes across periods and sensitivity to extreme dates. Without such a scorecard, we do not claim high accuracy or validated returns.

SilverPeak operates the site. Explanations distinguish implemented tool behavior, dated archived cases and published theory. Publication and revision dates reflect content changes, not routine market-snapshot refreshes.

Send a page URL, ticker, reference date and affected values when reporting an error. Confirmed calculation or display issues should be corrected at the shared source and checked across affected views. Material explanatory corrections are reflected in the article’s revision date and text. Data and content correction requests can be sent to the contact below.