Today’s index attribution
Awaiting data…
- SPY —
- MAG7 contribution —
- Rest of SPX —
Attribution equation
MAG7 contribution + Residual SPX contribution = SPY return
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Contributions are expressed in SPX percentage points. Impact share is computed from raw engine values, not from the rounded figures shown above.
Share of gross index movement
—- MAG7 —
- Rest of SPX —
Leadership breadth
Healthy Leadership —
Positive —
Breadth State —
Transmission
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What this means
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Structural diagnostics
Active tripwires
Scoring reference
- SPX Health — composite index-support score. Lower readings indicate deteriorating internal support.
- Index Risk — aggregate structural exposure carried by the index.
- Structural Risk — concentration and dependency risk inside the leadership set.
- Divergence Risk — degree to which price and leadership internals disagree.
- Funding Pressure — capital rotating out of constituents to fund positions elsewhere.
- Leadership Diffusion Index — spread of leadership across the universe. Negative readings mean leadership is narrowing.
- Average Velocity — mean rate of change of leadership scores across the universe.
Constituent rotation
| Rank | Ticker | Score | State | Δ5D | Δ20D | Rank Δ5D | Bars | Velocity | Flow | Risk |
|---|
Latest 25 events
| Time | Event | Subject | State | Score | Transmission | Index Risk |
|---|
Normalized dashboard state
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