README.md

metadata

title: Did This Stock Actually Change
emoji: 📉
colorFrom: red
colorTo: green
sdk: gradio
sdk_version: 6.19.0
app_file: app.py
pinned: false
license: mit
short_description: Which moves were real events, which were dice. No API key.

📉 Did This Stock Actually Change?

Financial charts make every wiggle look like a story; most wiggles are dice. Type a ticker (free Yahoo data via yfinance, no API key) and get the honest split:

• Shock events — days or clusters that broke out of the stock's normal movement, with dates and sizes ("−12.3%, sharpest day ~11× normal"). Detected by the Clutch's leaky-integrator gate fed daily returns normalized by past-only local volatility — so one outsized day trips it instantly, several stressed days in a row accumulate and trip it too (which a naive threshold misses), and a permanently rougher stock doesn't spam flags.
• Volatility regime changes — "a typical day went from ±1.1% to ±2.7% around 2025-09-17". Non-overlapping-window vols, strongest-split ratio test, day-level refinement. At most one per window: only the strongest is claimed.
• Drift vs luck — the period's total return compared against what pure chance could produce at this stock's wobble (2σ·√n). Most yearly stock moves are not distinguishable from luck, and this page says so, which chart commentary never will.
• Free headlines — Yahoo's keyless news feed; if a flagged event is recent, the headlines may be the why. (Recent items only — Yahoo's free feed can't be matched to events from months back.)

Measured calibration (synthetic GBM suites, "normal" suspicion)

• pure random walk, 60 seeds → 2.8 shock events/yr (these are the year's genuinely biggest moves, labeled with their size in ×-normal-day units — the reader can judge)
• a −9% overnight gap (5× daily vol) → detected 52/60
• three consecutive −2.2σ days (slow bleed a threshold misses) → detected 53/60
• constant volatility → false "regime change" 3/60; a 1.2%→2.8% vol change → detected 34/40, flagged on average 9 days from the true day
• the strict setting trades detection for silence (39/60 on the gap); the eager setting the reverse. The slider is the trade-off, stated.

Real returns are fatter-tailed than GBM, so real tickers will show somewhat more events than 2.8/yr — that is the data being eventful, not the detector lying.

Known limits: Yahoo rate-limits shared servers occasionally (the app says so and retries work); very short histories (<40 days) are refused; the luck bound uses whole-period volatility, so a mid-window regime change widens it.

Nothing is stored. This describes the past, predicts nothing, and is not investment advice or a recommendation to buy or sell anything.

Files

• stock.py — data fetch (cached, keyless), news parser, shock gate, vol-regime test, verdicts
• change.py / clutch.py — the shared engine from the companion Spaces
• app.py — the Gradio app

Built by Antti Luode (PerceptionLab). Do not hype. Do not lie. Just show.