IDEN

Anomaly Radar

Which series made the most unusual move at their latest reading, measured against their own recent history. A ranking of statistics, not a risk score; nothing here says why it moved.

This series has too little daily history (or is stale) to be measured.

108 series · Daily marketsMacro prints · Rank by latest movelevel extreme · Data ↓

SeriesClassMovez1Y pctlAs of
ORCL capex (quarterly) Fundamentals+12.01+5.3σ 1002026-08-31
META capex (quarterly) Fundamentals+11.12+4.6σ 1002026-06-30
SRBI 9M bid-to-cover Rates+28.71+4.5σ 1002026-09-25
Real effective exchange rate (KR) FX+5.20%+4.4σ 342026-08-31
SRBI 9M incoming bids Rates+4.31+4.2σ 1002026-09-25
GOOGL capex (quarterly) Fundamentals+9.25+3.9σ 1002026-06-30
Nvidia revenue (quarterly) Fundamentals+14.61+3.9σ 1002026-07-26
Hyperscaler capex (5 cos, quarterly) Fundamentals+33.16+3.7σ 1002026-06-30
AMZN capex (quarterly) Fundamentals+10.00+3.1σ 1002026-06-30
UST 10YR futures: dealers net Flows & positioning+138,734.00+3.0σ 92026-09-22
NVDA capex (quarterly) Fundamentals+0.92+2.9σ 1002026-07-26
Copper: speculators (non-commercial) net Flows & positioning+15,388.00+2.2σ 972026-09-22
Euro FX: asset managers net Flows & positioning−35,215.00−2.1σ 32026-09-22
SRBI 6M incoming bids Rates+6.58+2.0σ 792026-09-25
MSFT capex (quarterly) Fundamentals+4.93+1.8σ 1002026-06-30
E-mini Nasdaq-100: leveraged funds net Flows & positioning−24,296.00−1.8σ 692026-09-22
SUN auction bid-to-cover Rates−0.55−1.6σ 752026-09-01
E-mini S&P 500: leveraged funds net Flows & positioning−82,431.00−1.5σ 492026-09-22
Treasury General Account (USD bn) Liquidity+100.06+1.5σ 942026-09-23
Bitcoin (CME): leveraged funds net Flows & positioning−1,599.00−1.5σ 572026-09-22
Euro FX: dealers net Flows & positioning+37,128.00+1.4σ 892026-09-22
Japanese yen: dealers net Flows & positioning+60,286.00+1.4σ 32026-09-22
UST bond futures: leveraged funds net Flows & positioning+49,683.00+1.4σ 1002026-09-22
Fed net liquidity (balance sheet - TGA - RRP) Liquidity−93.98−1.4σ 262026-09-23
UST 5YR futures: leveraged funds net Flows & positioning+128,870.00+1.4σ 1002026-09-22
E-mini S&P 500: dealers net Flows & positioning+68,735.00+1.4σ 942026-09-22
UST 5YR futures: dealers net Flows & positioning−77,974.00−1.3σ 02026-09-22
SRBI 12M incoming bids Rates+22.71+1.3σ 942026-09-25
US federal deficit, rolling 12M Macro+177.99+1.3σ 542026-08-01
E-mini Nasdaq-100: dealers net Flows & positioning+20,825.00+1.3σ 342026-09-22
Real effective exchange rate (US) FX−1.40%−1.2σ 92026-08-31
SUN auction incoming bids Rates−18.79−1.2σ 582026-09-01
SRBI 12M awarded yield (w.avg) Rates−18 bp−1.2σ 402026-09-25
SRBI 6M bid-to-cover Rates−14.47−1.2σ 882026-09-25
Bank reserves (USD bn) Liquidity−83.60−1.2σ 172026-09-23
UST bond futures: asset managers net Flows & positioning−47,046.00−1.2σ 142026-09-22
GDPNow (Atlanta Fed) Macro+3.48+1.2σ 892026-07-01
Average interest rate on marketable US debt Macro+0.03%+1.2σ 1002026-08-31
US 30Y mortgage rate Rates+8 bp+1.1σ 1002026-09-24
Federal interest payments (USD bn saar) Macro+28.09+1.1σ 1002026-04-01
SRBI 6M awarded yield (w.avg) Rates−15 bp−1.1σ 432026-09-25
Real effective exchange rate (BR) FX−2.04%−1.1σ 632026-08-31
Payrolls MoM ('000) Macro+141.00+1.1σ 862026-08-01
Trade balance (USD mn) Macro−17,394.00−1.0σ 112026-07-01
UST 10YR futures: asset managers net Flows & positioning−103,600.00−1.0σ 742026-09-22
Real effective exchange rate (CN) FX−0.97%−1.0σ 462026-08-31
E-mini S&P 500: asset managers net Flows & positioning+29,771.00+1.0σ 342026-09-22
Real effective exchange rate (PH) FX−0.85%−0.9σ 02026-08-31
SRBI 9M awarded yield (w.avg) Rates−11 bp−0.8σ 432026-09-25
UMich sentiment Macro−3.50−0.8σ 112026-08-01
Real effective exchange rate (TW) FX−1.20%−0.8σ 32026-08-31
Bitcoin (CME): asset managers net Flows & positioning+411.00+0.8σ 402026-09-22
Real effective exchange rate (MY) FX−0.91%−0.8σ 772026-08-31
UST 10YR futures: leveraged funds net Flows & positioning−58,820.00−0.8σ 892026-09-22
E-mini Nasdaq-100: asset managers net Flows & positioning+5,409.00+0.8σ 462026-09-22
UST 5YR futures: asset managers net Flows & positioning−71,510.00−0.7σ 92026-09-22
Japanese yen: leveraged funds net Flows & positioning−15,747.00−0.7σ 972026-09-22
Japanese yen: asset managers net Flows & positioning−12,216.00−0.7σ 972026-09-22
Retail sales YoY Macro+0.98+0.7σ 942026-08-01
CRWV capex (quarterly) Fundamentals−1.27−0.7σ 892026-06-30

The full list is in the Data download.

Method
  • Move: latest reading against the one before: % for prices, bp for rates, units otherwise.
  • z: the move divided by the standard deviation of the previous 252 one-reading moves (daily series) or 36 print-to-print changes (macro prints). 2σ is a move seen roughly once in 20 readings if moves were normally distributed; markets have fatter tails, so read it as a ranking.
  • z 5 readings: the change over the last 5 readings against earlier 5-reading changes that do not overlap the latest.
  • 1Y percentile: where the latest level sits among the last 252 levels (0 lowest, 100 highest). "Level extreme" ranks by distance from 50.
  • Included: daily series with at least 60 moves from readings at most 5 days apart (older weekly history is not used), and macro series with at least 8 earlier changes. Left out now: 276 with too little history, 168 daily series more than 10 days behind the newest market date (2026-10-15).