Macro Dashboard
The cross-asset backdrop on one screen: indices, the US dollar, yields, volatility, central banks and the economic calendar.
A 0–100 pulse score for indices, sectors and commodities on one screen, showing which markets are strongest right now and why.
In Development — Targeting December 2026
S = Σ w′·d·z (z cross-sectional, clipped ±3; d = sign(momentum) for ·dir rows; w′ renormalized over available components) → score = 50 + 50·tanh(S/1.5). S = 2.269. Relative to these 12 markets; not a forecast.
Demo data · simulated feed. Illustrative only — not live market data and not investment advice. Try it: click rows, tabs and controls.
When the session opens, the first question is often where the action is. Market Pulse answers it on one screen: every tracked index, sector and commodity gets a pulse score from 0 to 100, built from momentum, relative volume, open-interest change, VWAP displacement and range expansion, measured against the rest of the group.
The score is never a black box. Select any market to see each component, its weight and its contribution, alongside leaderboards for the strongest, weakest, fastest-accelerating and highest-volume markets. Scores describe current conditions relative to the group; they are not forecasts.
Demonstrated in the ORVINUS feature series
A screen from the working prototype shown in the ORVINUS demonstration series.

Intended capabilities. The released feature may differ.
A 0–100 score with price, change and a short trail for each market.
Every component, its raw value, weight and contribution, with the formula shown.
Strongest, weakest, fastest acceleration, volume surges and open-interest surges.
NIFTY, BANKNIFTY, FINNIFTY, midcaps, sector indices and MCX gold, silver, crude and natural gas.
The cross-asset backdrop on one screen: indices, the US dollar, yields, volatility, central banks and the economic calendar.
A live, ranked race of stocks by momentum, change or breakout score, so the market's leaders and every overtake are visible at a glance.
Estimated gamma exposure by strike, showing where options positioning may amplify or dampen moves in the underlying.
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