Large Movers — Multi-Horizon Volatility-Adjusted Scanner
Every product & ratio spread moving ≥2σ on any of 1/2/3/5/10/15 sessions (21-day vol × √h) · with the forward-return edge after the same move · Data through August 31, 2026 · Updated August 31, 2026 · 6:34 PM ET
Large movers
≥2σ on any horizon
Up / Down
dominant-horizon direction
Sustained
5/10/15-day dominant (momentum)
Acute
1/2/3-day dominant (spike)
Each cell is the move's z-score over that horizon — the h-day return divided by a 21-day daily-vol estimate scaled by √h — so the row shows the shape of the move: a lone bold 1d cell is a spike; bold 5/10/15d cells are a sustained thrust. Any cell ≥ ±2σ is bold. The Edge ★ is that instrument's own forward-return after ≥2σ moves on its dominant horizon, and Trade takes its direction from that edge — so you can see whether the acute spikes revert while the sustained moves keep running. Default-sorted by Edge; click a row for the deep research.
Direction: Move type: Class:
Instrument Class 1d2d3d5d10d15d Peak Trade n 21d med 21d win Edge ★
z = h-day return ÷ (21-day daily σ × √h). A cell is bold when |z| ≥ 2 (green = up, red = down). Peak = the dominant horizon (biggest |z|) and its return. Acute = 1-3-day dominant (often reverts); Sustained = 5-15-day dominant (often momentum) — compare their Edge columns to see the difference. Edge n = prior ≥2σ moves on that horizon (deduped to non-overlapping); small n = anecdote.