Dip detector
Flags when a stock has dropped abnormally hard for itself after removing what its factordid (COIN→BTC, an ETH-treasury name→ETH, a US name→SPY, an int'l name→its local index). Each session segment — pre-market · gap · intraday · full-day · after-hours — is scored as a robust residual z against its own baseline. Lower z = more abnormal; a ● marks the live segment. Detects abnormality — it is not a buy signal.
Each cell is the robust residual z of that segment's abnormal return (move − α − β·factor) vs its own 90-day baseline — z ≤ −2 / z ≤ −3 trigger. Pre-market & after-hours borrow the overnight (gap) baseline; crypto-linked names are driven off BTC/ETH's 24h move. This module finds abnormal drops — it does not bless them. A clean −4σ on a real guidance cut is a precise detection of a drop you should not buy; cause attribution is a separate, partly-human step. Auto-refreshes every 60s.