TradesViz
100s of real conversations with real trading data. TradesViz is changing how traders learn from their trades. Soon, there will be a lot more assistive features that make a real, positive change in your trading - every single day. 100% focus on trading improvement ✅
TradesViz
This is NOT hindsight 20/20 analysis.. Exit analysis has a dedicated tab in TradesViz for a reason - we've seen it help traders of all experience levels. 🎯 EOD exit, Best exit, Mult-timeframe exit These are all ways to measure: 1. How good your trades were 2. How to preserve/capture more profit
TradesViz
Have you downloaded the TradesViz app yet? 📱 Your full trading journal — now in your pocket. Track trades, review charts, add notes, and explore insights anytime, anywhere. Seamlessly syncs with your desktop dashboard so you never miss a detail. Available on both iOS and Android — scan the code and take your trading analysis mobile. Your trades, your insights — now on the go. 🚀 Download your favorite Trading Journal today 👇
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Fundamental analysis — powered by AI. 🤖📊 The AI Fundamentals dashboard in TradesViz lets you ask complex, data‑driven questions in plain English — like “Show companies in the energy sector with profit margins >15% and debt‑to‑equity <1.” Instantly, you’ll see clean tables, charts, and visual comparisons built from real fundamentals data. No code, no formulas — just instant insights across sectors, ratios, and financial metrics tailored to your trading research. Ask smarter questions. Get clearer answers.
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Your month, visualized like never before. 📅 The Month View Calendar in TradesViz turns your daily trades into a clean, color‑coded grid — instantly showing profitable streaks, tough days, and weekly totals at a glance. Green or red, every day tells a story about risk, consistency, and opportunity. Drill down into any date to explore individual trades, volumes, win rates, and PnL trends — all without leaving the calendar. One glance, full clarity — check out your **Month View** in TradesViz 👇
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Your data and the way you see your data is in your control if you are on TradesViz. Expand your boundaries - learn more every day and continually reflect on every trade you make. Keep yourself accountable for every trading action you take and you'll see where you're lacking...
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Momentum stayed firm on Oct 28 as small‑ and mid‑cap names extended into multi‑day uptrends. The screener’s upper tier showed **$DZZ (+120%)** leading with a 347% volume surge, joined by $BNR (+50%) and $BALLY (+49%) as each printed four consecutive green sessions backed by triple‑digit volume growth. Mid‑table breakouts such as $DTCK, $CLB, and $CELZ added 35–47% while maintaining relative strength across four‑day continuity, confirming ongoing speculative follow‑through. The 14‑day uptrend group highlighted deeper conviction: **$PRAX (+241%)**, $TSLQ (+218%) and $NVTX (+150%) anchored the list with elevated trading activity, while $VICR and $INTG each held above 100% gains with strong liquidity. The combination of sustained multi‑session momentum and persistent volume expansion signals conviction‑driven buying rather than transient noise. The Oct 28 tape reflected a firm risk‑on tone as momentum capital remained fully engaged.
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The Oct 28 flow screen highlighted a sharp rotation toward downside protection as put‑side premiums expanded across multiple sectors. $SRPT led with a 17,321% jump in its put/call premium ratio to 21, marking one of the steepest two‑day increases on record. $TSCO, $URI, and $OXY followed, each posting multi‑thousand‑percent climbs, confirming a broad demand surge for hedging exposure. $LYB, $BILL, and $BAH also saw ratio spikes between 600–1,200%, while smaller caps like $STUB and $INSM registered consistent upside in puts. The $URI chart reinforced the shift, showing a visible jump in downside volume as the put premium ratio held near 13 into session close. When large, cross‑sector ratios rise this abruptly, it signals macro caution rather than isolated speculation. The Oct 28 tape revealed a clear tilt toward portfolio protection beneath surface stability.
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Large‑cap tech and momentum names dominated the Oct 28 options flow, led by concentrated buying and structured two‑way activity. $GOOG topped the tape with multiple large prints, including a **$16M put buy split** at the $250 strike (Apr ’26) and back‑to‑back call flows around $240–260 for $7–6M each, signaling active repositioning across both sides of the book. $NVDA and $PDD followed closely, each posting major call sweeps — $15M (Jan ’26 1C) for $NVDA and $13M (Nov ’25 138C) for $PDD — indicating continued strength within semiconductors and Chinese tech. $TSLA remained a focal point with repetitive prints from $400–550 strikes across expiries through Dec ’27, mixing buy and sell splits totaling more than $30M in premium, a sign of sustained institutional engagement rather than speculation. Broader rotation surfaced in $EEM and $COIN, where sell and buy sweeps of $7.5M and $4M added global and crypto exposure to the flow map. When high‑notional flow clusters across semis, mega‑cap tech, and cyclicals, it signals deliberate portfolio adjustment. The Oct 28 tape carried conviction with liquidity spreading across key market leaders.
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Earnings for Oct 28 feature a heavyweight cross‑sector lineup spanning finance, healthcare, and industrials. $V ($673B mkt cap, $2.97 EPS est.) heads the after‑hours slate, with a clean read on global spending trends. $BKNG ($166B, $96.10 EPS) and $MDLZ ($78B, $0.72 EPS) follow, providing key insight into travel demand and consumer resilience. Pre‑market is equally dense, led by $UNH ($328B, $2.80 EPS) and $NVS ($257B, $2.26 EPS), joined by $NEE, $AMT, $RCL, $SHW, and $ECL — a strong mix of healthcare, utilities, real estate, leisure, and manufacturing. The breadth underscores the day’s potential for sector rotation as results hit from both defensives and cyclicals. Macro calendar includes S&P/CS HPI at 08:00, Richmond Manufacturing Index at 09:00, and API crude data at 15:30, all timed to influence sentiment around the earnings flow. A broad, high‑notional session that should define cross‑sector momentum into month‑end.
