Six instruments, six questions.

Relative volume on its own is direction-blind. Sorted by raw RVOL, a name down 4% on eleven times average volume outranks one up 4% on five times — the heaviest distribution of the day presents as the top of the list. PowerMoves adds a composite that carries the sign of the move, so both ends of the table are informative.

Only the heaviest half of the list by volume is tinted — an untinted row is participating at noise level whatever its percentage reads. Compare every reading against the index: 100% relative volume on a day the index prints 115% is under-participation, not strength.

Moving averages, Darvas, MVP, Elliott, TD sequential, PSAR, volatility stop, base detection, relative volume, monetary and trend — collapsed into a regime-adaptive composite score, then overlaid with economic, fundamental, forensic and early-warning layers across four tables. The most opinionated instrument in the set. Since Pro 3.4, the clutter is governable: four 🖥️ Display masters hide whole families in one tick (markers, MA/level overlays, paint, tables), a Single-screen compact preset makes it share a monitor with Valuations ++ without table overflow, and the Valuations ++ fair-value bridge defaults ON with safe auto-fallback — one source-picker click wires it, and the Composite Value row shows 🔗 while the bridge is live. Full engine documentation →

Three entry classes, deliberately different

Builds PE, PS, PB and EV/EBITDA history for the company itself, converts them into percentile bands, weights them by an auto-detected industry profile, and produces a fair-value estimate plus a three-scenario forward model with quality-weighted probabilities. Since v6.5 the scenario side is tiered: where management guided a number on a filed call, the site-computed bear/base/bull for that guide leads the table and plots as levels; where the street covers the name, its target range appears with the analyst count; the model is the always-on floor beneath both — and the header states which tier is speaking.

Read it in this order

1. Profile first. Everything downstream depends on the industry bucket. The weighting between PE, PS, PB and EV changes completely by bucket — lenders, for instance, zero out EV/EBITDA entirely. A mis-detected profile produces a confident fair value built on the wrong model.
2. Percentile, not price. "96th percentile" is the sentence that matters: the company has traded cheaper than this in 96% of its own history. That is a statement about embedded expectations.
3. Quality is independent. A high quality score and a high percentile can coexist. Excellent businesses are frequently expensive; the two readings do not cancel.
4. The tier line before the table. Filed guidance, a handful of analysts, and a model are three different kinds of evidence. The scenario header names which one produced the numbers below it, and the 🏛️ Filed row lands on its stated FY — deliberately outside the 1/2/3-year grid.
5. The pace bar is a record, not a verdict. What management guided against what has since been filed, same quarters a year apart, nothing annualised. Dimmed means under two filed quarters. It names the pace, never the people.
6. Scenarios last, bear case first. The bear number is the honest answer to what is at risk if the growth path stalls.

Tracks the classic Wyckoff sequence structurally. Accumulation runs selling climax → automatic rally → secondary test → spring → sign of strength → last point of support; distribution mirrors it. The dashboard reports phase, last event, active range boundaries, volume bias, a next-step hint and a measured-move target.

Weinstein stage analysis expressed as a go / no-go scorecard. It declines to produce a plan for anything outside Stage 2, then derives the structural reference levels and R-multiple targets from the setup rather than from round numbers.

The nine gates

Every disqualifier is evaluated in the planner itself rather than assumed to have been handled upstream — it is the panel in front of you at the moment of decision, so it is the panel that has to say no. The verdict carries a score such as 7/9 and a letter map of which gates passed; any failure is named in plain language instead of collapsing into a generic rejection.

Relative strength, done properly

The benchmark is the Nifty 500, not the Nifty 50 — a mid or small-cap measured against the mega-cap index flatters itself, and stage analysis compares against the broad market. The measure is Mansfield RS: the price-to-benchmark ratio divided by its own one-year baseline, expressed as a percentage. Zero is the line. Above it the stock is beating the market, below it is not, and the magnitude says by how much — which a simple above-or-below test cannot.

One limit worth stating plainly: this is strength against the index. A cross-sectional rank against all five hundred constituents would need a reading for every one of them, which no chart-side script can fetch — that number comes from the data pipeline, not from here.

What it reports once a plan exists

• A scale-out plan in share counts, not only target prices. A plan that says "reduce at the first target" without a number is not something you can hand to a broker.
• Live telemetry on an open trade — where it sits in R, its best and worst excursion in R, and how long it has been held. The shape of the trade, not only its levels.
• A ratcheting reference level that only ever moves up, to the higher of its original level and the trailing average, lifting to breakeven once the first target prints.
• Its own record on the symbol — every historical signal walked forward to whichever came first, its level or its first target, scored in R. Win rate, average R and sample size, flagged when the sample is too thin to carry weight. It is deliberately unkind to itself: a signal bar that immediately breached its own level books as a loss rather than getting the benefit of the doubt.

• The setup engine times the trigger — base breakout, bull flag, double bottom, resistance break, pullback to the fast average, Fibonacci golden-zone hold. A triggered setup can derive its own structural reference level.
• The reference level is set by structure, not by arithmetic. Tightening a level to reach a preferred number inverts the logic — the level is an input from the chart, and everything downstream is an output.
• Timeframe scales with the chart, and the stage ribbon changes with it. Confirm the timeframe before reading the verdict.

Fair-value bands and an industry-weighted composite on one side; a price-and-volume engine on the other — Morales/Kacher pocket pivots, ADX/DMI, pullback rebounds and base breakouts. It is run against a watchlist and filtered, rather than read.