About MarketMoves: methodology and sources

MarketMoves is a daily cross-asset tracker: one grouped table of how stocks, sectors, foreign markets, crypto, commodities, Treasury yields, credit, currencies and stress gauges moved over 1 day to 1 year, plus a written read of the drivers for each horizon. Every day is frozen into a dated archive.

How the changes are computed

Day delta

Computed in code with fixed thresholds: 1D moves beyond 3% for prices or 10 bp for yields, new five-year highs, five-year drawdown shifts of more than 3 percentage points from the previous close, and prediction-market moves of 5 percentage points or more.

Written analysis

Each day's sections (Today (1D), This week (1W), One month (1M), Three months (3M), Six months (6M), One year (1Y), Cross-asset read, Credit and stress watch) are drafted by an automated writer from that day's numbers and a list of collected headlines (title, link, source and date only). Before publication a validator checks that every number in the text appears in the day's data, that every driver links to a collected source, and that the text contains no advice or forecasts. If a check fails, the previous day stays live with a visible delay notice.

Data and proxies

Where an index level is not available to us for free, an exchange-traded fund stands in for it and is labelled, for example "Dow (DIA ETF)". The site owner's own data feed replaces a proxy when it supplies the index itself; overlapping series are cross-checked and disagreements are flagged for review.

RowGroupSource
S&P 500 (SPY)Us EquityNasdaq.com historical quotes (ETF closes)
Nasdaq 100 (QQQ)Us EquityNasdaq.com historical quotes (ETF closes)
Dividend (SCHD)Us EquityNasdaq.com historical quotes (ETF closes)
Dow (DIA ETF)Us EquityNasdaq.com historical quotes (ETF closes) (DIA ETF stands in for the Dow index)
Russell 2000 (IWM ETF)Us EquityNasdaq.com historical quotes (ETF closes) (IWM ETF stands in for the Russell 2000 index)
Tech (XLK)SectorsNasdaq.com historical quotes (ETF closes)
Health care (XLV)SectorsNasdaq.com historical quotes (ETF closes)
Financials (XLF)SectorsNasdaq.com historical quotes (ETF closes)
Energy (XLE)SectorsNasdaq.com historical quotes (ETF closes)
Staples (XLP)SectorsNasdaq.com historical quotes (ETF closes)
Discretionary (XLY)SectorsNasdaq.com historical quotes (ETF closes)
Utilities (XLU)SectorsNasdaq.com historical quotes (ETF closes)
Materials (XLB)SectorsNasdaq.com historical quotes (ETF closes)
Real estate (XLRE)SectorsNasdaq.com historical quotes (ETF closes)
Communication (XLC)SectorsNasdaq.com historical quotes (ETF closes)
Industrials (XLI)SectorsNasdaq.com historical quotes (ETF closes)
Developed ex-US (EFA)ForeignNasdaq.com historical quotes (ETF closes)
Developed (VEA)ForeignNasdaq.com historical quotes (ETF closes)
Emerging (EEM)ForeignNasdaq.com historical quotes (ETF closes)
Emerging (VWO)ForeignNasdaq.com historical quotes (ETF closes)
Japan (EWJ)ForeignNasdaq.com historical quotes (ETF closes)
China large-cap (FXI)ForeignNasdaq.com historical quotes (ETF closes)
Germany (EWG)ForeignNasdaq.com historical quotes (ETF closes)
Bitcoin (USD)CryptoCoinGecko daily prices (last 365 days; older closes from Nasdaq.com crypto history)
Ethereum (USD)CryptoCoinGecko daily prices (last 365 days; older closes from Nasdaq.com crypto history)
Gold (GLD ETF)CommodityNasdaq.com historical quotes (ETF closes) (GLD ETF stands in for gold futures)
Crude (USO ETF)CommodityNasdaq.com historical quotes (ETF closes) (USO ETF stands in for crude futures)
WTI spot (EIA)CommodityEIA WTI Cushing spot price
Copper (CPER ETF)CommodityNasdaq.com historical quotes (ETF closes) (CPER ETF stands in for copper futures)
US 3M billRatesUS Treasury daily par yield curve
US 2YRatesUS Treasury daily par yield curve
US 10YRatesUS Treasury daily par yield curve
US 20YRatesUS Treasury daily par yield curve
US 30YRatesUS Treasury daily par yield curve
2s10s spreadRatesComputed from the series above
30Y mortgage (weekly)RatesFreddie Mac Primary Mortgage Market Survey
IG corporate (LQD)CreditNasdaq.com historical quotes (ETF closes)
High yield (HYG)CreditNasdaq.com historical quotes (ETF closes)
Managed futures (CTA)AltsNasdaq.com historical quotes (ETF closes)
Dollar (UUP ETF)Fx / VolNasdaq.com historical quotes (ETF closes) (UUP ETF stands in for the dollar index (DXY))
USD/JPY (ECB)Fx / VolECB euro reference rates (USD crosses)
USD/MXN (ECB)Fx / VolECB euro reference rates (USD crosses)
VIX (Cboe)Fx / VolCboe VIX daily history
TIPS (TIP)StressNasdaq.com historical quotes (ETF closes)
Long zero-coupon (ZROZ)StressNasdaq.com historical quotes (ETF closes)
T-bill ETF (SGOV)StressNasdaq.com historical quotes (ETF closes)
Commodities (DBC)StressNasdaq.com historical quotes (ETF closes)
KRE/SPY ratioStressComputed from the series above
SOFR (NY Fed)StressNew York Fed SOFR

Sources

Prediction-market odds are shown as plain data from the venue. Crypto prices are shown as plain data.

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Not investment advice. MarketMoves describes past market data and reported news for general information. Figures can be delayed or wrong; check the original source before relying on them.