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
- 1D: the latest close against the previous observation.
- 1W, 1M, 3M, 6M, 1Y: the latest close against the close on the last trading day on or before the same calendar date one week, one, three or six months, or one year earlier. Month ends are clamped (March 31 compares with the last trading day on or before February 28), and weekends and holidays fall back to the prior trading day.
- Prices, index levels, exchange rates and ratios change in percent. Yields and spreads change in basis points (1 bp = 0.01 percentage point), so a move from 0.12% to 0.52% reads as +40 bp, not +333%.
- 5y DD (drawdown) is the latest close divided by the highest close of the last five years, minus 1. 0.0% means a new five-year high. Series with less than five years of history show n/a. Drawdowns are not shown for yields and spreads.
- As of tags: a daily series whose latest print is older than the market close of that page gets an "as of" date (SOFR and the EIA spot price publish a day or more later). Weekly and monthly series (mortgage rate, CPI, unemployment) are judged by their own schedule.
- Weekly series show no 1D change.
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.
| Row | Group | Source |
|---|---|---|
| S&P 500 (SPY) | Us Equity | Nasdaq.com historical quotes (ETF closes) |
| Nasdaq 100 (QQQ) | Us Equity | Nasdaq.com historical quotes (ETF closes) |
| Dividend (SCHD) | Us Equity | Nasdaq.com historical quotes (ETF closes) |
| Dow (DIA ETF) | Us Equity | Nasdaq.com historical quotes (ETF closes) (DIA ETF stands in for the Dow index) |
| Russell 2000 (IWM ETF) | Us Equity | Nasdaq.com historical quotes (ETF closes) (IWM ETF stands in for the Russell 2000 index) |
| Tech (XLK) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Health care (XLV) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Financials (XLF) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Energy (XLE) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Staples (XLP) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Discretionary (XLY) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Utilities (XLU) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Materials (XLB) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Real estate (XLRE) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Communication (XLC) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Industrials (XLI) | Sectors | Nasdaq.com historical quotes (ETF closes) |
| Developed ex-US (EFA) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| Developed (VEA) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| Emerging (EEM) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| Emerging (VWO) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| Japan (EWJ) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| China large-cap (FXI) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| Germany (EWG) | Foreign | Nasdaq.com historical quotes (ETF closes) |
| Bitcoin (USD) | Crypto | CoinGecko daily prices (last 365 days; older closes from Nasdaq.com crypto history) |
| Ethereum (USD) | Crypto | CoinGecko daily prices (last 365 days; older closes from Nasdaq.com crypto history) |
| Gold (GLD ETF) | Commodity | Nasdaq.com historical quotes (ETF closes) (GLD ETF stands in for gold futures) |
| Crude (USO ETF) | Commodity | Nasdaq.com historical quotes (ETF closes) (USO ETF stands in for crude futures) |
| WTI spot (EIA) | Commodity | EIA WTI Cushing spot price |
| Copper (CPER ETF) | Commodity | Nasdaq.com historical quotes (ETF closes) (CPER ETF stands in for copper futures) |
| US 3M bill | Rates | US Treasury daily par yield curve |
| US 2Y | Rates | US Treasury daily par yield curve |
| US 10Y | Rates | US Treasury daily par yield curve |
| US 20Y | Rates | US Treasury daily par yield curve |
| US 30Y | Rates | US Treasury daily par yield curve |
| 2s10s spread | Rates | Computed from the series above |
| 30Y mortgage (weekly) | Rates | Freddie Mac Primary Mortgage Market Survey |
| IG corporate (LQD) | Credit | Nasdaq.com historical quotes (ETF closes) |
| High yield (HYG) | Credit | Nasdaq.com historical quotes (ETF closes) |
| Managed futures (CTA) | Alts | Nasdaq.com historical quotes (ETF closes) |
| Dollar (UUP ETF) | Fx / Vol | Nasdaq.com historical quotes (ETF closes) (UUP ETF stands in for the dollar index (DXY)) |
| USD/JPY (ECB) | Fx / Vol | ECB euro reference rates (USD crosses) |
| USD/MXN (ECB) | Fx / Vol | ECB euro reference rates (USD crosses) |
| VIX (Cboe) | Fx / Vol | Cboe VIX daily history |
| TIPS (TIP) | Stress | Nasdaq.com historical quotes (ETF closes) |
| Long zero-coupon (ZROZ) | Stress | Nasdaq.com historical quotes (ETF closes) |
| T-bill ETF (SGOV) | Stress | Nasdaq.com historical quotes (ETF closes) |
| Commodities (DBC) | Stress | Nasdaq.com historical quotes (ETF closes) |
| KRE/SPY ratio | Stress | Computed from the series above |
| SOFR (NY Fed) | Stress | New York Fed SOFR |
Sources
- Nasdaq.com historical quotes (ETF closes)
- US Treasury daily par yield curve
- US Treasury daily real yield curve
- Cboe VIX daily history
- ECB euro reference rates (USD crosses)
- New York Fed SOFR
- Freddie Mac Primary Mortgage Market Survey
- EIA WTI Cushing spot price
- US Bureau of Labor Statistics (CPI, unemployment)
- CoinGecko daily prices (last 365 days; older closes from Nasdaq.com crypto history)
- Polymarket public market data
Privacy
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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.