BATS.CO — Benchmark Asset and Trend Scenarios
A single, transparent market sentiment indicator (the BATS) that answers a
simple question: "Is now a good time to buy stocks?"
The BATS blends widely-used public market indicators into a 0–100 score across
eight buckets — Extremely Oversold, Very Oversold, Oversold, Slightly Bearish, Neutral, Slightly
Bullish, Bullish, Extended. Every component is documented and independently
backtested against S&P 500 forward returns.
Live at bats.co.
Current components
Weights are percentages of the score and add up to 100, as set in COMPONENTS in app.js and mirrored in the Python builders.
| Component | Weight | Direction | Data source |
|---|
| VIX | 18% | Contrarian: high fear = buying opportunity | Yahoo Finance ^VIX (^VXN for the Nasdaq 100) |
| Market Breadth (RSP/SPY 20-day spread) | 8% | Confirmatory: broad participation is bullish | Yahoo Finance RSP, SPY (QQEW, QQQ) |
| SPY 14-day RSI | 8% | Contrarian: extreme momentum reverts | Computed from Yahoo SPY closes |
| S&P vs 200-day MA | 8% | State: far below = buy zone; far above = strong trend | Computed from Yahoo ^GSPC |
| S&P vs 50-day MA | 4% | State: shorter-term version of the above | Computed from Yahoo ^GSPC |
| % of Stocks Above 200 MA | 14% | Breadth: broad participation = bullish; extreme washout = contrarian buy | ~100 large caps via Yahoo Finance (daily) |
| % of Stocks Above 50 MA | 4% | Breadth: shorter-term participation | Same universe (daily) |
| Junk Bond Demand (HYG/LQD spread) | 8% | Confirmatory: risk-on credit = bullish | Yahoo Finance HYG, LQD |
| 10Y-2Y Yield Spread | 4% | Leading: inverted curve = recession warning; steep = healthy expansion | Treasury.gov daily par yields |
| Sector Oscillator | 8% | Momentum of sector advances vs declines (McClellan-style) | Computed from the 11 SPDR sector ETFs |
| 5-day Rate of Change | 8% | Short-term momentum of the index | Computed from Yahoo ^GSPC |
| Sector Rotation Regime | 8% | Cyclical vs defensive sector leadership | Computed from the 11 SPDR sector ETFs |
Retired: AAII retail sentiment (2026-08, no free source) and NAAIM manager exposure (2026-11, NAAIM went subscription-only on 2026-08-01 and the public feed froze at 2026-07-29).
Files
index.html — Main dashboard (BATS gauge + components + backtest)markets.html — Charts, technical summary, market newsindicators/*.html — Per-component explainer pagesapp.js — Component definitions, scoring functions, gauge rendering, live-data loaderbacktest.js — Standalone + blended backtest enginestyles.css — All stylingdata/*.csv — Historical daily data (auto-updated by GitHub Actions).github/workflows/update-data.yml — Daily update robotscripts/update-data.sh — Fetch + refresh logic used by the workflow
Run locally
The site fetches CSV files at runtime, so opening index.html via file://
won't work — use any tiny local server:
python -m http.server # any port; opens on http://localhost:8000
VS Code's Live Server extension works too.
Deployment
Auto-deployed to Vercel on every push to main. The daily update workflow
runs weekdays at 23:30 UTC (~7:30pm ET during DST), commits fresh market data,
and Vercel redeploys within a minute — bats.co reflects the new close.
Disclaimer
For informational purposes only. Not investment advice. Historical patterns
are not guarantees.
