Each component is scored 0–100 and combined by weight: intraday momentum, volume confirmation and material events carry the most (3 each), then acceleration, news tone and news reaction (2 each), then 52-week position, retail sentiment and insider filings (1 each).
Missing data lowers confidence rather than scoring as neutral. A component with no data is dropped from the weighting entirely, and the coverage figure tells you how much of the picture was actually available. Earnings inside seven days is a hard caveat, not a component — it caps confidence no matter how good the setup looks.
This measures agreement among current evidence, not the future. A high score means several independent signals currently point the same way. It is not a prediction, and it is not advice. Test it with paper trades on the portfolio page before any real money is involved.
Material events are the external factors that actually re-rate a company — takeovers and mergers, raised or cut guidance, regulatory and legal action, leadership changes, buybacks, major contracts, approvals, and distress. These are pulled out of the news feeds separately from ordinary tone, because "there is a bid for this company" is a different kind of fact from "the coverage is upbeat". Each detected event shows the headline and the exact phrase that matched, so you can check the classification rather than trust it.
Insider data is SEC Form 4 filing activity (US only — Canada has no free equivalent, so TSX rows carry no insider component). Retail sentiment is StockTwits. Reddit is not usable — it blocks server-side requests.