Stock Movement Profile

Overview

Stock Movement Profile is a quantitative analytics tool built to study how a stock has historically behaved under different market conditions.

Instead of trying to predict the next move, the tool focuses on a more data-driven question:

What has historically happened when a similar setup occurred?

It analyses historical OHLC data to identify recurring patterns, measure their outcomes, and understand the probability and risk associated with different scenarios.

Key Features

Open-to-close and close-to-close return analysis
Gap and overnight behaviour analysis
Intraday range and volatility analysis
Price positioning within the daily range
Distribution analysis of historical returns
Pattern and setup analysis
Historical win rates and forward returns
Risk and outcome distributions
Probability analysis
Monte Carlo simulations
VaR and Expected Shortfall
Volatility regime detection
Market structure clustering

Pattern Analysis

The tool evaluates recurring market setups such as:

Gap Up / Gap Down
Open = High / Open = Low
Inside Days
Strong Trend Days
Wide and Narrow Range Days

For each setup, the analysis looks at factors such as historical frequency, win rate, average forward return, and the distribution of outcomes.

Why I Built It

I wanted to move beyond simply looking at charts and ask a more useful research question:

When this setup has happened before, what usually happened next?

The goal is to use historical data and probabilities to better understand market behaviour, rather than relying only on directional predictions.

Technology

Built using Python with a browser-based dashboard.

The analytics engine and API are handled through Python, while the dashboard provides the interface for exploring the results.

Project Repository

The complete source code is available on GitHub.

View on GitHub →

https://github.com/yash-sarawgi/Stock-Movement-Profile