README.md

---
title: Did This Stock Actually Change
emoji: 📉
colorFrom: red
colorTo: green
sdk: gradio
sdk_version: 6.19.0
app_file: app.py
pinned: false
license: mit
short_description: Which moves were real events, which were dice. No API key.
---

# 📉 Did This Stock Actually Change?

Financial charts make every wiggle look like a story; most wiggles are dice. Type a
ticker (free Yahoo data via `yfinance`, **no API key**) and get the honest split:

- **Shock events** — days or clusters that broke out of the stock's normal movement,
  with dates and sizes ("−12.3%, sharpest day ~11× normal"). Detected by the
  [Clutch](https://huggingface.co/spaces/Aluode/Clutch2)'s leaky-integrator gate fed
  daily returns normalized by *past-only local* volatility — so one outsized day trips
  it instantly, several stressed days in a row accumulate and trip it too (which a
  naive threshold misses), and a permanently rougher stock doesn't spam flags.
- **Volatility regime changes** — "a typical day went from ±1.1% to ±2.7% around
  2025-09-17". Non-overlapping-window vols, strongest-split ratio test, day-level
  refinement. At most one per window: only the strongest is claimed.
- **Drift vs luck** — the period's total return compared against what pure chance could
  produce at this stock's wobble (2σ·√n). Most yearly stock moves are **not**
  distinguishable from luck, and this page says so, which chart commentary never will.
- **Free headlines** — Yahoo's keyless news feed; if a flagged event is recent, the
  headlines may be the *why*. (Recent items only — Yahoo's free feed can't be matched
  to events from months back.)

## Measured calibration (synthetic GBM suites, "normal" suspicion)

- pure random walk, 60 seeds → **2.8 shock events/yr** (these are the year's genuinely
  biggest moves, labeled with their size in ×-normal-day units — the reader can judge)
- a −9% overnight gap (5× daily vol) → detected **52/60**
- three consecutive −2.2σ days (slow bleed a threshold misses) → detected **53/60**
- constant volatility → false "regime change" **3/60**; a 1.2%→2.8% vol change →
  detected **34/40**, flagged on average 9 days from the true day
- the strict setting trades detection for silence (39/60 on the gap); the eager setting
  the reverse. The slider is the trade-off, stated.

Real returns are fatter-tailed than GBM, so real tickers will show somewhat more events
than 2.8/yr — that is the data being eventful, not the detector lying.

Known limits: Yahoo rate-limits shared servers occasionally (the app says so and retries
work); very short histories (<40 days) are refused; the luck bound uses whole-period
volatility, so a mid-window regime change widens it.

Nothing is stored. This describes the past, predicts nothing, and is not investment
advice or a recommendation to buy or sell anything.

## Files
- `stock.py` — data fetch (cached, keyless), news parser, shock gate, vol-regime test, verdicts
- `change.py` / `clutch.py` — the shared engine from the companion Spaces
- `app.py` — the Gradio app

Built by Antti Luode (PerceptionLab). *Do not hype. Do not lie. Just show.*