NDX CVD — Cash Index Volume Delta Aggregation

In Antigravity cosmology: Central Star Fuel (NDX). In standard terms: Index-weighted Cumulative Volume Delta (CVD) across the 100 components of the NASDAQ-100 index.

How NDX CVD is Computed

The NASDAQ-100 index is a basket of securities rather than a single tradable asset. The NDX CVD metric in Heniu’s telemetry is calculated as follows:

1. Transaction Feed: Continuous market data feed across all 100 constituents of the index.
2. Trade Classification (Tick Rule / BBO): Trades executed at the Ask price (aggressive market buying) add volume (+); trades executed at the Bid price (aggressive market selling) subtract volume (-).
3. Index Weighting & Aggregation: Component volume deltas are aggregated in real time according to their index weights: $$ \text{CVD}{NDX} = \sum{i=1}^{100} w_i \cdot (\text{Vol}{\text{Ask}, i} - \text{Vol}{\text{Bid}, i}) $$ where $w_i$ represents the company’s index weighting. This ensures mega-caps (such as Apple or NVIDIA) influence the aggregate proportionally to their index impact.
4. Session Reset: The CVD baseline resets at the cash market open at 9:30 ET (15:30 CET), measuring pure aggressive order flow dynamics for the active spot session.

Units and Semantic Interpretation

• Unit: Values published in telemetry (e.g., +162.49M or -175.43M) denote NDX Weighted Flow Units. Due to index weighting, this is not an unweighted raw sum of disparate share quantities, but a standardized aggregate aggressive order flow vector.
• CVD is NOT “capital inflow/outflow”: In every transaction, cash and shares are exchanged simultaneously in equal dollar amount. CVD does not measure external net cash flow; it measures signed aggressive order flow — quantifying which side (market buyers crossing the spread vs market sellers hitting the bid) is driving transaction immediacy.
• NDX / CVD Divergences:
  • Price declines while NDX CVD rises: passive absorption of aggressive sell flow by limit buy orders (accumulation).
  • Price advances with negative NDX CVD: passive supply distribution into aggressive buy orders.

Atlas entry. Zero trading signals — strictly market physics.

Q-Score — Stability Vector and Flow Direction

In Antigravity Cosmology: Force Field Stability / System Pressure Vector. In Classical Language: An integrated short-term indicator of net aggressive order flow direction and momentum (Order Flow & Tape Kinematics).

What Q-Score Really Is

Q-Score is a deterministic mathematical function analyzing real-time tape prints, aggressive volume velocity (CVD), and immediate price reaction.

The score oscillates between negative values (selling pressure dominance) and positive values (buying pressure dominance). The numerical scale reflects the density and consistency of aggressive market orders.

CVD — Cumulative Volume Delta

In the Antigravity cosmology: Fuel / Energy Flow. In classical language: the cumulative difference between aggressively bought and aggressively sold volume.

What CVD really is

Every market transaction has two sides, but only one of them is the aggressor: someone crossed the spread because they wanted in now, at market price. CVD sums those decisions: trades executed at the ask (aggressive buying) count as plus, at the bid (aggressive selling) as minus. The result is a running balance of wanting: who is paying for immediacy — demand or supply.

MOC — Market-On-Close Imbalance

In the Antigravity cosmology: the MOC Anomaly / the MOC Hammer — a gravitational strike in the final minutes of the cycle. In classical language: the order imbalance into the close — the surplus of demand or supply the exchange must pair off by 4:00 PM New York time.

What MOC really is

A vast share of market capital — index funds, ETFs — settles by definition at the closing price. Their orders flow into a special closing auction, and starting at 3:50 PM ET the exchange publishes the Net Order Imbalance Indicator (NOII): how much volume remains un-paired between buyers and sellers. It is one of the cleanest public windows into explicitly declared closing-auction interest (the Nasdaq Closing Cross) — the flow in the auction book is registered, not guessed.