The overpay check · one stock, three windows
Are you
getting rinsed?
Rinsed — paying fifteen dollars for a bottle of water because the festival knew you were thirsty. This reads the price on the screen and says how much of it is stretch, heat and position rather than the business: how far this entry sits from the stock’s own recent prices, how much room is under it, and what the round trip costs. Nought is no measured overpay signal. A hundred is every one of them at once.
It is scored over three holding windows — 7, 30 and 90 days — and the three numbers are never averaged, because the same stock can be a steep entry for a week and an ordinary one for a quarter. That gap is the most useful thing on the page.
This is a price check, not a prediction. Everything here is arithmetic on data that already exists. Nothing on this page says what the stock does next, and nothing on it is advice.
Look it up
Any listing, any major exchange.
Type a ticker or a company name. The search runs across the world’s exchanges, so VOD, VOD.L, 7203.T and “vodafone” all find something.
Try:
The reading
Nothing looked up yet.
Put a symbol in the box above. The page fetches two years of daily prices, works out six measures from them, and prints three numbers.
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Nought is good. A hundred is not.
- 0
- Nothing measured here says you are paying up. An absence of signal — not an assurance that it cannot fall.
- 50
- Middling. Some measures sit at the expensive end of their own history, some do not.
- 100
- Every measure here is stretched at once. Not a forecast of a loss, and not a probability of one.
What it is based on: six measures taken from two years of daily prices — how far above its own average it trades, where in its range, how hot the last sessions ran, how far down to the nearest band it actually traded at, how much it moves, and what the round trip costs. It reads the price you would pay, not the company and not what happens next.
The tally
Every measure, and what it read.
Six measures, weighted differently for each window. A row is what that measure read, out of a hundred, in the rinse direction — higher means paying up. The weight is how much of that window’s number it carries. Where a measure could not be computed it says so and is dropped; it is never guessed at.
Nothing looked up yet.
Method
What the number is, and what it is not.
What it measures
Three things that are already true at the moment you look: how far this entry sits from the stock’s own recent prices, how far it would have to fall to reach a band where it actually traded, and what the round trip costs. All of it is arithmetic on two years of daily opens, highs, lows, closes and volume.
The six measures
- Stretch
- How far above its own moving average it trades, in units of its own daily range — then read against its own two-year distribution of that same quantity. Eight per cent above the 50-day is nothing on a stock that moves six per cent a day and a great deal on one that moves one.
- Position
- Where in its own range this sits, and what share of the window’s volume changed hands below the price you would pay. The second half is the point: it counts how many holders are already in profit above their cost.
- Heat
- What the last few sessions added. The overbought family — RSI, stochastic, Williams %R, CCI, money flow — is five ways of asking one question, so they are each read against their own history and reduced to a single median rather than counted five times.
- Room
- The last N sessions binned by price into a volume shelf; the distance down to the nearest band that holds a real share of that volume, in per cent. A level where the stock genuinely changed hands, not one where it merely turned round once.
- Volatility
- Realised volatility from log returns, annualised, read against its own two-year range — and scaled to the window as a one-sigma move. Quoted as a range, because the estimate has a standard error of its own.
- Friction
- The only cost here that is certain. Dollar volume and how coarse one tick is against the price. The quoted spread is not in this feed, so it is not estimated — inferring it from the intraday range would be measuring volatility and calling it cost.
Why not just invert a quality score
Because the relationship is a U, not a line. A stock with nothing going for it is a poor purchase — so far, an inverted quality score agrees. But past a point it turns round: eight straight up days, the top of the range, everyone already in profit — the readings that push a momentum score to ninety are the readings that mean you are paying the most anyone has paid all year. The hot name is the classic rinse, and an inverted quality score would call it the safest entry on the board.
What is missing, said plainly
There are no fundamentals here. Every multiple, margin and balance-sheet line comes from an endpoint that answers Invalid Crumb to a caller without a key, and this property has no key. That was tested, not assumed. So nothing on this page scores what the business earns — which matters most at ninety days, which is exactly where the gap is widest. The ninety-day number is a reading about price, and it is missing the input that would make it a reading about value.
Where it refuses
A window with too little history returns no score rather than a number with a caveat. Seven days needs 120 sessions, thirty needs 160, ninety needs 260 — below that, the measures have no distribution to be read against. If more than two of the six measures cannot be computed, that window returns no score either. A plausible-looking number standing in for absent data is the one thing this page is built not to do.
What it is not
- Not a probability. A reading of 80 does not mean an eighty per cent chance of losing money. It means every measure here sits at the expensive end of its own range.
- Not a forecast. Nothing here states or implies what the price does next.
- Not a valuation. It does not know what the business is worth. It has no earnings.
- Not a judgement of the company. An excellent business can read 90. The reading is about the price and the window.
- Not fitted. No number in the weight table was chosen by testing which value would have made money. The weights are a stated opinion about how long each measure takes to matter, and they are printed in the tally so you can disagree with them.
- Not advice. This page does not know your position size, your cost basis, your other holdings or your actual fill, and it never tells you what to do.
One technical note worth keeping honest
Stretch, heat and volatility are computed on split- and dividend-adjusted closes, which is a total-return series — while what you actually pay is a price. On most names the difference is immaterial; on a high-yielding one it is real. The price shown at the top of the reading is the raw last print, not the adjusted one.
Prices from Yahoo Finance through a public relay, two years of daily bars. Research tally only — not financial advice.