# How Does Haruspex Generate its Stock Market Directional Scores?

**Category:** Explainer | **Published:** Tuesday, August 25, 2026 | **Author:** Haruspex

> Haruspex stock scores reflect detected market pressure by integrating diverse data streams like microstructure, sentiment, and institutional flow. Learn what mo

**TL;DR:** Haruspex stock scores, published daily, quantify market directional pressure by synthesizing real-time data from market microstructure, social sentiment, institutional ownership, and other specific dimensions. Each score from 0-100 indicates whether bullish or bearish pressure is building around a stock, offering a transparent view of market dynamics and the factors influencing them.

On Tuesday, 2026-08-25 ET, the broader market experienced a slight dip, with the S&P 500 closing at 7652.86 [data: 2026-08-25 close], a change of -0.28%. This movement occurred amidst a VIX reading of 15.84 [data: 2026-08-25 close] and a 10Y Treasury Yield at 4.66% [data: 2026-08-25 close], signaling a nuanced market environment. The US Dollar Index (DXY) registered 99.01 [data: 2026-08-25 close], while WTI Crude Oil stood at $82.36 [data: 2026-08-25 close].

## Understanding Haruspex Stock Scores

Haruspex analysis focuses on detecting market directional pressure around individual stocks. Our scores range from 0 to 100, providing a clear indication of observed market behavior. A score of 70 or above signals strong bullish pressure, while 60-69 suggests general bullish pressure. Scores between 45 and 59 indicate no clear directional edge.

Conversely, a score of 35-44 points to bearish pressure, and anything below 35 reflects strong bearish pressure. These scores describe market behavior surrounding a stock, not the underlying company's fundamental quality or intrinsic value. They are designed to highlight detectable trading edges rather than acting as a valuation metric.

### What Data Streams Drive Haruspex Score Generation?

Haruspex scores are generated by integrating and analyzing diverse, verifiable data streams. These inputs are organized into distinct dimensions, each capturing specific aspects of market activity and sentiment. The combination of these dimensions provides a comprehensive picture of directional pressure.

For instance, the market_microstructure dimension examines real-time order flow, liquidity, and bid-ask spreads. It detects immediate buying or selling pressure. For **FCX** (Freeport-McMoRan Inc.), a recent score of 76.0, up 5.0 points, was driven by strong bullish pressure from this dimension, reflecting 72% buy flow on 154% above-average volume. Similarly, **FDX** (FedEx Corporation) showed 64% buy flow and excellent liquidity, contributing to its 71.0 score, up 5.0 points.

The social_sentiment dimension processes news and social media data to gauge collective market mood. This involves analyzing text for tone and frequency of discussion around specific tickers. For **MT** (ArcelorMittal S.A.), this dimension contributed to its bullish pressure, elevating its score to 72.0, up 2.0 points.

The institutional_ownership_intelligence dimension tracks the buying and selling activity of institutional investors. This includes monitoring changes in holdings and the number of institutions involved. For **MICC** (The Magnum Ice Cream Company N.V.), its 73.0 score, up 1.0 point, was influenced by detected net institutional buying, with 62.5% institutional ownership across 873 institutions.

Other dimensions like options_flow monitor significant activity in the options market, while supply_chain insights track broader economic and industry-specific factors impacting operational efficiency and costs. Each dimension contributes to the overall score based on its detected signals. For example, **ECL** (Ecolab Inc.) saw its score rise to 71.0, up 4.0 points, due to market_microstructure signals indicating balanced order flow and excellent liquidity, underscoring the influence of specific dimensions.

## Regime Thresholds

The interpretation of individual stock scores often relies on the broader market regime. Key macro metrics serve as critical thresholds. For example, sustained S&P 500 movement below its 50-day moving average may indicate a bearish bias that could temper bullish signals in individual stocks, even if their scores remain elevated.

Conversely, a VIX consistently below 15 often suggests lower market volatility and potentially more receptive conditions for bullish directional signals to persist. Persistent high oil prices, such as WTI above $85, can introduce headwinds for sectors with high transportation or manufacturing costs, influencing overall market sentiment and the weight given to certain dimensions.

## What This Method Cannot See

While Haruspex analysis provides a data-driven view of market directional pressure, certain elements remain beyond its scope. The method does not predict unforeseeable 'black swan' events, sudden geopolitical shifts, or rapid, idiosyncratic corporate disclosures that have not yet been reflected in market data or sentiment. It also does not assess long-term fundamental company value or management quality.

The system is designed to detect and quantify market behavior, not to offer qualitative judgments on a company's business model or future innovation. It reflects market action and its immediate drivers, rather than deep dives into corporate strategy or earnings reports before they are publicly disseminated and react to market sentiment.

## What Would Change This View

A change in the observed market directional pressure for a stock, leading to a shift in its Haruspex score, would typically stem from measurable changes within its contributing dimensions. For instance, a sharp reversal in order flow for a stock previously showing strong buying pressure, transitioning to dominant selling pressure, would rapidly lower its score.

Similarly, a sudden, widespread negative shift in social media sentiment or news coverage, moving from positive to negative, would impact the social_sentiment dimension and consequently the overall score. Significant institutional outflows, detectable in the institutional_ownership_intelligence dimension, would also indicate diminishing bullish pressure.

These shifts are often accompanied by notable changes in trading volume or volatility. A sustained divergence between a stock's price action and its underlying dimension signals could also warrant a reassessment of its directional pressure, prompting a score adjustment to reflect the updated data.

## Outlook

Haruspex continues to process and analyze real-time market data across its defined dimensions to provide transparent insights into market directional pressure. The emphasis remains on delivering verifiable data points that reflect current market dynamics, allowing users to understand the observable factors influencing stock movements.

*Disclaimer: Haruspex provides data and analysis for informational purposes only. It is not investment advice. Investing in securities involves risks, and past performance is not indicative of future results. Always conduct your own research and consult with a qualified financial advisor before making any investment decisions.*

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*Source: [Haruspex Insights](https://haruspex.guru/insights/explainer-2026-08-25-cc61e8a7)*
*Disclaimer: AI-generated analysis for informational purposes only. Not financial advice.*