- Change
- For crypto this is the exchange's rolling 24-hour figure (last price over the price 24 hours ago). For US equities it is the session change, previous close to last: US markets are shut about 17.5 hours a day, so a literal 24-hour window would fold two sessions into one number.
- Volume vs baseline
- Volume of the breakout bar divided by the median of the prior 20 bars. The baseline is a median, not a mean, so the spike cannot inflate its own denominator.
- Sigma move
- This move measured in standard deviations of the instrument's own 30-day realised volatility. The larger the number, the less it looks like ordinary noise.
- Rank in past 100 days
- Where this move ranks among the past 100 complete trading days. Rank 1 means the biggest in a hundred sessions.
- Lag
- Time between the catalyst event and the start of the move. If the event lands after the move began, the entry is marked unattributed.
- Gap at the open
- The news broke before the bell, so the repricing was finished by the time trading opened. This row's move starts at the opening bell itself, which means there is no lag to measure — and we do not print one.
- Measured from
- Price, volume and range for this row are measured here.
- Leads
- The events below pass the scope test but not the timing one — listed as leads, not as attributions.