Composite overlay
every covered stock's setup score on one shared session axis — the only guides are the hysteresis enter/leave bands (no single-stock state shading here)
dashed segment = that day's score leans on reconstructed memory (interp/est inputs); a gap = no score that session (foreign-market holiday, never bridged)
Bucket heatmap
current sub-index per bucket on the ±100 scale, with each stock's 5-session change — which node is bleeding where
Δ5s = sub-index now minus 5 sessions ago on that stock's own trading grid; “—” = bucket not scored / spine too short
Relative-strength pairs
the derived RS ratios (trailing-window return of A ÷ return of B) with their session context — >1 = the numerator outperformed over the window
line = the pair's relative path over the trailing window, each leg rebased to its own window-start session (engine-identical, so the path's endpoint is the stored print) · dashed where an input is interp/est · baseline = 1.00 (even performance)