Every ticker. An institutional read.
Type any US stock or ETF. ORIN marks structure and key levels, weighs eight confluence factors, and flags the event risk the chart can't show you.
Equities is the one market where the biggest risk to a technical read is on a published calendar. So we read the calendar.
The read, with the calendar attached
Switch between tickers and watch the event chip change what the score means — a good structural read a few days before earnings is a different proposition to the same read in a quiet week.
Order block held; volume confirms the reclaim.
The technical read is 86. It does not price the earnings window in, because no chart can. Treat this as a A on the structure and a coin flip on the catalyst — size for the second one.
Sample A worked example. The scores and event chips are illustrative; the behaviour being shown — that a good structural read means something different inside an event window — is real.
ORIN grades the technical setup and flags the calendar. It does not value companies — no fundamentals verdicts, no price targets, no opinion on whether the business is any good.
Analyse a tickerSample reads so the event behaviour is inspectable.
A week with US equities
Organised around the earnings calendar, because in this market that is what the week is actually organised around.
- Monday, pre-open
Check what gapped
Weekend news resets intraday structure. Levels drawn on Friday are not levels any more, and the read flags a gapped open rather than carrying Friday's markup forward as if nothing happened. - Tuesday
A clean setup — with a print in three days
The structure is genuinely good and the score says 86. The event chip says earnings Thursday. Both are true, and the second one means the position should be sized for a gap rather than for the stop.Size for the gap, not the stop - Wednesday
Rotate to the ETF instead
Same directional thesis, no single-name event risk. The structural read on a broad ETF is usually less dramatic and considerably more durable through a catalyst-heavy week. - Thursday, after the print
Re-read from scratch
A gap through the level means the old analysis is void, not adjusted. The read after an event is a new read — and treating it that way is the difference between updating a thesis and defending one.Re-grade the new structure
Equities calibration, including through earnings
Split out, because a hit rate that quietly excludes earnings weeks is a hit rate for a market that does not exist.
The second row is the one worth waiting for. Any tool can look accurate by measuring only the quiet weeks; publishing the event-window number separately is the only way to show you are not doing that.
How the calibration worksWhat an equities workflow uses
AI Chart Scanner
Type a ticker, get structure, levels and the event chip in one pass.
AI chart scannerTrade Plan Generator
A plan whose size accounts for a gap risk the stop cannot protect against.
trade plan generatorConfluence Engine
The eight weighted factors behind the score, including the volume behaviour that separates a real break from a fake one.
confluence engineNo fundamentals verdicts
ORIN grades the technical setup and flags the calendar. It has no opinion on the business, and saying so up front saves you a wasted evaluation.
It does not value companies
No earnings estimates, no multiples, no price targets, no view on whether the company is any good. If you want fundamental research this is the wrong tool and no amount of technical scoring substitutes for it.
It flags events, it does not predict them
The chip tells you a print is coming. It has no idea what the number will be, and any tool implying otherwise on a technical basis is guessing with extra steps.
Microcaps produce noise, not structure
Low float, wide spreads, and price action driven by single orders. The signals still compute on these names; they simply mean much less, and the read degrades coverage rather than pretending.
Gaps break the stop, not just the level
A stock that opens 8% below your stop fills you at the open, not at your level. This is the one risk position sizing genuinely cannot solve, which is why the honest response is smaller size into events.
If you hold through catalysts, the higher-timeframe workflow is a better fit — the swing trader page covers the conviction problem that creates.
Questions traders actually ask
The first read is free with no account. US equities and ETFs run on ORIN’s own data feed — nothing to set up and no key of yours involved. A free account is the only requirement, because that data is metered and we pay for it.
US-listed equities and ETFs across NYSE, Nasdaq and AMEX. Coverage degrades on microcaps and low-float names where structure is mostly noise, and the read says so per symbol rather than grading them with a straight face.
It flags them. A scheduled catalyst inside your expected hold appears as an event chip on the read, because the chart has no way of knowing a print is coming and a technical score the night before earnings is a score on a coin flip.
The structural read is the same, but ETFs carry no single-name event risk, so the event chip usually stays empty. Broad-index ETFs also mean-revert more reliably than the average single stock, which the volatility signals pick up.
Yes, with a caveat rendered on the read: extended-hours volume is a fraction of regular session volume, so levels formed there are weaker. Structure built pre-market frequently does not survive the open.
No. ORIN produces a technical read, a bias and a scenario plan. It does not value companies, does not issue price targets, and never tells you to buy or sell. The decision is yours and the journal records that you made it.