Regime → Signal → Execution. GIP quadrant model, a live Risk Range approximation via Yahoo Finance, and the position sizing rules — built from the process in Master The Market.
Ask two questions about the rate of change, not the level: is growth accelerating or slowing, and is inflation accelerating or slowing? Tap a quadrant, or use the toggles.
Enter a stock or ETF ticker to pull its last N trading days from Yahoo Finance. Tries /api/ticker (Vercel) first — cached in Redis for 1 hour so repeat lookups don't re-hit Yahoo — then falls back to a /yf/ proxy path (uncached) if you're hosting this behind nginx instead.
Trade = last 15 days, Trend = last 63, Tail = last 756. Load at least 756 trading days (~3 years) for a real Tail read — fewer than that and the Tail card will show as unavailable rather than guess.
Oldest price first, most recent last, comma-separated. Useful offline or for testing before you deploy the lookup endpoint.
This tool mirrors the process in Master The Market: figure out what regime you're in (GIP), check where price sits within its recent range (Risk Range), then decide how much to bet and when to cut it (Position Sizing). Work the tabs in that order — regime first, sizing last.
Ticker lookups need either the /api/ticker serverless function (Vercel) or a /yf/ reverse-proxy path (self-hosted) — see the README. Set UPSTASH_URL and UPSTASH_TOKEN as Vercel env vars to enable 1-hour Redis caching of Yahoo lookups; without them, /api/ticker still works, it just fetches live every time. Without either deployed, the manual paste box still works fully offline.
Not investment advice. This is an educational tool for practicing a process described in a book, not a live trading signal. Data comes from an undocumented Yahoo Finance endpoint that can change or rate-limit without notice. Do your own research and size positions accordingly.