Markets aren't moved by news. They're moved by what the crowd does with the news. Sentiment Compass aggregates retail positioning data, broker-side commitments, options skew, social-media tone, and news-flow sentiment into a single quantitative read on the collective psychology of every major instrument. When the crowd reaches an extreme. Every retail trader long EUR/USD, every Reddit thread bullish, every options dealer hedging the same way. You see it. And you can act on it.
Every experienced trader has heard the line. Fade the crowd. Be greedy when others are fearful. Sell euphoria. The maxim is empirically true. At sentiment extremes, mean reversion meaningfully outperforms trend continuation. The problem isn't the maxim. The problem is that retail traders don't see crowd positioning. They see their chart, their broker's order book at best, and Twitter sentiment that's noisy and biased. The actual crowd lives in broker-side commitment reports, retail positioning feeds, options flow, and aggregated social tone. None of which is on a retail trading platform.
The crowd is wrong at extremes, and almost nobody has the data to see the extremes.
Institutional desks watch this constantly. CFTC Commitments of Traders, retail broker positioning aggregates, options dealer positioning, social sentiment indexes. These feed every macro trading desk on Wall Street. The retail trader gets a TradingView "long/short" widget if they're lucky. Sentiment Compass closes the gap. Five sources aggregated, normalized, time-series'd, and surfaced with historical thresholds, so when the crowd hits an extreme, you see it, with context, with confidence intervals, with the historical hit rate of fading or following.
Each source captures a different facet of crowd psychology, and each is fallible on its own. Retail positioning is great for FX, weak for crypto. Social tone is loud during retail manias, silent during institutional rotations. Options skew reveals hedging demand but lags. The compass aggregates all five, so a single source going extreme is a hint, but four going extreme together is a setup.
Aggregated long/short ratios from major retail brokers and prop firms. Updated hourly. Per-instrument, per-region. Historical thresholds calibrated for each instrument independently.
Weekly CFTC Commitments of Traders reports parsed and normalized. Commercial vs. non-commercial positioning across futures markets. Long-tail history (decades). The institutional reference point.
Options skew, put/call ratios, large-trade flow detection, dealer gamma positioning. For instruments with liquid options markets. Equities, FX majors, gold, oil, crypto. Indirect but powerful sentiment read.
Aggregated sentiment from X, Reddit (r/forex, r/wallstreetbets, r/cryptocurrency), trading Discords (consented), and YouTube comments. NLP-tuned to trading vernacular. Volume-weighted, bot-filtered.
Bullish sentiment with rising prices is just confirmation. Bullish sentiment with stalling prices is a warning. Bearish sentiment with falling prices is just panic. Bearish sentiment with stabilizing prices is a setup. Sentiment Compass tracks divergence between sentiment and price action on a per-instrument basis, and flags when the two stop agreeing.
Most of the time, sentiment and price move together. The crowd buys, prices go up, the crowd buys more, prices keep going up. Divergence breaks the loop. When sentiment keeps climbing but price stops, the buyers are running out. When sentiment keeps falling but price stops, the sellers are. These are the inflection points worth trading.
Sentiment score for every major instrument (FX, indices, crypto, commodities). Calibrated historical thresholds per instrument. What's "extreme" for gold isn't "extreme" for EUR/USD. 80+ instruments at GA.
Aggregate score across all five sources, with per-source contribution visible. See whether a reading is being driven by retail positioning, options flow, social tone, or a confluence. Single-source extremes weigh differently than multi-source.
Real-time flagging when price and sentiment stop tracking each other. Configurable thresholds. Historical hit rates on each divergence type. Alerts pushed to desktop, mobile, or webhook.
Every sentiment reading kept as a time series. Backtestable. Overlayable on any chart. Useful for understanding whether the current reading is normal, elevated, or genuinely extreme relative to the instrument's own history.
if at.sentiment("XAUUSD") > 0.85: fade(). Use sentiment readings as strategy preconditions. Build contrarian strategies that auto-fire at thresholds. Or trend strategies that require sentiment alignment before entering.
Integrate with Market Scanner to filter your watchlist by sentiment criteria. "Show me instruments where retail is 80%+ long AND price has flattened." That query becomes a saved screener returning candidates in real time.
Retail positioning, COT data, options flow, social tone, news flow. Each pulled on its native cadence. Some hourly, some weekly, some real-time. Normalized, instrument-mapped, bot-filtered, time-aligned.
Weighted aggregation into a single 0–100 score per instrument. Per-instrument historical thresholds for "extreme". Calibrated to each instrument's own distribution, not a generic level. Divergence detection runs continuously.
Compass dial for aggregate view. Per-instrument readings ranked by extremity. Live divergence alerts. Time-series charts overlayable on price. Strategy Lab SDK access. The full sentiment view, always one tab away.
Sentiment Compass rolls out by source. The data infrastructure is the hard part; each new source goes through a calibration period before it counts in the composite. Major FX and crypto first, then indices and commodities, then single names.
Closed beta to All-Access subscribers. EUR/USD, GBP/USD, USD/JPY, AUD/USD, USD/CAD, USD/CHF, NZD/USD. Retail positioning + CFTC COT data. Calibrated historical thresholds.
Public beta. Add options flow and social tone for FX majors, BTC, ETH, gold. Divergence detection live. First Strategy Lab SDK access. 25+ instruments at this stage.
General availability. Indices (SPX, NDX, DJI, DAX, FTSE, Nikkei). Commodities (oil, copper, silver). News-flow sentiment integrated. Single-stock coverage for top 100 US equities. 80+ instruments total.
Cross-asset sentiment correlations. Regime conditioning (same extreme reading has different historical hit rates in different macro regimes). Backtesting integration with Strategy Lab. Custom alert webhooks.
Build a strategy that only fires when sentiment hits an extreme. Or a trend follower that only enters when sentiment confirms. Or a contrarian that auto-fires at the 90th-percentile crowd reading. Programmable sentiment edge.
See Strategy Lab →Filter your watchlist by sentiment criteria: "retail 80%+ long AND price flat 5 days." Saved as a scanner, returning candidates in real time. The most powerful contrarian screener available to retail.
See Market Scanner →Cross-reference your own trade outcomes with the sentiment reading at the time of entry. Did your fades work better when sentiment was extreme? Did your trend trades work when sentiment confirmed? Empirical answers on your own data.
See Trade Analytics →Closed beta opens in July with FX-majors retail + COT data. Beta access is free for the first 2,500 waitlist members. Production pricing aligns with other Arizet apps ($8 / 7d · $29 / 30d · $269 / 365d).
Join the waitlist and we'll send you beta access in July when Stage 01 opens. Free through public beta in August. Priority given to traders who actively use sentiment in their process.
Five sources. Eighty instruments. Real-time. The collective psychology of the market, quantified.