Kalman Trend Signals
Kalman filter applied to price data across 4,444 instruments. The filter separates genuine trend from noise, producing a velocity measure that quantifies trend acceleration. Positive velocity = price momentum building; negative = pressure mounting.
4,444
Instruments
2,371
Uptrends
2,041
Downtrends
53.4%
Uptrend Bias
What Kalman filtering does: A Kalman filter is a recursive algorithm originally developed for aerospace navigation. Applied to prices, it produces a noise-free estimated price and a velocity — the rate of change of that estimate. High velocity = strong, consistent trend. Low or reversing velocity = trend fatigue or reversal risk. More responsive than simple moving averages.
Trend Distribution
| Trend | Share | Count | Pct |
|---|---|---|---|
| UP | 2,371 | 53.4% | |
| DOWN | 2,041 | 45.9% | |
| FLAT | 32 | 0.7% |
Signal Breakdown
| Signal Type | Count | Share |
|---|---|---|
| TREND_CONFIRMED_DOWN | 1,762 | |
| TREND_CONFIRMED_UP | 1,709 | |
| TREND_CHANGE | 892 | |
| MIXED | 81 |
Top 20 Strongest Uptrends by Velocity
| Ticker | Velocity | Signal | Strength |
|---|---|---|---|
| 009150.KS | +34113.30 | TREND_CONFIRMED_UP | 640.6 |
| 000660.KS | +31457.58 | TREND_CONFIRMED_UP | 397.2 |
| 012330.KS | +10162.28 | TREND_CONFIRMED_UP | 395.8 |
| 034730.KS | +10125.78 | TREND_CONFIRMED_UP | 413.4 |
| 005380.KS | +5561.61 | TREND_CONFIRMED_UP | 209.1 |
| 066570.KS | +4991.49 | TREND_CONFIRMED_UP | 537.2 |
| 032830.KS | +4734.73 | TREND_CONFIRMED_UP | 341.0 |
| 028260.KS | +3500.09 | TREND_CONFIRMED_UP | 211.7 |
| 005930.KS | +3211.38 | TREND_CONFIRMED_UP | 271.8 |
| 285A.T | +1287.97 | TREND_CONFIRMED_UP | 517.9 |
| 018260.KS | +1220.05 | TREND_CONFIRMED_UP | 161.5 |
| 003550.KS | +1096.11 | TREND_CONFIRMED_UP | 230.8 |
| 006400.KS | +748.80 | MIXED | 30.0 |
| 5801.T | +515.83 | TREND_CONFIRMED_UP | 232.2 |
| 5706.T | +441.48 | TREND_CONFIRMED_UP | 216.4 |
| 4062.T | +397.02 | TREND_CONFIRMED_UP | 488.4 |
| 6861.T | +377.27 | TREND_CONFIRMED_UP | 121.2 |
| 017670.KS | +345.98 | TREND_CONFIRMED_UP | 86.0 |
| 6976.T | +330.18 | TREND_CONFIRMED_UP | 719.1 |
| 9983.T | +314.13 | TREND_CONFIRMED_UP | 102.8 |
Top 20 Strongest Downtrends by Velocity
| Ticker | Velocity | Signal | Strength |
|---|---|---|---|
| 051910.KS | -2366.62 | TREND_CONFIRMED_DOWN | 170.3 |
| 096770.KS | -669.12 | TREND_CONFIRMED_DOWN | 140.1 |
| 035420.KS | -648.06 | TREND_CONFIRMED_DOWN | 82.1 |
| 010950.KS | -538.73 | TREND_CONFIRMED_DOWN | 124.6 |
| 6273.T | -408.38 | TREND_CONFIRMED_DOWN | 155.1 |
| 068270.KS | -379.58 | TREND_CONFIRMED_DOWN | 50.3 |
| 035720.KS | -321.44 | TREND_CONFIRMED_DOWN | 196.8 |
| 030200.KS | -311.98 | TREND_CONFIRMED_DOWN | 143.5 |
| 6146.T | -212.56 | TREND_CONFIRMED_DOWN | 80.9 |
| CRH.L | -185.24 | TREND_CHANGE | 807.5 |
| 086790.KS | -145.38 | TREND_CONFIRMED_DOWN | 30.7 |
| 1801.T | -119.86 | TREND_CONFIRMED_DOWN | 215.0 |
| FERG.L | -107.85 | TREND_CONFIRMED_DOWN | 164.9 |
| 7741.T | -76.89 | TREND_CONFIRMED_DOWN | 73.0 |
| 055550.KS | -73.66 | TREND_CONFIRMED_DOWN | 19.4 |
| 5631.T | -61.81 | TREND_CONFIRMED_DOWN | 199.1 |
| 6857.T | -53.01 | TREND_CONFIRMED_DOWN | 50.3 |
| 5803.T | -51.76 | TREND_CONFIRMED_DOWN | 259.4 |
| 8830.T | -51.38 | TREND_CONFIRMED_DOWN | 351.5 |
| 4523.T | -43.69 | TREND_CONFIRMED_DOWN | 276.7 |
Data as of 05 Jun 2026 15:02 UTC. Kalman trend signals are quantitative model outputs. Velocity values reflect the rate of filtered price change and are not directly comparable across instruments with different price scales. Not financial advice.