TrendRadar — Momentum Dashboard

A free, rule-based swing-trading momentum screener inspired by SwingAlgo. Educational tool only — not investment advice.

What it does

• Scans the Nifty 500 universe daily (after NSE market close) using entirely deterministic formulas — no AI, no ML, no runtime API calls.
• Ranks every stock 0-100 using a configurable composite momentum score.
• Page 1: sortable/filterable leaderboard with sparklines.
• Page 2: per-stock detail with chart, setup panel, technicals scorecard, fundamentals, risk metrics, and composite score attribution.

Architecture

backend/   FastAPI + SQLite + yfinance + pandas-ta
frontend/  Next.js 14 + Tailwind + Lightweight Charts

Data flows: yfinance → SQLite cache → API → Next.js (SSR).

Quick start

1. Backend

cd backend
python -m venv .venv && source .venv/bin/activate
pip install -r requirements.txt

# Start the API server
uvicorn app.main:app --reload --port 8000

2. Run the scan

# Trigger a full scan (downloads ~380 days of OHLCV for ~240 stocks — takes a few minutes)
curl -X POST http://localhost:8000/api/scan
curl http://localhost:8000/api/scan/status     # poll status

The scheduler will also trigger automatically every day at 10:15 UTC (NSE close).

3. Frontend

cd frontend
npm install
npm run dev     # opens http://localhost:3000

Configuration

All weights, thresholds, and the universe switch live in one file:

backend/app/config.py

To switch to S&P 500:

UNIVERSE: Literal["nifty500", "sp500"] = "sp500"

Running tests

cd backend
pytest tests/test_signals.py -v

Signals computed

Signal	Method
RS Rank	IBD-style percentile of weighted trailing return (40/20/20/20 for 3/6/9/12m)
12-1 Momentum	12-month return skipping the most recent month
Trend Template	Minervini's 8-criterion checklist
VCP	Volatility Contraction Pattern (decreasing swings + volume dry-up)
Mansfield Stage	Weinstein Stage Analysis (Stage 2 = advancing)
52-wk High Proximity	Closeness to annual high
Frog-in-Pan	Information Discreteness (Bhattacharya & Galpin)
Risk-Adjusted Momentum	Sharpe-like return/volatility ratio
Volume / Pocket Pivot	Gil Morales pocket pivot + volume surge
ADX	Trend strength filter; suppresses choppy names

Backtest notice

/api/backtest/{ticker} is a stub. See backend/app/backtest.py for:

• Lookahead-bias guidance
• Survivorship-bias warning
• Overfitting caveats
• Transaction cost note
• Implementation skeleton

Legal

Educational tool. Not investment advice. Past performance does not predict future results.

India users: sharing stock recommendations publicly may require SEBI Research Analyst (RA) or Investment Adviser (IA) registration under the SEBI (Research Analysts) Regulations, 2014.

Universe CSV format

Nifty 500 CSV columns: Symbol, Company Name, Industry, Series

The backend automatically appends .NS if no exchange suffix is present. Replace backend/data/nifty500.csv with the official NSE list downloaded from nseindia.com.