Data and Interpretation Methodology
How TapeFlow collects, normalizes, presents, and explains public market data, plus the quality standards used for content and structured data.
Data principle
Source first
Expose provider links where possible.
Interpretation principle
Cross-check
Read direction and supporting signals together.
Quality principle
Transparent gaps
Do not invent data when live rows are missing.
Key summary
- TapeFlow uses public market data with identifiable source pages or providers.
- Each indicator pairs the latest value, observation window, unit, source link, and interpretation guide to avoid context-free number lists.
- Automated market data can be delayed or revised, so the site surfaces latest dates and source context beside the charts.
Public review trail
TapeFlow's public value is visible when indicators, radar screens, methodology, and source notices connect. These paths let readers follow the source and interpretation standard behind the numbers.
Indicator detail
Check latest values, observation windows, source links, long charts, and interpretation guides together.
Radar screens
Connect indicator reads to breadth, new highs, turnover, and flow participation.
Sources and contact
Use source/license notices and contact paths to review data errors or rights questions.
Collection and normalization
TapeFlow collects values from exchanges, public statistics, market data providers, and verifiable public web sources, then normalizes each series by date and unit.
Markets differ by holiday calendar, release cadence, time zone, and rounding convention, so each detail page shows latest dates and observation counts alongside the chart.
- Price and index indicators include historical backfill where providers expose it.
- Macro indicators update on slower release calendars and may have older latest dates than equity data.
- Flow and credit indicators expand only where source paths are stable enough for public display.
Interpretation guide standards
The interpretation guides are not written to force buy or sell conclusions. They explain what market pressure a number may represent, which combinations improve signal quality, and where false reads can occur.
Each guide uses a consistent structure: what the indicator tracks, how to interpret it, and how to respond carefully.
- Extreme readings are treated first as risk-review signals, not automatic mean-reversion calls.
- Flow signals are checked against price, FX, and market breadth.
- Leverage indicators are better for position-size and loss-limit discipline than for single trade timing.
Automation, editing, and correction standards
Observation collection, date and unit normalization, and latest-versus-prior calculations follow fixed automated rules. Calculated sentences report only checkable dates, values, comparison windows, and sources; they do not infer causes or forecasts.
Indicator descriptions and interpretation criteria are reviewed by the operator. When a source, formula, unit, or release cadence changes, the related copy and revision date are updated together.
- Percentiles use a tie-adjusted midrank and are hidden when fewer than 20 valid observations are available.
- Available history and the default comparison window are labeled separately when they differ.
- Readers can report errors through the public contact path for review against primary material.
Recent public changes
Material public changes are recorded with dates so readers can distinguish current data from editorial maintenance.
- 2026-08-20: Added ten indicators: the 7-year US Treasury yield, the US 30-year real yield, the Korea CP-CD spread, sugar, cotton, gasoline, Cardano in USD and KRW, the won price of Tether, and the USDT kimchi premium.
- 2026-08-20: Added ten indicators: the 1-year and 20-year US Treasury yields, the US 5-year real yield, 5-year breakeven inflation, the 5y5y forward inflation expectation, the Korea AA- credit spread, coffee, cocoa, and Dogecoin in USD and KRW.
- 2026-08-13: Added ten indicators: Spain's IBEX 35, Brazil's Bovespa, corn, soybeans, Solana in USD and KRW, US vehicle sales, the 5-year and 3-month US Treasury yields, and the US 10-year real yield.
- 2026-08-07: Added sixteen indicators: the US 10Y-3M spread, 30-year yield, 10-year breakeven, Sahm rule, Case-Shiller index, median home price, Russell 2000, copper/gold ratio, Korea core CPI, expected inflation, trade balance, foreign portfolio flows, employment rate, 1-year treasury, KOSPI trading value, and KOSPI dividend yield.
- 2026-08-03: Added seven indicators: the 5-year Korea Treasury, Korean bank deposit and lending rates with their spread, the ASX 200, platinum, and palladium.
- 2026-08-03: Added seven indicators: the KOSPI 200, the Euro Stoxx 50, the FTSE 100, XRP in USD and KRW, US labor force participation, and US federal debt.
- 2026-07-30: Added seven indicators: Ethereum in USD and KRW, Germany's DAX, India's SENSEX, US core CPI, the Korea jeonse price index, and investor deposits.
- 2026-07-30: Added seven indicators: the Taiwan Weighted Index, the VN-Index, Bitcoin in USD and KRW, the kimchi premium, and Korea's nationwide and Seoul apartment price indexes.
- 2026-07-30: Added six indicators: KOSDAQ, the Hang Seng Index, the Shanghai Composite, EUR/KRW, CNY/KRW, and the Fed's overnight reverse repo balance.
- 2026-07-30: Added seven indicators: Korea Treasury 3Y, JPY100/KRW, Korea unemployment, the Philadelphia Semiconductor Index, Brent crude, the US 30-year mortgage rate, and the Fed balance sheet.
- 2026-07-17: Replaced every indicator interpretation guide with indicator-specific original copy and added a public FAQ page.
- 2026-07-11: Added an at-a-glance summary of the latest date, prior change, comparison window, and source to indicator pages.
- 2026-07-03: Consolidated site addresses under the primary domain.
- 2026-05-30: Added public about, methodology, source, and contact paths.