CLV Alpha Signal

A small React dashboard that downloads recent daily US-market OHLCV data from Financial Modeling Prep, calculates a cross-sectional CLV alpha signal, and labels the ranked securities as BUY, HOLD, or TRIM.

The default mini-universe is QQQ, NVDA, MSFT, TSLA, and AAPL. Tickers can be added or removed in the interface. Note that QQQ is an ETF rather than a technology stock.

Signal

For each security, the dashboard calculates:

raw signal = 5-day volume-weighted CLV x 20-day daily-return volatility

CLV (Close Location Value) measures where the close falls within the day's high-low range:

CLV = ((close - low) - (high - close)) / (high - low)

The securities are sorted by raw signal. The bottom 30% receive BUY, the middle 40% HOLD, and the top 30% TRIM. These are relative classifications within the current mini-universe, not independently validated trading advice.

Run locally

You need a recent version of Node.js and a Financial Modeling Prep API key.

npm install
npm run dev

Open the local address printed by Vite, enter your FMP API key, and load the signals.

To create a production build:

npm run build
npm run preview

Publish on GitHub

Create an empty GitHub repository, then run the following from this folder:

git init
git add .
git commit -m "Initial commit: CLV alpha signal dashboard"
git branch -M main
git remote add origin https://github.com/YOUR_USERNAME/YOUR_REPOSITORY.git
git push -u origin main

The included GitHub Actions workflow builds and deploys the site automatically after each push to main. In the repository's Settings > Pages, select GitHub Actions as the source. You can also deploy the app with Vercel or Netlify.

Security and data limitations

• The API key is entered into the page and used directly by browser requests. It is therefore visible in browser developer tools. Use a restricted, low-privilege key. A public production deployment should proxy requests through a backend or serverless function.
• API availability, CORS policy, endpoint entitlements, and rate limits are controlled by Financial Modeling Prep.
• The project does not place trades, manage a portfolio, or include a backtest.
• This project is for educational purposes and is not financial advice.

Repository layout

.
├── index.html             Vite HTML entry point
├── src/                   React bootstrap and global styles
├── .github/workflows/     GitHub Pages deployment
├── clv_alpha_fmp.jsx      Maintained FMP dashboard implementation
└── clv_alpha.jsx          Original Yahoo Finance experiment