As data scientists, we will always strive to make our models as widely applicable as possible, across multiple exchanges and changing market conditions. We also want our findings (i.e. the trends identified) to be consistent, comprehensive and repeatable. Likewise, early on in our R&D process, we selected companies/tickers at random from lists of securities on markets and exchanges worldwide (primarily U.S., Canada, UK, Germany, France, Sweden, China, Japan, Mexico, Bolivia and Brazil). We also included many commodity markets, as well as numerous foreign indices. The goal was to develop algorithms that provided viable results across a variety of geographies and markets.

That strategy served us well during the development process, but our focus over the past few years has naturally turned toward markets that our clients are more likely to work with, namely: the U.S.-based exchanges. Trends for the 1000+ stocks that we currently offer are all for U.S.-based companies. However we do still have considerable data on the foreign exchanges, we do not include those stocks in our standard reports. If you are interested in a particular market, geography or foreign industry, please inquire using the “Contact Us” button on the website. We would be happy to create reports focused on your needs.