Page 02The dossier — everything the lab knows about one name, on one sheetCHD
File: CHDConsumer Staples · Large capCLIPPED · 2026-06-12
CHD
Mkt cap $22B
Sector benchmark XLP
Sector benchmark XLP
97.56
+0.5%
±3.8%into Jun 1893.37–100.79±3.8%monthly93.37–100.79Pullback · CandidateKnife · —Momentum · —DP short-vol · 74% ▴ above 20d
Price · 6 months · daily
6m high104.92
6m low82.12
Vol vs 20d avg0.5× · quiet
Off 52-wk high-7.0%
Dark pool FINRA · T+1
29Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio74% · above 20d
Off-exchange share33%
vs own 1-yr (z)1.3
Sector RS vs XLP
−1.7%vs XLP · 63 sessions
CHD vs XLP · 3m−1.7%
CHD vs XLP · 6m+6.0%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall95.00
Zero-gamma92.50
Put wall95.00
Spot vs zero-γ5.5% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-06-18 · heuristics · full profile →
Auto-note //Holding above zero-gamma (92.50) — dealer hedging dampens moves above it. The 95.00 call wall is the nearest-expiry ceiling heuristic; 95.00 is the floor. Options price ±3.8% into Jun 18. Dark-pool short volume at 74% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 9.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.