Methodology
FOMO Finder tracks US stock momentum and attention signals from multiple markets. It is a data source for attention trends, not investment advice.
All tab (cross-market aggregate)
The All tab combines six source rankings with normalized Borda scoring. Each source contributes 0–1 rank-based points (1.0 = #1 on that list), so list size does not dominate. Stocks that rank well across markets score higher than those strong in only one source. The 🇰🇷 column uses the same normalized Borda sum for DC Inside and Naver only.
Source-specific tabs
- StockTwits / DC Inside: mention counts from each platform. Mention matching uses ~1,000 US large-cap tickers (S&P 500 + NASDAQ 100 + Russell 1000).
- Xueqiu: 24-hour US stock attention score (Heat).
- Naver: discussion surge score for US stocks.
- Wallstreet: 7-day search count on wallstreet-online.de.
- moomoo: relative search heat index from moomoo Japan (leader = 100). Uses the platform's own top-50 list.
Updates and API
Each rankings page shows the latest collection timestamp and a top-5 citation summary. Public JSON (ranks 1–20) is at /api/rankings. See llms.txt for AI-oriented site documentation.
FAQ
- What is FOMO Finder?
- FOMO Finder tracks US stock momentum and attention rankings from multiple markets and platforms, including StockTwits, DC Inside, Xueqiu, Naver, wallstreet-online.de, and moomoo Japan.
- How is the All-tab momentum score calculated?
- The All tab sums normalized Borda rank points across six sources (0–1 per source). The Korea column sums normalized Borda from DC Inside and Naver, then re-ranks those tickers.
- How often is data updated?
- Rankings are refreshed on a daily schedule. Each page shows the latest collection timestamp.