Dollar volume moving across the bank, by rail, over time. Net (signed sum — flows into the bank are positive) and gross (sum of absolute values — total handle, regardless of direction) live side by side; the per-rail bar shows where the volume is coming from.
Σ signed amount across the period. Expected near zero on a balanced book — every customer-to-external transfer is offset by the matching external-to-customer leg, so internal-only flows net out and only externally-cleared asymmetries surface. Large positive = net inflow to the bank's books (deposits exceeding payouts in the window); large negative = net outflow you should be able to explain. The ▲/▼ glyph next to the number is the accessible sign signal — green ▲ when net ≥ 0 (inflow), red ▼ when net < 0 (outflow). Compare against Gross Money Moved on the right for the per-period handle.
Total handle — sum of per-transfer dollar magnitudes regardless of direction
Each day's gross dollar volume, stacked by rail_name. Demo-data caveat: apparent multi-week empty stretches + weekend gaps reflect the bundled demo's short seed window (90 days) + non-business-day cadence — not data outages.
Total gross dollar volume over the period, per rail_name. Log-scale Y axis — one rail typically dominates an executive period; log scale makes the rest still readable at the same glance.