Every channel runs autonomously: scraping, parsing, scoring, and cross-referencing without human input. When multiple channels converge on the same asset, that engine's composite score spikes. That convergence is the signal.
Detects insider buys and sells by corporate officers, directors, and 10% holders from their SEC filings. Cluster buys (3+ insiders within 30 days) trigger this channel.
Tracks short interest changes, days-to-cover spikes, and short covering patterns that precede price moves. FINRA bi-weekly data cross-referenced with Yahoo Finance float data.
Identifies upcoming earnings events and calculates IVC (Implied Volatility Crush) entry windows 5 to 21 days before announcements. Combines whisper numbers with consensus for divergence detection.
Scores tickers based on sensitivity to upcoming macro events: FOMC decisions, CPI prints, NFP reports. Sector-level exposure mapping identifies which names move most on which catalysts.
Analyzes unusual options volume, large block sweeps, and anomalous IV patterns to detect institutional positioning. Filters by premium size and separates hedges from directional bets.
Identifies capital rotation between sectors using relative strength and money flow across SPDR sector ETFs. Catches sector momentum shifts early before they appear in price.
Tracks position changes by mega-funds (Berkshire, Tiger Global, Bridgewater) via quarterly 13F filings. Identifies institutional conviction bets before they become consensus positions.
Multi-timeframe momentum analysis using RSI convergence, MACD crossovers, and volume breakout patterns. Triple convergence across timeframes signals highest conviction.
Tracks stock trades by US Congress members under the STOCK Act, with same-day filing data and committee correlation. Our own database holds 19,326 disclosed trades from 152 members -- performance varies widely by member and trade, not a uniform outperformance.
Identifies corporate share repurchase announcements from SEC 8-K filings, a signal of management conviction in the stock's valuation.
Classifies market into 4 regimes (Bull, Bear, High-Vol, Recession) using VIX, credit spreads, and SPY action. All channel weights shift dynamically based on regime state.
Tracks SEC 13D/13G activist filings that precede major corporate events, such as board seats, spinoffs, or strategic reviews.
Pulls headlines from financial RSS feeds, extracts ticker mentions, and classifies sentiment using NLP. Tracks sentiment velocity: rapid shifts often precede price moves.
Calculates IV rank and skew to identify cheap options (IVC entry) and expensive options (exit before crush). Identifies mispriced volatility before the market corrects it.
Tracks vessel traffic through the Strait of Hormuz as a direct geopolitical signal for energy stocks.
Parses SEC EDGAR 8-K earnings releases using NLP. Generates beat/miss signals with magnitude scoring.
Tracks unusually large block trades and dark pool prints that signal institutional positioning 2 to 5 days before it appears in 13F filings.
Multi-factor macro intelligence scoring tickers on Fed policy, rates, dollar strength, oil, credit spreads, yield curve, and tariff exposure.
Detects institutional hedging and distribution before it appears in price. Large funds sell calls and buy puts 1 to 3 days before dumping shares.
Maps dealer gamma exposure by strike price using Black-Scholes calculations. Identifies flip points, call walls, and gamma cliffs that amplify or suppress price moves.
3-signal short squeeze convergence detector. Combines short interest >10%, covering patterns, institutional buying, and call/put flip.
Quantifies macro surprise vs consensus across 12 FRED series (CPI, NFP, GDP, retail sales). Extreme readings mean-revert.
Structured news feed with ticker-tagged articles and sentiment scores. Analyst upgrades, downgrades, and earnings news parsed into actionable signals.
Tracks extreme weather events causing supply disruptions in energy and agricultural commodities.
Monitors USD/JPY for carry trade unwind events. When the yen strengthens sharply, leveraged carry traders unwind, causing equity volatility 6 to 12h later.
The wired channels read line movement, weather, starting pitchers, game timing, settled history and model probability. Included in every DEFINTEL subscription. Account required.
Wired channels track whale positions, volume spikes, news catalysts and resolution probability curves. Included in every DEFINTEL subscription.
Wired channels feed two scoring engines, the DEFINTEL stock composite and the ORACLE prediction score, and PIPER's sports scoring has wired channels of its own. Signals are weighted dynamically: channel weights shift based on the current market regime. During high volatility, gamma and carry-unwind channels weight higher. During bull runs, options flow and sector rotation dominate.
Each composite score represents the weighted convergence of that engine's active signals. A high score means multiple independent channels are pointing the same direction. The more channels that agree, the higher the conviction.
The same channel fires differently in different regimes. Insider buys weight 0.80x in a bull market (everyone’s buying) but 1.50x in high-volatility (only the most informed buy then). The regime gate adapts automatically.
One subscription, All Access. Current prices are on the pricing page. It includes every channel, the reasoning behind our stock and prediction-market signals, and our ratings on the sports games we rate before kickoff. Free accounts get a preview: congressional trades and scores.
See Full PricingThe public dashboard shows the top 5 signal scores with current regime state. A paid plan shows which channels are firing on each name and why.
Not financial or betting advice. DEFINTEL is a data intelligence platform for informational and educational purposes only. Scores, signals, and analysis do not constitute investment recommendations or financial guidance. All trading involves risk.
