62 channels. Three verticals.
One composite score.

Detects insider buys and sells from corporate officers, directors, and 10% holders within hours of SEC filing. Cluster buys (3+ insiders within 30 days) are historically the strongest predictive signal.

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 5–21 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, which historically outperform the market by 6–12% annually. Same-day filing data with committee correlation.

Identifies corporate share repurchase announcements from SEC 8-K filings. Buybacks historically drive 8–12% outperformance in the following 12 months.

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. Activist campaigns historically generate 10–15% post-announcement alpha.

Pulls headlines from financial RSS feeds, extracts ticker mentions, and classifies sentiment using NLP. Tracks sentiment velocity — rapid shifts often precede price moves.

Pulls live prediction market probabilities for geopolitical and macro events, scoring tickers based on event exposure.

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 live vessel traffic through the Strait of Hormuz as a direct geopolitical signal for energy stocks. Transit count drops of 20%+ historically precede energy price spikes within 48 hours.

Parses SEC EDGAR 8-K earnings releases using NLP within 3 minutes of filing. Generates beat/miss signals with magnitude scoring before financial media can publish analysis.

Tracks unusually large block trades and dark pool prints that signal institutional positioning 2–5 days before it appears in 13F filings.

Tracks retail social media sentiment and meme squeeze detection across Reddit, Twitter, and StockTwits. Contrarian in bear markets, leading indicator in squeeze setups.

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 1–3 days before dumping shares.

Measures probability rate-of-change on Polymarket to detect sharp money. Rapid probability shifts indicate informed betting on geopolitical events before mainstream news catches on.

CFTC-regulated prediction market pricing for Fed decisions, CPI, GDP, and unemployment. Unlike Polymarket, Kalshi is US-regulated — institutional money participates here.

Tracks institutional money flow via large-order distribution and dark pool prints. The strongest avoid/exit signal in the engine.

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.

Cross-references upcoming committee hearings with member stock trades and pre-hearing options flow. The highest-weight congressional channel.

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.

WSB mention velocity and sentiment polarity as a retail flow indicator. Contrarian in bear markets, leading in squeeze setups.

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 6–12h later.

Maps corporate board member cross-pollination. When a director at Company A makes an insider trade, connected companies via shared board seats may be mispriced.

When a reporter stock moves 4%+, scans correlated peer stocks for mispriced contagion opportunities with 6–12h execution windows.