Open the dashboard. Type a ticker. Done. Or wire it directly into your stack with our API. Every ticker is cross-referenced against financial newswires, regulatory filings, price action, insider trades, alternative data, and macro indicators — distilled into a single ensemble signal.
Before a single score is calculated, each ticker passes through six independent ingestion layers. News conviction. Regulatory filings. Market microstructure. Insider flows. Alternative signals. Macro conditions. The ensemble cross-references every source, weights confidence, and surfaces what matters.
DeepSeek LLM scoring of financial headlines — live
Call/put ratio, premium analysis, unusual activity detection — live
Momentum, RSI, MACD, volume confirmation — live
Fed events, yield curve shifts, VIX regime detection — live
Form 4 cluster buys, 13F shifts (live — SEC scraper being upgraded)
8-dimension composite: margins, profitability, debt, cash flow (live)
Raw data streams from 34 sources hit the pipeline. Natural language headlines, structured filings, tick data, options flow, insider forms - all normalized into a common event format.
Independent factor engines evaluate each dimension. Every engine produces a confidence-weighted score. No single source dominates - the ensemble is designed to cancel noise through redundancy.
Scores are combined into a single conviction metric. BUY, SELL, or HOLD - with a natural-language breakdown of what drove the call and how much each factor contributed.
20 tickers per day. Free. Dashboard or API — your call.
Full access to all wired data sources and upcoming feature releases.
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