Methodology & validation
Methodology & validation0 validated cellsas of 2026-06-20 · D4 frozen config

Validated, or honestly labelled — never a naked score.

Most tools hand you a score and ask you to trust it. We do the opposite. Our AI ranks companies 0–100 on relative health and quality today — and before any relationship is published, it has to pass a full out-of-sample validation battery. If it does not pass, we say FAIL or INSUFFICIENT_DATA and we withhold the part that did not hold up. Right now 0 cells have earned a VALIDATED label — and we show you exactly that.

A score you can trace beats a score you have to trust · descriptive screening, not advice
0Validated cells
Three terminal verdicts — plus an explicit IN_VALIDATION running statusa false VALIDATED is the single worst outcome
VALIDATED

Passed every gate out-of-sample. Decile rank is monotone, IC is positive and t-significant after Newey-West, PBO is low, and the Deflated Sharpe survives multiple-testing correction. Only here do we publish a relationship.

FAIL

Tested honestly and did not clear the bar. We say so plainly and withhold the score relationship. A FAIL is information, not an embarrassment — it stops us from selling a result that is not there.

INSUFFICIENT_DATA

Not enough point-in-time history to run the full battery to significance. No verdict is asserted until the panel is deep enough. We never round INSUFFICIENT up to VALIDATED.

IN_VALIDATION is a running status, not a fourth verdict — the cell is still under test and no terminal verdict has been asserted yet.
We would rather show a FAIL than a flattering number we cannot defend. The verdict is the product.
Verdict matrix · asset cell × signal familyas of 2026-06-20 · D4 frozen config
VALIDATEDFAILINSUFFICIENTIN_VALIDATION
Cell · regionUS-cell ICQualitySmart-MoneyMomentumMean-RevSentimentMacro
US EquityD4 frozen · live gate
insufficient
Point-in-time panel too shallow to run the battery to significance on the in-repo artifact. No verdict asserted.
EU EquityD4 frozen · live gate
n/a
Point-in-time panel too shallow to run the battery to significance on the in-repo artifact. No verdict asserted.
US Small-Capin validation
pending
Battery running; no result published until every gate has a verdict.
Sector-Neutral USin validation
pending
Battery running; cross-sectional within sector buckets.
Global ex-USin validation
pending
Battery running; PIT spine still being assembled.
US & EU verdicts read live from the rank-validation SSOT·US-cell IC band + the three deeper cells are illustrative · sample·0 cells currently VALIDATED
The frozen gate · every threshold a cell must clearRANK_VALIDATION_GATE_CONFIG · stricter-only
cited live from the one frozen SSOT object — not the illustrative IC marker
GateFrozen thresholdWhat it enforces
Deflated Sharpe probabilitystricter: min≥ 0.95Sharpe deflated for the number of trials searched must clear this probability — the anti-overfitting hardgate. Below it, no relationship is published.
PBO · probability of backtest overfittingstricter: max≤ 0.25Combinatorially-symmetric CV over S=16 blocks; a high PBO means the config likely overfit in-sample.
IC Newey-West t-statstricter: min≥ 3.0Cross-sectional IC must be significant after HAC autocorrelation correction — a raw t is not enough.
Mean cross-sectional ICstricter: min> 0Spearman IC mean must be strictly positive (strict >, no epsilon fudge baked into the frozen value).
Decile monotonicitystricter: onrequired · 0 adjacent violationsAdjacent-decile rank staircase must be monotone out-of-sample, with top−bottom alpha > 0.
Beat all baselines (B0–B3)stricter: onrequired · ≥ 0.005 IC marginThe engine must strictly beat every evaluable Occam baseline rung by the IC margin — no credit for merely matching a trivial baseline.
Minimum observations (data floor)stricter: min≥ 24 dates · ≥ 1000 obs · ≥ 30/sectionA credible NW-t and cross-sectional IC need enough rebalance dates and per-date breadth; below the floor the gate fails closed.
Thresholds may only ever move stricter assertStricterOnly throws if any field loosens, so a marginal cell can never be pushed across the line between runs.
Input factors · cited to their data sources10 factor families · 21 sources
every factor traces to a licensed source — INACTIVE sources shown, never hidden
Factor familySource familiesRequired sources
Valuelong · 3M · 6M · 12Mfundamentals, filings, pricesSEC EDGAR data.sec.govFinancial Modeling PrepEODHD
Quality and Profitabilitylong · 3M · 6M · 12Mfundamentals, filingsSEC EDGAR data.sec.govFinancial Modeling Prep
Investment, Issuance, and Accrualsboth · 6M · 12Mfundamentals, filings, corporate_actionsSEC EDGAR data.sec.govFinancial Modeling Prep
Momentum and Reversalboth · 1M · 3M · 6M · 12Mprices, factorsEODHDKenneth French Data Library
Low Risk, Volatility, and Tail Lossboth · 1M · 3M · 6Mprices, optionsEODHDcboe-or-options-source· INACTIVE
Options and Dark Pool Positioningboth · 1M · 3MoptionsUnusual Whales
Short, Borrow, and Squeeze Realismshort · 1M · 3Mshort_interest, options, pricesfinra-or-short-source· INACTIVEUnusual WhalesEODHD
Insider, Congress, and 13F Ownershipboth · 3M · 6M · 12Mownership, filingsSEC EDGAR data.sec.govFinancial Modeling PrepUnusual Whales
Macro and Regime Contextcontext · 1M · 3M · 6M · 12Mmacro, factorsFederal Reserve Economic DataKenneth French Data LibraryAQR Data LibraryRobert Shiller / Yale data
News, Sentiment, and Estimate Revisionsboth · 1M · 3Msentiment, fundamentalsFinancial Modeling Prepnews-source· INACTIVE
INACTIVE / non-contributing sources — stated honestlyTiingo NewsINACTIVE: News API is a paid add-on the current key is not entitled to (HTTP 403); the local tiingo_news.json snapshot is honest-empty (0 rows) and contributes no evidence until the add-on is licensed.
Each source carries its licenseNote and point-in-time rule in the registry — hover any chip to read the license posture; an unmapped placeholder id is shown, never silently matched.
The honest delta · what improved vs what is still limitedas of 2026-06-20 · D4 frozen config
WHAT IMPROVED
  • 10 input factor families wired into the engine, each cited to 11 named data sources.
  • The 7-gate frozen battery is pinned to the SSOT config — DSR, PBO, NW-t, monotonicity, baselines and the data floor all cited live, stricter-only.
STILL LIMITED
  • 0 of 2 targeted cells are VALIDATED — the in-repo membership-only PIT artifact cannot clear the battery yet.
  • Named SSOT blockers (why excluded / PIT-shallow families do not validate):no_survivorship_safe_forward_return_panelpit_universe_artifact_unreadable_read_failed
The delta is read from the live rank-validation SSOT, not asserted — when a cell clears the frozen battery this count moves on its own, never by editing this page.
The honest result · US equityLIVE · INSUFFICIENT

On the in-repo membership-only PIT artifact the US-equity cell resolves to INSUFFICIENT — the gate fails closed rather than publish an edge it cannot defend. The methodology below is the illustrative FAIL walkthrough the battery is built to catch on liquid US large-caps: a 12-family composite whose out-of-sample Information Coefficient sits at 0.015–0.019 — positive, but below the bar. That is the efficient-market ceiling, not a bug to patch.

Out-of-sample IC
0.015–0.019
below the validation gate
What it means
No tradeable edge claimed
we withhold the relationship
We report the result because hiding it would be the dishonest move.IC band illustrative · verdict live
Where each market cell standslive count
FAIL
0
INSUFFICIENT
2
IN_VALIDATION
6
VALIDATED
0
8 cells tested or in test · 0 have earned VALIDATED · we will not round up
What we withhold — and why that is the productnamed only to state we do NOT publish them
Buy / sell callsWITHHELD

We never emit a directional trade instruction. Direction did not validate, so we do not sell it.

We show instead: health / quality / screening rank instead
Probability of beating the marketWITHHELD

No calibrated "X% chance of outperformance." That number would imply a validated edge we do not have.

We show instead: evidence + signal-agreement, plainly labelled
Calibrated return rangesWITHHELD

No "+8% to +14% expected" bands. Return calibration failed the gate.

We show instead: descriptive factor evidence + as-of provenance
Predictive scoresWITHHELD

No forward-looking score sold as a forecast. Our 0–100 is relative health today, not a prediction.

We show instead: transparent cross-sectional health composite
Withholding what did not validate is not a gap — it is the integrity that separates this from a black-box score vendor.
Point-in-time integrity · survivorship
Sharadar single permaticker spine · deep-historyreference · SSOT figures
Symbols ingested1,198full US equity universe
Panel rows96,660point-in-time observation grid
Point-in-time violations0no look-ahead leakage
Survivorshipverifiedfailed names (e.g. SVB) retained in-panel
EODHD · FMP · Unusual Whales overlays are live, current-not-point-in-time by design — labelled as live-overlay, never mixed into the PIT spine.
Signal families · deep-history vs live-overlay
DEEP-HISTORYpoint-in-time, survivorship-clean
F1Fundamentals / Quality
F4Insider
F7Momentum
F8Mean-Reversion
F9Vol-Regime
F11Macro
Solvency
LIVE-OVERLAYcurrent, not point-in-time · filings lag
F2Analyst & Revisions
F3Smart-Money / 13F
F5Options & Vol
F6Dark-Pool
F10Sentiment / News
F12Flow / Positioning
Each signal carries a method-tag, an as-of timestamp, and a source/evidence link — so any score can be traced to the data that produced it.
How we compare · capability maptransparency, not a leaderboard
capability comparison only — no “beats”, no un-audited returns
CompetitorCategoryThe essential we matchThe white-space gap we cover
BBloomberg · FactSet · LSEGInstitutional terminalsCross-asset breadth, real-time data & news, portfolio analytics in one searchable surfaceWe bring the rigor at a consumer price — a graded edge inside an IN_VALIDATION envelope, not a $32k black box
KKoyfinRetail terminal-litePolished custom dashboards, 10-yr financials, screeners, macroWe add an openly-validated AI edge on top of data-display — opinion you can audit
DDanelfin · Seeking AlphaAI stock scoringExplainable 1–10 / factor-grade scores with per-ticker subscoresThey market un-audited win-rates; we wrap every edge in IN_VALIDATION and publish the honest US-equity FAIL
SSimply Wall StVisual fundamentalsThe Snowflake radar — company-at-a-glance fundamentalsSingle-stock only; we fuse cross-asset + flow + smart-money under one validated lens
ffintwit.aiSocial sentiment + AIBuy/sell signals + sentiment from hundreds of analysts, AI digestsAdvertises un-audited returns; we frame every signal inside the validation envelope
FFinvizMechanical screener70+ filter screener, real-time quotes, signature heatmapPurely mechanical filtering; we layer a graded, honest verdict over the screen
UUnusual WhalesOptions flowReal-time full-market options flow, dark-pool, heatmapsSingle-lens raw firehose; we fuse flow into one cockpit alongside every other signal
WWhaleWisdom · Dataroma · QuiverSmart-money / alt-data13F tracking, superinvestor holdings, congress/insider/alt-data dashboardsEach is single-lens; we fuse smart-money + alt-data into one graded view
TTradingViewChartingGold-standard interactive charting, indicators, alertsCharting + social ideas; we build institutional cockpits around the chart
PPublic.comBrokerage UXModern multi-asset brokerage app + light AI themesExecution + light AI; we add terminal-grade research and a validated edge
Five white-space themes we uniquely own
1Honesty-as-brand

The IN_VALIDATION envelope + a Methodology page showing 0 validated cells and the honest US-equity result. No competitor publishes this.

2Three-persona breadth

Retail investor, active trader, and UHNWI advisor served in one product — the market is otherwise persona-segmented.

3AI-ALPHA across asset classes

A graded edge spanning asset classes and signal types, where every edge competitor is single-lens.

4One fused cockpit

One surface collapses what serious users stitch from six vendors — no tab-hopping between flow, 13F, charting and scoring.

5Terminal density at a consumer price

Terminal-grade density + AI-ALPHA fusion at a consumer subscription — the missing middle between $12–32k terminals and shallow retail apps.

The differentiator is transparency: the same Methodology page that publishes our honest result is the comparison — no rival ships an honesty envelope.
Evidence hash · per-cell verdictUS EQUITY · illustrative FAILas of 2026-06-20 · D4 frozen config

Every battery run freezes its inputs and emits a 64-character evidence hash. The hash pins the data window, the config, and the per-gate verdicts, so the same result can be reproduced and audited rather than taken on trust.

9f2a4c7e10bd3856af0c19e74d2b6f81c3a59e0d7b248af6e1c0d35924bf7a8e
SherpaQuant gives AI-generated research and decision-support — not investment advice. 0 validated cells · US-equity verdict read live from the rank-validation SSOT · EU INSUFFICIENT_DATA · scores are relative health, not predictions · zero order submission.