How We Build Our Research

We build our research from structured financial data, SEC filings (10-K, 10-Q, 8-K), earnings call transcripts, news flow, macroeconomic releases, alternative data (web traffic, app usage, hiring trends, consumer reviews), and prediction markets. We source data from professional-grade providers and update continuously.

Our research process runs across three complementary layers:

• Fundamental Research: normalized earnings, scenario-based fair values, conviction scoring, implied IRR, SWOT analysis, and regime-aware Monte Carlo simulations across thousands of equities and funds
• Corroborated Signals: alternative data signals (web traffic, hiring, app downloads, consumer reviews) cross-referenced across multiple sources with source-level confidence scoring and recency weighting
• Narrative Intelligence: Proprietary pattern detection across market events to surface emerging narratives, structured thesis takes, company exposure mapping, and velocity tracking of developing themes

Every computed number is traceable to its source data, retrieval timestamp, and transformation methodology.

We build our portfolios using a sleeves-first architecture with regime-aware Monte Carlo simulation. The supporting tools we've created include:

• Portfolio X-Ray: look-through analysis decomposing funds into underlying holdings, sector weights, geographic exposure, factor tilts, and blended expense ratios
• Fee Analyzer: lifetime fee drag calculation using compound growth modeling with lower-cost alternative suggestions
• Health Checks: risk scoring, retirement readiness, and tax optimization calculators
• Prediction Markets: real-time event probability data from Kalshi and Polymarket integrated alongside fundamental analysis

We combine quantitative models with structured analytical workflows to synthesize financial disclosures, news, and market signals into research we can act on. Technology accelerates our coverage—but our decision frameworks and investment conclusions are determined by our experienced investment team.

• Intelligence commentaries: continuous (within hours of material events)
• SEC filing change detection: every 10 minutes
• Security analyses: updated on material events and quarterly cycles
• Alternative data signals: daily ingestion and scoring
• Narrative clustering: daily event grouping and velocity updates
• Portfolio analytics & consumer tools: real-time on demand

• Quantitative models may not capture all qualitative context
• Historical data does not predict future outcomes
• Regime detection is probabilistic, not deterministic
• Alternative data signals reflect observed trends, not causal relationships
• All insights should be independently verified before investment decisions

• Does not provide personalized investment advice
• Does not execute trades or connect to brokerage accounts
• Does not guarantee investment performance
• Does not replace professional judgment

Your watchlists and portfolio data are private and never shared. No brokerage connections are required. All data is encrypted in transit and at rest.