The first narrative forensic engine for public markets.
No other platform cross-references every media claim against SEC filings, scores source credibility by sector, and predicts when the narrative will break — all before market open.
See the proof →| Signal Combination | Why it matters | 10D Accuracy | Avg Return | Best Window |
|---|---|---|---|---|
|
Authority Divergence
SRS ≥ 70 + VMS < 50
|
Trusted coverage meets weak factual support. The market believes the messenger before it verifies the substance. | 77.1% | −4.04% | Day 5–10 |
|
Omission Cascade
OMISSION ≥ 50 + VMS < 65 + SRS < 50
|
The story is not just wrong. It leaves out what matters. That omission gap resolves as price catches up. | 74.9% | −3.59% | Day 5–10 |
|
HDS Breach
HDS < 0.5 + NRS ≥ 40
|
Emotion outruns data. When hype discipline collapses, downside pressure tends to emerge quickly. | 72.9% | −3.37% | Day 3–5 |
|
Mid-Decay Inflection
Drift 40–60
|
The strongest return gradient appears when narrative drift reaches the inflection zone and reversal begins to accelerate. | 81.5% | −4.57% | Day 5–10 |
8 AI agents. 170 tickers. Every narrative verified against SEC filings before market open.