Blog
Intelligence,
explained.
Deep dives into market intelligence methodology, signal accuracy case studies, and the behavioral patterns behind major price moves.
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Signal methodology
Why insider clustering beats single-trade analysis
A single Form 4 filing is noise. We explain why we only surface insider signals when three or more executives move in the same direction within a 10-day window.
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Case study
How our NVDA signal fired 11 days before the breakout
A walkthrough of every data layer that contributed to the February 2026 Nvidia accumulate signal — and what happened to the stock 11 days later.
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Organizational signals
CFO departures as a leading indicator — a 5-year retrospective
We analyzed every CFO departure across S&P 500 companies between 2020 and 2025. The results were more predictive than we expected.
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Research
Earnings call linguistics: 40 dimensions we score every quarter
A full breakdown of the linguistic features we extract from every earnings call — from hedge ratio to Q&A deflection frequency.
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Alt data
How job posting velocity predicted three earnings beats in Q1 2026
We correlated engineering hiring velocity with subsequent revenue beats across 40 companies. The relationship was stronger than we anticipated.
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Institutional flow
Reading 13F filings properly — what most tools get wrong
13F lag is real, but it's not the only problem. We explain how we adjust for stale data, position hedges, and short interest when interpreting institutional ownership changes.