Institutional Equity
Intelligence Platform
Processes 116 million SEC 13F filings to surface regime-conditioned activist conviction signals. Combines unsupervised manager clustering with Gaussian Hidden Markov Model macro detection to rank institutional equity plays.
Why These Numbers Matter
Three metrics that tell you whether the research is trustworthy before you look at a single signal.
Share of holdings records that matched a live exchange ticker via OpenFIGI. High provenance means signals are based on real, tradeable securities, not stale or delisted names.
Annualised risk-adjusted return across 10 walk-forward folds, 2010–2024. Each fold trains on expanding history and tests on a held-out year with no hindsight bias.
Probability assigned by the Gaussian HMM to the current macro regime state. Drives the regime multiplier applied to every RACS score. The higher the confidence, the stronger the signal tilt.
How the Pipeline Works
Six stages from raw SEC filings to validated, deployable signals. Click any stage to understand what it does, how it works, and why it matters.
Pipeline Run History
Each successful run commits fresh artifacts to the repository, rebuilding this dashboard automatically via CI/CD.