A System for Positive Expected Returns
Alpha is not random. It is the outcome of a disciplined process. Our methodology is designed to systematically identify early-stage opportunities and structure them as compelling, evidence-based trades.
How We Compute Our Core Metrics
Evidence Strength
Measures the rigor and novelty of the thesis, calculated *before* looking at price.
Priced-In
Estimates how much the market has already reacted to the narrative.
Abnormal Return
(Stock Return - Benchmark Return)
Expected Impact
Momentum
Measures narrative traction from both technical and alternative data sources.
The Intelligence Lifecycle
P0: Harvest Primary Evidence
We bypass market noise by ingesting verifiable data—regulatory filings, legal dockets, and economic releases—directly from the source.
P1: Isolate the Narrative Edge
Our Price-Blind Discovery process analyzes the evidence to find the novel "Twist" that breaks the consensus, identifying an asymmetric opportunity before it is widely understood.
P2: Define the Risk/Reward
We construct an actionable blueprint by rigorously stress-testing the thesis. This phase is dedicated to defining clear catalysts, invalidations, and a precise entry/exit framework.
P3: Manage the Live Thesis
Our Sentinel engine continuously monitors the evolving narrative against real-time data, providing the intelligence needed to manage the position.
The Narrative Lifecycle Matrix
The Lifecycle Stage is determined by the interaction between **Momentum** and how **Priced-In** the narrative is. This helps identify the true alpha opportunities.
EMERGING
The Alpha Zone
High Momentum + Low Priced-In. The story is accelerating but the market has not yet caught on.
MATURE
The Established Trend
High Momentum + High Priced-In. The story is widely known and the trend is underway.
MONITORING
The Watchlist
Low Momentum + Low Priced-In. A strong thesis that lacks a catalyst or market attention.
EXHAUSTING
The Fade or Peak
Varies Momentum + High Priced-In. The narrative is saturated, indicating high risk of reversal.
The Four Phases of a Trade Thesis
P0: Harvesting — The Foundation of Evidence
We bypass market noise by ingesting primary source data directly from regulatory, legal, and economic feeds. Our process is built on a foundation of verifiable facts.
P1: Discovery — Identifying the Asymmetry
Our Price-Blind Discovery process analyzes evidence to find the "Twist"—the novel information that creates an asymmetric opportunity before it is widely understood by the market.
P2: Framing & Validation — Building the Blueprint
This is where the Risk/Reward is defined. We stress-test the thesis, identify clear catalysts and invalidations, and construct an actionable trade blueprint with a defined risk profile.
P3: The Smart Sentinel — Dynamic Thesis Management
The market is not static. Our engine continuously monitors the thesis against real-time data, ensuring the Risk/Reward profile remains valid and providing intelligence to manage the position.