Data sources

Where every number comes from, and what it is not.

Prices, technicals, options snapshot

Daily and delayed prices come from Yahoo Finance through the open-source yfinance library, collected by a scheduled public pipeline. Technical statistics (returns, moving-average distances, 52-week range, trend structure) and the regime and sector-rotation reads are computed from those prices. The options snapshot (implied volatility) comes from the same source. Open item for the operator: the licensing of Yahoo-sourced data for public display has not been confirmed.

Earnings dates

Next-report dates are aggregator estimates and slip; an "estimated" flag is shown where the source says so. Implied moves are a one-standard-deviation range from 30-day implied volatility to the report date, not an earnings-specific straddle price.

Filings and insider activity

Company filings and Form 4 insider transactions come from SEC EDGAR. News headlines come from Finnhub and link to their publishers.

Research documents

State files, DCF models and earnings notes are model-generated by an automated routine from public sources it cites. A DCF is a set of stated assumptions run through a deterministic engine; change the assumptions and the value changes.

Reading the signals honestly

• Phase and regime labels describe the recent past. They are states, not forecasts.
• Signals that backtests did not support are not presented as signals.
• Data may be delayed; each section shows the as-of date of its source.