How the model decides

Rule-based and fully documented — no deep-learning black box. We publish the rules, the weights, and the failures.

The factor groups

Price & volume — 20-day momentum, trend vs SMA20/SMA50, RSI(14) mean-reversion, volume confirmation, gap, volatility regime (confidence dampener).
Company events — SEC 8-K filings classified by title keywords (M&A, litigation, guidance, buyback).
News — headline collection; news-volume anomaly acts as a confidence dampener.

Weights (multi-factor-v3)

momentum20 30% · trend 25% · rsi 15% · volumeConfirm 15% · gap 5% · events8k 10%
Factor scores are weighted and summed into one directional score. Ambiguous scores become abstain — a real, published outcome. High volatility or a news-volume spike lowers confidence; they never flip direction.

Versions on the record

  • llm-v1 — 75 judgments, latest 2026-11-04
  • multi-factor-v3 — 185 judgments, latest 2026-11-04
  • multi-factor-v2 — 20 judgments, latest 2026-11-03
Versions are never merged — each owns its own ledger. A new version replaces the default only after 60+ settled samples with a better record vs baseline.

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