See the gap before
the market closes it.
Daily divergence signals delivered before the open. Credit vs. equities. Prediction markets vs. futures. Commercial vs. speculative positioning. Every signal tracked. Every outcome recorded.
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Illustrative Example — Convergence Signal Format
CRITICAL
Illustrative Example
◆ CONVERGENCE — 3 independent sources, same direction
Three unrelated data sources flagged energy risk 48 hours before oil spiked from $74 to $95.
CFTC
Commercial hedgers went net long crude at z=2.4 — the most aggressive long positioning in 14 months. Producers were hedging for higher prices, not lower.
WIKI
Wikipedia traffic to "Strait of Hormuz" spiked 340% above its 90-day baseline. Information-seeking preceded the news cycle by 2 days.
CREDIT
High-yield energy bonds (HYG) dropped 0.9% while crude futures were flat. Credit was pricing in stress that spot hadn't reflected yet.
Sources
3 aligned
Resolution
5 days
Outcome
Oil +28%
✓ Direction correct — all 3 sources confirmed
Scoreboard updated
What You Get
Divergence Signals
Named gaps between two data sources. Not opinions — measurable mispricings with resolution dates.
Backtested Base Rates
Every signal comes with a historical hit rate computed from real data. No hand-waving.
Convergence Alerts
When three or more independent data sources point the same direction on the same theme, you hear about it first.
Public Scoreboard
Every signal tracked to resolution. Every outcome recorded. The track record is the product.
How It Works
Automated scanners monitor public data every morning for gaps that normally resolve within 1–10 trading days. When credit markets disagree with equities, when commercial hedgers diverge from speculators, when prediction platforms contradict futures pricing — the brief flags it with the historical base rate and a resolution date.
Credit Markets
Commodity Positioning
Prediction Markets
Options Flow
Global Indices
News Sentiment
Search Behavior
The brief arrives before the open.
06:00 UTC daily. The gaps no one else is assembling.
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