Systematic overlays for markets

Directional classifications across equity indices, rates, and FX futures.
Decision layer for institutional trading workflows.

Quantitative research firm and data provider

Over twelve years of R&D and five years of live model deployment across global markets, serving trading desks across North America, Asia, and Europe.

Systematic quantitative models that provide directional clarity and sharpen conviction across your existing workflows.

Interpretive Clarity

A directional view per contract, delivered before the trading session starts.

Versatile Application

Complement systematic strategies, validate discretionary conviction, and accelerate strategy development.

Delivery Model

Quarterly, aligned with the front-month futures contracts.

Global markets

Asset Class Instruments Exchanges
Equity index futures ES · NQ · NKD · YM · FESX · FDAX CME · CBOT · Eurex
Interest rate futures ZB · ZN · ZF · FGBL · FGBM · FGBS CBOT · Eurex
FX futures 6E · 6J · 6B · 6A · 6C CME

Structurally orthogonal

Idiosyncratic model outputs uncorrelated to style premia.

01

Timing

Pre-open input confirmation for entry, exit, position sizing, and hedge decisions.

02

Correlated Asset Classes

Systematic application across correlated markets to extend portfolio construction beyond the core product universe.

03

Strategy Development

Rules-based input for in-house model refinement and systematic strategy formulation.

04

Discretionary to Systematic Transition

Transition from discretionary conviction to systematic deployment and strengthen strategy resilience.

Built for institutional precision

Model Architecture

Independent agent-models per instrument. Continuous learning framework with structured maintenance controls.

Classifications

Strictly binary: Bullish or Bearish. No neutral state.

Delivery Format

Daily model classification updates before the trading session starts. Flexible delivery adapts to your existing workflow.

Risk Taxonomy

Systemic risk: regime identification and model robustness. Operational risk: production integrity and delivery timeliness. Data risk: feed fidelity and latency.

Evaluate the alignment

Test our directional classifications against your mandate.

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