Methodology

Every signal is a number.
Every number shows its work.

Analytica Trading layers a cross-sectional factor model, alternative data, a relationship graph and a macro-regime classifier on top of the technical signals every tool has. Nothing is a black box: each signal carries its rule, its weight, its source, and its exact contribution — metered on one −100 to +100 scale, never reduced to a bare “buy”.

−100 strong sell0 no edge+100 strong buy
360
symbols tracked
360
nightly deep scans
45
autonomous bots live
21,819
point-in-time factor rows
59
snapshot days banked
01
Stage 01

How a signal becomes a decision

Two independent engines score every name. Their blend is fixed, published, and decomposes exactly — the combined score is always the sum of its parts.

ENGINE A · weight 0.55

Technical rules

Five bounded point rules on daily candles, computed across 1M / 3M / 1Y so timeframe agreement is visible.

ENGINE B · weight 0.45

Cross-sectional factors

Twelve factors z-scored against the whole universe, tilted by the macro regime. Relative ranking, not absolute thresholds.

COMBINED READ
0.55·A + 0.45·B

One −100…+100 meter. Worded as a lean (“leaning bearish”), never a command. The same blend ranks the CIO book.

OUTPUT

Direction-aware trade plan

Long, short, or stand aside — with entry, stop, target, reward:risk, and how much of the move is already done.

The full decomposition is public inside the product: every stock has a one-page evidence report where each signal appears with its raw metric, rule, weight, source and exact contribution — and the contributions sum to the combined score to the decimal.

02
Stage 02

The analytics, itemized

Every live signal with its real parameter. These are the numbers running in production today, not a brochure list.

Technical point rules (Engine A)

RSI (14)±25<30 oversold bullish · >70 overbought bearish · lean bands +8/−6
MACD histogram±15above the signal line bullish, below bearish
SMA 20/50 stack±20rising stack uptrend · falling stack downtrend · single-line ±6
Volume conviction±6>1.5× the 20-day average amplifies the prevailing direction
Headline sentiment±12lexicon-scored recent news, positive vs negative skew

Stock factor model (Engine B — weights)

Momentum
0.18
Earnings surprise (PEAD)
0.16
Trend
0.14
Value
0.10
Quality
0.10
Insider buying
0.10
Smart money (13F)
0.10
News + social tone
0.08
Volume flow
0.08
Low volatility
0.08
Analyst skew
0.06
Reddit buzz
0.04

Crypto factor model

Momentum
0.40
BTC relative strength
0.30
Liquidity / turnover
0.15
Low volatility
0.15

Top ~100 coins, stablecoins and wrapped assets filtered out. Plus Binance perp positioning: funding, open interest, long/short crowd.

Regime classifier

S&P 50/200 trend + 21-day realized volatility + universe breadth → risk-on / risk-off / neutral. The regime does not pick stocks; it re-weights the factor model (momentum up to ×1.5 in clean trends, low-vol up to ×1.6 in stress) and gates the bots’ long entries.

On top: a curated relationship graph(suppliers, customers, cost inputs, peers) that flags moves a name hasn’t priced yet, and event overlays — insider clusters, earnings drift, natural-disaster exposure.

03
Stage 03

The Trading Arena

Strategy claims are cheap. The arena makes them measurable: autonomous paper bots run the same risk framework over different signal blends, so which signal pays is an experiment, not an opinion.

35 bots, 2 asset classes

17 stock + 18 crypto virtual traders, each a controlled experiment: one signal profile, fixed risk rules, long and short, no leverage.

Realistic fills

Every simulated fill pays slippage (5 bps stocks, 10 bps crypto) in the adverse direction. Fractional sizing in crypto. Busted books liquidate and halt.

Benchmark controls

A SPY buy-and-hold bot and a BTC buy-and-hold bot run inside the fleets — the null hypothesis every strategy must visibly beat.

The Champion loop

A meta-bot adopts the best live strategy only after enough evidence (8+ daily points, Sharpe margin, cooldown) and only if a point-in-time backtest confirms the signal's historical edge.

04
Stage 04

Validation we publish, including the failures

Most retail tools show you an optimized backtest. We show the out-of-sample number next to it — that difference is the point.

PRICE-ONLY WEIGHT OPTIMIZATION · monthly long–short quintiles, walk-forward
in-sample Sharpe
+1.17
out-of-sample
−0.23

Price-only signals look brilliant in-sample and die out-of-sample. We publish that collapse instead of shipping the optimized weights — it is the quantitative argument for the alt-data stack above, and the reason the optimizer now runs walk-forward (expanding training windows, stitched unseen test blocks, weights shrunk toward equal) rather than a single lucky split.

Point-in-time snapshots

Every day the system records what it knew that day — factors and prices, stocks and crypto. Alt-data becomes backtestable without look-ahead bias, honestly.

No silent failures

A public health probe watches the fleets; monitoring alerts the team the half-hour anything stops ticking.

Decision support, not advice

Outputs are metered leans with visible evidence, built for a professional to interrogate — not trade commands.

05
Stage 05

Data sources

Deliberately built on free and public tiers first — the architecture proves out before a dollar goes to premium feeds. Every feed is cached and paced to its provider's limits.

ProviderUsed forTier
Twelve Dataequity candles and chartsfree tier, paced
Finnhubquotes, news, fundamentals, ratings, earnings, insider filingsfree tier, paced
SEC EDGAR13F smart-money holdingspublic
StockTwitsretail message tonepublic
ApeWisdomReddit mention velocitypublic
CoinGeckocrypto markets and candleskeyless
Binance Futuresperp funding, open interest, long/short crowdkeyless
USGS / NASA EONETearthquakes and storms vs exposure mappublic
Claude / DeepSeekAI analyst synthesis, cached 6hbudget-capped
06
Stage 06

The signal roadmap

65 further signals are catalogued in-product with a cost badge each — a costed growth path from free public data to the institutional feed set, prioritized by measured impact once point-in-time history can judge them.

FREE
13F/13D/8-K filingsshort interest + FTDsGoogle TrendsWikipedia pageviewsFRED rates & creditgov contracts & lobbyingpatentsFDA calendarDeFi TVLNOAA weather
$–$$
earnings-call transcriptscongressional tradesprice-target changesput/call ratioshiring dataapp-store analyticsexchange flowsliquidation heatmapsindex rebalances
$$$
premium news NLPX (Twitter) enterpriseunusual options flowdealer gamma / GEXdark-pool printsshort-borrow feescard-panel transactionssatellite imageryon-chain analytics

See it on a live name: every stock page links to its full evidence report — the meters, the rules, and the exact arithmetic behind the read.

Research and education only. All signals are model estimates on the data tiers listed above — decision support, not financial advice.