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METHODOLOGY

Where every number comes from

TRUST IS THE PRODUCT · REAL DATA IS LABELED REAL · ESTIMATES ARE LABELED ESTIMATES
00 TWO METERS, NEVER BLENDED

Every signal is scored on two independent questions, shown separately and never combined into one number:

Validity: is the event real? (corroboration across independent sources). For congress-trade signals, where the official filing makes authenticity trivial, this meter becomes Weight: does the trade matter? A documented heuristic: bracket size (1K-15K scores .35 up to 500K+ at .95), recurring same-ticker buying discounted (DCA noise), committee jurisdiction overlap boosted. Trades below the bar never publish.
Direction confidence: which way might it move, and how sure are we? (a blend of the four dials below)

A EVENT-STUDY PRIORESTIMATE · v1

The dominant directional input. It answers: “Historically, when a politician made this type of statement, how did the stock move, and how often was it right?” Each claim is mapped to an archetype (contract, endorsement, tariff, antitrust, subsidy, …) that carries an expected direction, magnitude, and historical hit-rate.

Current status: the per-archetype numbers are hand-seeded estimates, not yet measured from real history. A real event study (mining past statements + actual price reactions, with a recalibration job) is the next data milestone. Until then these figures are reasonable placeholders, which is why this dial is tagged ESTIMATE and the others are tagged REAL.

B CONGRESSIONAL TRADESREAL · HOUSE CLERK

STOCK Act disclosures, ingested directly from the official House Clerk filings (Periodic Transaction Reports). When a member of Congress buys or sells the same ticker, that's a strong secondary signal: buys lean bullish, sells bearish; confidence grows with the number of disclosures. Notable recent disclosures also appear as signals in their own right, with the official filing PDF as proof.

Honest coverage note: electronically-filed PTRs are parsed from their text layer; paper-filed/scanned reports (a minority, but including some prolific traders) have no text layer and are skipped, not guessed. We track exactly how many, and OCR support is on the roadmap.

C TECHNICAL · PRICE ACTIONREAL · YAHOO FINANCE

Computed from real daily OHLCV pulled live from Yahoo Finance: SMA (20/50), RSI (14, Wilder's smoothing), MACD, ATR, and a trend read. Standard textbook formulas, self-tested and cross-checked against an independent recomputation. If prices can't be fetched, the dial simply doesn't fire; no value is invented.

Note: the Yahoo endpoint is unofficial (their ToS is gray for programmatic use); the numbers are genuine market data, the access method is being hardened for production.

D FUNDAMENTALSREAL · SEC EDGAR

Pulled from official SEC EDGAR filings (XBRL company-facts): latest annual revenue, year-over-year growth, and profit margin, detected by the actual reporting period (~365-day span) so we always use the genuine most-recent fiscal year. Missing figures are left blank, never guessed.

CORROBORATION → VALIDITYREAL · GDELT / NEWS + JUDGE

For each claim we gather independent coverage (GDELT + Google News) and have a language model judge every article: corroborates, mentions, or contradicts. Merely naming the company is not corroboration. Validity blends the count of distinct corroborating publishers, their source quality, and agreement, shown in full on each signal's proof panel.

Σ HOW DIRECTION IS BLENDED

The four dials are combined with regime-aware weights (event-study leads, congress second, technical and fundamental lighter). Only the dials that actually fired are counted, and their weights are renormalized, so a missing input never dilutes the result. The final number is a confidence, not a certainty.

NOT FINANCIAL ADVICE. MarketSignal aggregates public statements and market data for research purposes only. Signals are generated algorithmically, can be wrong, and are not a recommendation to buy or sell any security.