Trading Signals:
why we don't sell them
We built a directional prediction model. We tested it under a protocol written before we looked at the results. It failed, so we stopped selling the thing it was supposed to power. This page is the experiment, what we publish instead, and what to ask anyone who does sell signals.
The Promise You Came Here For
You searched for a trading signals platform, so let us be straight about what that usually means: a service that tells you which stock, and ideally which way, so the judgement is handled and you only have to act.
That is a reasonable thing to want. Watching markets is exhausting, information arrives faster than anyone can read it, and the appeal of a system that compresses all of it into "buy this now" is obvious. We are not going to be condescending about the search — we built toward exactly that product for months.
We are just not going to sell it to you, and the rest of this page is why.
Why We Don't Sell Them
Our architecture originally assumed three components had to work: detect that a move is coming, predict its direction, and time the exit. The first looked promising. So we went to the second and tested it properly.
Properly means pre-registered. Before touching the analysis, we wrote down what would count as success: an AUC above 0.60, balanced accuracy above 0.57, stability across weeks, and beating the naive baseline of "the opening gap continues". Fixing the bar first is what stops you from moving it afterwards.
The model failed every criterion:
Two details matter more than the table. One week came in at 0.450 — below a coin flip, which is the signature of noise rather than a weak signal. And on the subset where the model was most confident, precisely where a signals product would concentrate its claims, the directional bets still lost money net of costs. There was no profitable directional subset to carve out.
We did not soften this into "guidance" or "conviction". We abandoned it, and rebuilt the product around what was left.
This is also what finance theory would have predicted. Volatility clusters and persists — that is why magnitude carries some forecastable structure. Direction is the one thing every participant is competing to price correctly, so it is arbitraged away fastest. Finding that direction was unpredictable and magnitude was not is the ordinary result, not a surprising one.
What We Measure Instead
Every detected event gets a significance score from 0 to 100 — how much it resembles the kind of event that precedes a large move — plus a catalyst classification, the price at detection, and the tone of the source text. No direction, no entry, no target.
Why is that useful without a direction? Because knowing that something material just happened, in which name, how unusual it is, and having the context to evaluate it — within two minutes, without watching six feeds — is most of the work. The judgement it leaves you is the part that was always yours, and the part no vendor can honestly take.
Four Questions for Anyone Who Does Sell Signals
If you keep shopping, and you reasonably might, these are the questions we would ask.
We think these questions are more useful than any ranking, partly because we have failed some of them ourselves and changed the product as a result. We would rather you asked us them than took this page on faith.
If You Want to Be Told What to Buy
Then we are not it, and we would rather say so on the page you landed on than after you have paid.
If instead you want to see the events as they land — scored, classified, in context — and make the call yourself, the free plan requires no card. It is capped and truncated, but it is real-time and real, and a week of it will tell you more than this page can.
Frequently Asked Questions
Do you sell trading signals?
No. We detect market events, classify the catalyst, and score how significant the event looks on a 0–100 scale. We do not publish a direction, an entry, a target or a stop, because we tested directional prediction under a pre-registered protocol and it failed every criterion we had set in advance.
What exactly failed in the test?
We asked whether the direction of a post-news move is predictable from the data available at detection time. The success criteria were fixed before the analysis: AUC above 0.60, balanced accuracy above 0.57, stability week over week, and beating the naive baseline of "the opening gap continues". The model reached AUC 0.573 and balanced accuracy 0.528, barely level with the naive baseline. Week to week it swung from 0.713 down to 0.450 — below a coin flip, which is the signature of noise rather than a weak signal. And on the subset where the model was most confident, the directional calls still lost money net of costs.
Why is magnitude easier to predict than direction?
It is what finance theory would predict. Volatility clusters and persists, so the size of a move carries some forecastable structure. Direction is precisely the thing every participant is competing to price correctly, so it gets arbitraged away fastest. Finding that magnitude carried signal and direction did not is the ordinary result, not a surprising one.
So what do I actually receive?
A notification containing the ticker, the catalyst type from classified event types, a 0–100 significance score and its tier, the price at detection, and the tone of the source text — whether the news reads favourably or unfavourably for the company. Delivered to the dashboard, Telegram, and a REST API on Elite.
Do you publish an accuracy figure for the score?
No. We have not validated an accuracy figure we would be willing to defend in public, so we do not quote one. The score ranks how significant a detected event looks; it is not a probability of profit, and past detection performance does not guarantee future results.
Is the news tone a direction in disguise?
No. It describes whether the source text reads favourably or unfavourably for the company — a property of the language, not a forecast of the price. Favourable news frequently precedes a fall, and the reverse, because the expectation was already priced. We do not model the link between the two.
Who is this for, then?
Traders whose bottleneck is finding out that something happened, in which name, and how unusual it is — fast, without watching six feeds. If your bottleneck is deciding what to do once you know, this will not solve it, and we would rather say so here than after you have paid.
See the events. Make your own call.
Free plan, no card. Capped and truncated, but real.
Not financial advice. Trading involves risk.
Last updated September 8, 2026