Results for “post-market-surveillance”

Record and analyze post-trade outcomes for trading signals, tracking false positives, missed opportunities, and regime mismatches to generate feedback for signal aggregation and skill improvement.

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

Detects Follow-Through Day (FTD) signals for market bottom confirmation using William O'Neil's methodology, with dual-index tracking and a state machine for rally attempt, FTD qualification, and post-FTD health monitoring.

Track investment theses across their lifecycle — from screening idea to closed position with postmortem. Register theses from screener outputs, manage state transitions, attach position sizing, review due dates, and generate postmortem reports with P&L and MAE/MFE analysis.

Track legislation, regulatory actions, and legal developments affecting prediction markets, crypto, and AI agents, with stage, impact, affected protocols, and operator actions.

Screen US equities for parabolic exhaustion patterns, generate conditional pre-market short plans, and monitor intraday trigger signals using 5-min bars.

Screen post-earnings gap-up stocks for Post-Earnings Announcement Drift patterns using weekly candle analysis to detect red candle pullbacks and breakout signals.

Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.

Monitors a watchlist of Kalshi prediction markets for price moves, volume spikes, resolution proximity, and kill-criterion triggers, with cross-venue arbitrage detection against paired Polymarket markets adjusted for fees and slippage.