Coming soon

Rebuilding the data pipelines on freely redistributable sources (FRED, sector ETFs, FINRA) so every number updates each month — layer by layer. All three layers are now live and reconciled against the published papers; the remaining work is fuller automation of the monthly cadence.

Live — select UK in the region switcher (top of the sidebar). All three layers, re-estimated from scratch on UK data (FTSE 350) in the fourth paper, reconciled against the US. First-pass magnitudes are provisional; structure and rankings are the reliable read.

Live — select EU in the region switcher. STOXX Europe 600 across the European supersectors. Same three-layer framework re-estimated in the fourth paper, reconciled against the US; magnitudes provisional.

Live — select JP in the region switcher. TOPIX coverage, with unusually strong public macro data including the Tankan survey. No short-interest signal (not disclosed), so Japan runs six signal families; magnitudes provisional. Broader Asia-Pacific follows.

Live at /allocation/ — a top layer that weights the US, UK, Europe and Japan model inputs via three methods plus an ensemble, with a gross-exposure dial. Built on the fourth paper's allocation results. Experimental and local-currency for now; the region weighting will evolve as the FX treatment and per-region refinements land.

Custom backtest windows and constraints, plus export of screens and portfolios straight from the portfolio lab and stock screener.

Everything already live is fully interactive: the drawdown-risk models, sector forecasts, the stock screener and the portfolio lab. The three papers behind them are on the methodology page.

All four regions here — US, UK, Europe and Japan — are already live. If there's another market you'd like the framework extended to, request it in the form (one line is enough); interest genuinely shapes what gets built next.