Market-Aware Context & Risk Oracle

Where the market has the odds wrong — and what the gap is worth to your book.

Global market research across crypto, commodities, indices, FX, and tokenized equities — compared with the market, graded in public, and mapped to the assets you hold.

Request a desk seat → See the public record

Read the receipts before you pay a cent. Licensed per seat — research, not advice.

A live mispricing Scenario #3238
Strait of Hormuz closes → oil to $200 · six-month window
Our number6.6%
The market—
our range 0–14% · checking listed markets…
VIXvolatility+5.5%
Brentoil+3.1%
XLEenergy eq.+1.9%
S&P 500equity−1.7%
HYGcredit−0.7%
frozen to the public ledger · graded on resolve · S&P 500 read if it hits: −1.7%
5
global market families — crypto · commodities · indices · FX · tokenized equities
215,785
scenario × asset analogue cells measured and retained for review
1,021
dated historical events in the current evidence library
7
stages from discovery through resolution and learning
The engine

We start where the market’s odds stop — and price where they’re wrong.

Prediction markets are one useful benchmark. We compare them with 1,021 dated events, observed price reactions, official evidence, and the current regime. A disagreement is a research hypothesis to investigate: an evidence-backed probability, an explicit interval, and the signed, sized move across every asset it touches.

The causal graph, live 1,031 dated events
a shock enters on the left · propagates through measured relationships · lands as signed, sized moves
01 Scenario EngineEvery named future, compiled into a signed, sized cross-asset move. Open → 02 Evidence Engine1,021 dated events, measured — the evidence under every probability and every move. Open → 03 Derived ProbabilitiesAn evidence-backed estimate, an honest interval, and the gap versus the market. Open → 04 Reality CheckA tamper-evident, public scorecard — the forecast you can defend to your committee. Open → 05 Asset OutlooksEach modeled asset read as the net of every scenario that moves it — the book lens. Open → 06 What-If SearchExamine any scenario in seconds — dated precedents, assumptions, and an evidence-backed estimate. Open → 07 This WeekA weekly book of 7-day calls — ours beside the market’s, frozen before the fact, graded after. Open →
Your exposure

Stress-test your book against any shock — before it happens.

Institutions pay millions to answer one question: what does this do to my book? Pick a shock and see the drawdown, decomposed to the positions driving it. It’s your exposure, illuminated — never a trade ticket.

Stress test · example book a classic 60/40
The shock
Hormuz closes → oil $200
our probability · 6.6% · range 0–14% · the market’s odds print live on the scenario page
also on the rack: oil to $120 · Fed +100bp · a regional bank fails · a 10% Nasdaq drawdown
Your book, if it happens
−1.8%
the positions driving it
Energy sleeve+4.1%
Equity beta−3.2%
Duration−0.9%
$ bring your own book → per-position exposure
A shock, mapped to positions. Every scenario resolves to a book-level number and the sleeves driving it — the Aladdin question, answered on your holdings.
Pre-trade, not post-mortem. See what a position does to your exposure — and what it does when the world breaks — before you commit capital.
Exposure, never a directive. The output is “here’s your sensitivity,” never “here’s your trade.” You pull the trigger; we illuminate the consequence.
Graded in public

The one forecast you can defend to your committee.

Frozen before the fact. Every published call is timestamped to a tamper-evident public chain before it resolves — rewriting the past is detectable.
The record is still early. The public ledger currently has too few resolved calls to support a mature calibration or forecasting-edge claim. We publish the sample instead of hiding it.
The misses stay up. As the sample grows, Brier score, reliability, and our record versus the market will print the wrong calls beside the right ones.
Evaluation earned through resolution
the target: forecasts near 80% should resolve near eight times in ten once the sample is large enough to judge
What it’s worth

A data terminal tells you what happened. This tells you what’s mispriced next.

One mis-sized position in a shock costs more than a decade of seats. Priced against the desk’s real alternatives, a seat clears its cost the first time it changes a single call.

Bloomberg Terminal $31,980 / seat · yr tells you what happened
BlackRock Aladdin $1M+ / yr won’t quote you a public price
One macro analyst ~$1.2M / yr all-in the seat this augments
MacroGuru — a desk seat $10,000 / seat · yr tells you what’s mispriced next
The odds, moving ours vs the market
two series on one dial — the gap between them is the product
Licensing

Priced for desks that price risk for a living.

You’ve seen what a seat is worth beside the alternatives. This is the ladder — four seats, one price you’ll actually pay. Read the public record first; take a seat when the receipts convince you.

Individual
$3K / seat · yr

Scenario feeds, live odds against the market, and asset-impact reads — for the self-directed professional.

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Professional
$6K / seat · yr

Advisor and analyst desks: full coverage, custom scenarios, and portfolio-exposure mapping.

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Desk · the seat
$10K / seat · yr

The mispricing desk — every divergence from the market, the exposure math on your book, alerts on the gap, and the API.

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Enterprise
Let’s talk

Multi-seat, governed deployment, named coverage, and a bespoke data license.

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The gap won’t wait

The mispricing is there whether you’re pricing it or not.

Every week, the market is wrong about something that moves your book. We find it, price it against measured history, and put it on the record. Start with the receipts — then take a seat.

Request a desk seat →