quantlogix.ai

QuantLogix 5-factor long-term composite signal for a US-listed stock or ETF (weeks-to-months horizon).

Long-term (weeks-to-months) 5-factor composite signal — cohort-verified CALL label (Strong Buy/Buy/Neutral/Underweight/Sell/Strong Sell; `engine_signal` = raw band, `call` = edge cohort + reason + short KPI), composite_score (0-100), per-factor hexagonal breakdown (technical, momentum, fundamental, options, microstructure), price snapshot, and pattern-prediction summary when available.

Intraday QDTSS day-trading signal (4-layer scoring: L1 Signal / L2 Context / L3 Risk / L4 Modifiers) with session state, VWAP/ORB, and trade plan.

2d–4wk swing signal with A/B/C/D conviction grade derived from the 5-factor composite.

Order-flow microstructure for a ticker: OFI, VPIN, smart-money flow, institutional bias, volume profile, bid-ask spread.

Comprehensive live US options data — the dashboard Options tab.

Generate ranked, alpha-aware multi-leg options strategies for a directional or volatility thesis — the dashboard Options-tab strategy builder.

Aggregated multi-source financial news for a ticker (14 publishers, per-article sentiment).

Consolidated news sentiment for a single ticker — aggregates per-article sentiment across the 14-publisher news cache into one score (-1 bearish to +1 bullish), a breakdown of bullish/neutral/bearish article counts, and the top headlines driving the score.

Social-media crowd sentiment for a PUBLIC ticker or a PRIVATE company — Reddit, X and Stocktwits chatter scored into one tone (-100 bearish to +100 bullish) with confidence, bullish/bearish post counts, a per-platform split, the terms driving the score, and momentum vs the name's own trailing reads.

US macro environment: 24 FRED economic indicators (rates, inflation, employment, GDP, housing, manufacturing) plus the composite 0-100 macro sentiment score the signal engine uses for its ±5 macro adjustment.

Top institutional holders of a ticker from Form 13F filings (manager name, shares, value, ownership %).

Current 13F filing-season status: which quarter institutional managers are filing for, the statutory due date, how many of the ~144 tracked managers have filed, the latest filings, and notable managers still pending.

A specific institutional fund’s full 13F portfolio by SEC CIK.

Curated list of ~30 top private / pre-IPO companies (Anthropic, OpenAI, Stripe, Databricks, Anduril, Perplexity, etc.) with valuations, sectors, last funding round.

Single private-company profile (valuation, funding history, investors, products) by slug.

Private→public read-through basket for a tracked private company: the generated public sleeve from the crossmarket graph (named rivals first, then suppliers/investors, then customers/comps).

QL Shadow Book — invert a public book into a ranked private-market shadow.

Valuation & financing intelligence for a private company by slug: implied dilution waterfall (secondary/tender rounds non-dilutive), financing scorecard (capital efficiency, valuation CAGR, round cadence, dilution-per-markup), and a public-comparable valuation bridge (public peers' price-to-sales applied to the private's estimated revenue → implied valuation vs last mark).

IPO readiness for private companies.

Secondary-market liquidity read for private companies.

QL Private Marks — one model-marked valuation per tracked private company: the last disclosed round blended with the daily secondary-market print and a public-comps implied valuation, freshness-weighted, with a stated confidence grade (high/medium/low), an evidence basis (secondary_led/comps_led/blended/round_anchored), and full per-component provenance on every row.

QL Mark Tape — the private-company marks that registered mutual funds FILED with the SEC on Form N-PORT, not a model.

Rank investors most likely to invest RIGHT NOW in a company profile: deployment pace, dry-powder model, check-size/sector/stage/geo fit over the curated investor database.

Curated investor database (~280 firms: Andreessen Horowitz, Sequoia, Founders Fund, Thrive, Tiger Global, etc.) with AUM, active fund, stage + sector focus, notable partners, and notable portfolio companies.

Single investor / fund profile by slug: AUM, active fund, stage + sector focus, notable partners, notable portfolio companies, exits, and recent investments.

Top-N ticker rankings by signal across the live universe (~5,000 stocks + 4,900 ETFs).

Server-rendered PRICE CHART IMAGE (PNG) for a US-listed stock or ETF — a branded area chart of the daily close over a chosen lookback window, overlaid with the live 5-factor long-term signal badge, last price, and window return.

S&P 500 SECTOR PERFORMANCE HEATMAP as an inline IMAGE (PNG) — the 11 GICS sectors via the SPDR sector ETFs (XLK/XLV/XLF/XLY/XLC/XLI/XLP/XLE/XLU/XLRE/XLB, the large-cap S&P 500 sector proxies), laid out as a grid colored green→red by today's % change (sorted leaders→laggards).

QuantLogix VERIFIED signal track record — the audit-grade proof that the engine works.

Live snapshot of the major US market indices — S&P 500, Nasdaq, Dow Jones, Russell 2000, and the VIX volatility index — with levels and intraday change.

Daily Trend Monitor report — quantitative trend assessments for SPY/QQQ/DIA/IWM (signed score from MA alignment + medium-term momentum + 52-week position, direction, strength, flags like golden/death cross, key MA levels), the SPY market regime (Markov/HMM with flip probability), the private-markets week-over-week trend, and any trend flips detected on the latest run.

Live IPO calendar — upcoming and recently-priced US IPOs with expected/actual pricing, shares, and dates.

Fast live price quote for a single US ticker — last price, change, change %, day range, and volume.

Per-ticker earnings history + the estimated next earnings date: quarterly EPS/revenue actuals vs estimates, surprises, and the projected next report.

Combined pre-earnings intelligence for a ticker: estimated next earnings date + days-until, the options-implied move (ATM straddle), the engine's current 5-factor signal read, and analyst estimate-revision momentum — one consolidated "how is this name set up into earnings?" read.

Corporate events for a ticker — dividends (ex-date, amount, yield), stock splits, and M&A / spinoff events.

Unusual options activity for a ticker — contracts with elevated volume-to-open-interest (smart-money / institutional positioning), with strike, expiry, side, volume, OI, and dollar premium, from the chain snapshot.

Pro Screener — filter the full 5,000+ US stock universe by the live 5-factor signal + fundamentals and get back the matching tickers.

List the curated QuantLogix strategy/theme baskets (sectors, secular trends, factor archetypes) with each basket's constituents and live house-paper-wallet track record KPIs (return, vs SPY, Sharpe).

Get one CURATED basket by slug — full constituents, thesis/risk, equal-weight, and its live paper-wallet track record + curve.

List the ~487 investment THEMES that can be turned into a basket (e.g.

Resolve an investment THEME (e.g.

List the authenticated user's OWN saved QL Intelligence articles (saved AI research, due-diligence, Monte-Carlo, and saved chat sessions).

Get one of the authenticated user's OWN saved QL Intelligence articles in full (markdown body, summary, and — for kind=session — the saved chat transcript).

Full-text (lexical) search across the authenticated user's OWN saved QL Intelligence articles — matches title, ticker, summary, and body.

List the QL Collab spaces (channels) the authenticated user can access — i.e.

List items inside a QL Collab space (channel) the caller can access: chat messages, notes, spreadsheets, slide decks, and diagrams.

Get one QL Collab item in full by its item_ref (e.g.

Lexical search across all QL Collab items the caller can access (their orgs' channels) — messages, notes, decks, diagrams.

Create a new QL Note (a Notion-style markdown doc) in one of the caller's QL Collab team spaces.

Update an existing QL Note the caller can access (must be a member of the note's team).

Create a QL Sheet — a live spreadsheet that exports to CSV/Excel — in a QL Collab space.

Replace the contents of an existing QL Sheet the caller can access.

Read ONE range of a QL Sheet by A1 address — e.g.

Write a 2-D array into a QL Sheet starting at an A1 address (e.g.

Read ONE section of a QL Note by its heading — e.g.

Write into ONE section of a QL Note by heading.

Generate a diagram and save it as a QL Diagram (Mermaid) in one of the caller's QL Collab team spaces — flowcharts, sequence diagrams, org/entity graphs, mind maps, gantt, etc.

Update an existing QL Diagram the caller can access (must be a member of the diagram's team).

Create QL Slides — a Marp markdown presentation that can be presented and exported to PDF — in a QL Collab space.

Update existing QL Slides the caller can access.

Post a message into a QL Collab space (channel) AS the authenticated user.

Log a tracked call (thesis) in a QL Collab space, exactly like /call in the composer: snapshots the live 5-factor signal as the entry of record, derives target/stop for the horizon, posts a decision card into the channel and tracks it to a graded outcome (the resolver posts the verdict back; votes and Desk Standings follow).

The channel Record — "what we said vs what happened" for a QL Collab space: every point-in-time pinned $TICKER claim and every tracked thesis marked entry → now and graded, plus per-member calibration (high- vs low-conviction vote accuracy).

List the authenticated user's OWN QL Agents (scheduled AI digests/alerts).

Get one of the caller's OWN QL Agents by id, with its full config PLUS recent run history + performance stats (success rate, fired rate, errors, spend, last run).

Create a new QL Agent for the authenticated user.

Update one of the caller's OWN QL Agents: enable/pause it, edit the prompt/context/tickers/name, change the schedule, or reschedule a one-time run.

List the QL Collab meeting rooms the authenticated user can access (rooms in the Clerk teams they belong to), newest-first.

Get the captured transcript of a QL Collab meeting by room_id (from list_meetings).

Generate a structured AI summary of a QL Collab meeting from its transcript — the same recap the in-app ✨ Summary produces (TL;DR, key discussion points, decisions, action items, open questions, attendees, and any shared-screen slides).

Build an AI meeting-prep brief for a QL Collab room BEFORE a meeting — objective, a 'where we left off' recap of the previous session, action items carried forward, a suggested agenda, and the key questions to resolve.

AI note-taking for a QL Collab meeting: generate structured notes from the meeting's transcript (TL;DR, key discussion points, decisions, action items, open questions, attendees) and SAVE them as a durable QL Note in the caller's team space — transcripts expire ~6 hours after a meeting, saved notes don't, and they feed the next prepare_meeting brief for the same room.

List the durable meeting notes saved for a QL Collab room (docs created by take_meeting_notes, newest-first).

QuantLogix Smart Money — what Congress and the top institutional managers are doing right now, in one read.

New institutional buys — the positions the top ~32 tracked managers NEWLY OPENED last quarter (13F-diff detected), aggregated by ticker and ranked by how broadly + heavily smart money is buying, each cross-referenced with QuantLogix's 5-factor engine signal (agrees / divergent) and cache-only insider confirmation.

Distribution Watch — where smart money is SELLING (the sell-side mirror of get_smart_money_new_buys).

List recent QuantLogix Wire pieces — short AI-authored market wires tied to S&P 500 tickers (analyst-call recaps, earnings reactions, sector moves).

Get the full text of one QuantLogix Wire piece by slug (from list_wires).

List recent QL Updates — QuantLogix editorial / product-update posts (VC intelligence, macro strategy, persona-voiced briefs, feature announcements).

Get the full text of one QL Update post by slug (from list_ql_updates).

List recent QuantLogix market briefings — long-form daily / weekly / quarterly market recaps.

Get the full text of one QuantLogix briefing by slug (from list_briefings).

Latest aggregated market news from QuantLogix's 14-source feed, with AI summary + sentiment tone per headline.

List the caller's QL CRM contacts, newest-first.

One CRM contact's full record plus its most recent logged interactions (calls, emails, meetings, notes).

Add a contact to the caller's QL CRM.

Log an interaction (call / email / meeting / note) against one of the caller's CRM contacts.

List the caller's CRM deals (the /crm Kanban board) plus the live pipeline rollup (open / weighted / won value by stage).

Create a deal / opportunity on the caller's CRM board.

Update one of the caller's deals — move its stage (won/lost closes it), change value, probability, expected close, or notes.

List the caller's CRM tasks.

Add a task to the caller's CRM (optionally tied to a contact, with a due date and priority).

Mark one of the caller's CRM tasks done (or reopen it with done=false).

The caller's CRM goals WITH live progress — current vs target, % complete, pace (on_track/behind/achieved/missed), days left.

Set a CRM goal — a measurable target over a window (e.g.

Update or archive one of the caller's CRM goals — change the target, title, window, or set status=archived to retire it.

The caller's live CRM analytics rollup: contact pipeline counts by stage, deal pipeline value (open / weighted / won), follow-up + task counts, and active goals with progress.

Draft an outreach email to one of the caller's CRM contacts into the approve-to-send Outbox on /crm.

QL Conviction Book — QuantLogix's track-record-weighted market consensus.

QL Verified Index — a transparent, rules-based long/short model portfolio built only from track-record-weighted agent conviction (verified-bullish long, verified-bearish short, dollar-neutral), marked daily into a cumulative level (inception = 100).

QL Creator Leaderboard — approved analysts ranked by the platform-graded win rate of the QL Agents they publish (>=3 resolved calls to rank).

One QuantLogix creator's VERIFIED track record by handle: their aggregate platform-graded record across all published agents' calls, plus each published agent's own record.

QL Simulator (Institutional): roll a what-if portfolio through thousands of Monte Carlo futures bootstrapped from real daily history — optionally regime-switching (each simulated day evolves a vol/trend Markov chain learned from the book itself; "stressed" starts it in the stressed twin of today's state).

Index Reconstitution Radar (Starter+): who is next INTO the S&P 500 and who is drifting toward the exit.

QL Hedging Desk (Pro+): the dealer hedging RESPONSE SURFACE for one underlying — not a static gamma snapshot.

QL Positioning Alpha: dealer hedging mechanics expressed as DATED, TRADEABLE calls with a forward-only public track record — the step no dealer-positioning vendor takes.

QL Whale Tape: REAL large options orders from the OPRA trade tape (15-minute delayed on our data tier), graded in public.

QL Large Positioning: WINDOW-AGGREGATE options positioning from chain snapshots, graded in public — the complement to get_whale_tape (per-print).

The caller's OWN options paper-trading book at https://quantlogix.ai/options-paper-trading — positions marked live (mark source labeled), breakeven + defined max loss per position, dollar book Greeks, plain-language risk flags, CSP collateral, recent trades, and any expiry settlements applied on this read (long ITM cash-settles at intrinsic; ITM short puts assign shares at strike; ITM covered calls deliver the shares).

Place a SIMULATED options order in the caller's paper account (no real money).

Quote one options contract the way the paper engine will fill it: the resolved mark with its source (mid → last trade → day close → prior close — this data tier has no options NBBO), greeks when available, DTE, and the modeled fill/fee preview for a given side and qty.

Performance review of the caller's OWN options paper desk (https://quantlogix.ai/options-paper-trading): every closed round trip replayed from the options ledger under the engine's own avg-cost model, net of the modeled costs each trade paid — win rate (scratches count), profit factor, expectancy, payoff ratio, fee drag, premium capture on closed shorts, long return on premium, hold/DTE stats, streaks, best/worst; breakdowns by strategy, underlying, exit reason (closed / expired / settled / assigned / called away), DTE-at-entry bucket and month; cumulative and per-trade series; cost itemization; open-book stats.

Point-in-time BACKTEST of one classic timing strategy on ONE instrument (US-listed ticker or ETF) vs buy-and-hold, computed off daily closes with no lookahead.

Catalog of runnable strategy-backtest IDs + the metrics each backtest returns + the walk-forward verdict scale.

Analyze a whole PORTFOLIO or watchlist against the QuantLogix 5-factor engine.

Portfolio Alpha overlay — fuse a book with the QuantLogix 5-factor engine and return WHAT TO DO, not just what it scores.

Compare 2–8 tickers head-to-head on the QuantLogix 5-factor engine.

US Congress stock-trade disclosures (STOCK Act filings).

Recent SEC Form 4 insider transactions for a ticker, straight from EDGAR — officers and directors buying or selling their own stock.

Short-interest picture for one ticker: reported short interest, days-to-cover, percent of float short, float and shares outstanding, the short-interest history series, and the daily short-volume stream with its 30-day average ratio.

Ranked short-squeeze board across a curated high-short-interest universe, scored on short interest as a percent of float, days-to-cover, float size and momentum ignition.

Relative Rotation Graph for the 11 SPDR sector ETFs against SPY: each sector's RS-Ratio (relative strength) and RS-Momentum, the quadrant it sits in (Leading / Weakening / Lagging / Improving), and a 10-week rotation tail showing the path it took to get there.

The day's universe-wide statistical outliers — names whose move or volume is extreme relative to the cross-section, not merely large.

Forward catalyst calendar — the merged tape of dated, scheduled events that can move a name or the market: earnings, IPOs, dividends/ex-dates, splits, macro prints, index/options expiry (opex), and disclosed Congress trades.

Five-dimension health check on a set of holdings: concentration, diversification, signal quality, risk positions and sector exposure, rolled into an overall 0-100 score and a letter grade.

Reported financial statements for a ticker — income statement, balance sheet and cash flow — sourced from SEC filings, newest first, with fiscal period, fiscal year and filing date on every report.

Historical earnings-reaction statistics for a ticker, measured over its full price history: beat rate, average surprise, the median ABSOLUTE reaction (how much it typically moves, direction aside), the up-rate, and post-event drift.

Drawdown and recovery statistics for a ticker: where it sits relative to its peak right now (drawdown, peak date and price, last close), plus the historical base — how often dips of this depth occurred, and how they resolved.

Realized-volatility profile for a ticker: current realized vol, its percentile against the name's own history, the regime label (calm / normal / elevated), implied daily sigma, and the expected-move bands that follow.

Management Promise Ledger for a ticker: every forward commitment extracted from real earnings-call transcripts (guidance, launches, margins, buybacks), walked against later calls, and stamped kept / missed / walked-back / pending — with the EXACT transcript sentence that triggered the verdict as the receipt.

QL Record — QuantLogix's consolidated, public, hash-chained track record: every call the platform grades (engine-vs-Street disagreements, pre-IPO valuation ranges at listing, directional regime labels) in one scoreboard, with the date each was made and the date the market graded it.

QL IPO Ledger — QuantLogix's dated pre-IPO valuation calls, published BEFORE a deal prices and graded in public when the company lists (inside the range / above it / below it).

Alpha Clusters regime intelligence — how the twelve Street-vs-Engine regimes BEHAVE over time, not just today's snapshot.

List your QL Webhook endpoints — outbound push subscriptions that receive HMAC-signed POSTs when QuantLogix events fire (edge_alert.fired: an Edge Alerts evidence transition; mood.band_change: the Mood Composite crossed into a new band).

Register a new QL Webhook endpoint (max 5 per account).

Send a signed webhook.test event to one of your QL Webhook endpoints RIGHT NOW, to confirm the receiver and its signature verification are wired correctly.

Public QuantLogix Agent Mesh directory — agents other accounts (and QuantLogix itself) have published for you to call.

Your Agent Mesh grants — access you have GIVEN to other accounts and access you have RECEIVED (including subscriptions to public flagships).

Call a granted Agent Mesh capability.

Commission a full graded research thesis from the QuantLogix Thesis Engine on any covered US-listed ticker, ETF, or private company (e.g.

Calendar-month seasonality profile for a US stock or ETF from up to 15 years of adjusted history: per-month average & median return, win rate, best/worst year, strongest/weakest months, and the in-progress month's partial return (excluded from the stats).

Overnight-gap profile for a US stock or ETF from up to 10 years of adjusted history: gap frequency, same-day fill rate and follow-through by direction and gap size (0.5–1%, 1–2%, 2–4%, 4%+), the largest gaps on record, and the most recent gap's outcome.

Wall Street report card for a US stock: up to 6 years of analyst rating actions graded against realized forward returns.

Dollar-cost-averaging backtest for a US stock or ETF on real adjusted history: invested vs final value, money-weighted XIRR, max drawdown, perfect-vs-worst-timing counterfactuals, lump-sum comparison, and the same plan run on SPY as a benchmark.

Batch signal snapshot for up to 50 named US tickers in ONE call — returns each ticker's long-term signal label, composite score 0-100, price, today's change, name, sector, and market cap.

Multi-source live news for a private company.

The QuantLogix engine's model card — measured performance + four-stage statistical validation of the signal engine on its immutable, auto-resolved track record (the same live numbers as quantlogix.ai/proof).

Run Monte Carlo simulation on a ticker or portfolio for forward return distributions, VaR, CVaR, and drawdown cones over custom horizon.

Scan for cointegrated pairs and current stat-arb opportunities with z-score, hedge ratio, and half-life.

Current market regime classification, transition matrix, and historical alpha by regime for a ticker or broad market.

Compute tail-risk metrics (CVaR, expected shortfall), scenario shocks, and cost of hedging extremes.

Optimize portfolio weights using risk-parity, min-variance or factor methods with live data and constraints.

Grounded AI market Q&A through the QL Agents reasoning pipeline — the model pulls live data (price, RSI, the 5-factor signal, filings, options, analyst ratings) and returns a cited answer with a confidence score and as-of stamp.

Run a QL Agent once and return the result inline — either a saved agent by `id` or an inline draft via `agent` (same fields as agent_create; nothing is saved).

Run history for your QL Agents, newest first — what each scheduled or API-triggered run produced (status, fired, summary; developer-API runs carry the full structured result).

One agent run by id — the poll target for async runs (status 'pending' means still executing; terminal statuses are fired/clear/skipped/error).

This API key's current-month quota: requests used/remaining, per-minute rate limit, tier, and which endpoints the key can reach.

QuantLogix 5-factor long-term composite signal for a US-listed stock or ETF (weeks-to-months horizon).

Long-term (weeks-to-months) 5-factor composite signal — cohort-verified CALL label (Strong Buy/Buy/Neutral/Underweight/Sell/Strong Sell; `engine_signal` = raw band, `call` = edge cohort + reason + short KPI), composite_score (0-100), per-factor hexagonal breakdown (technical, momentum, fundamental, options, microstructure), price snapshot, and pattern-prediction summary when available.

Intraday QDTSS day-trading signal (4-layer scoring: L1 Signal / L2 Context / L3 Risk / L4 Modifiers) with session state, VWAP/ORB, and trade plan.

2d–4wk swing signal with A/B/C/D conviction grade derived from the 5-factor composite.

Order-flow microstructure for a ticker: OFI, VPIN, smart-money flow, institutional bias, volume profile, bid-ask spread.

Comprehensive live US options data — the dashboard Options tab.

Generate ranked, alpha-aware multi-leg options strategies for a directional or volatility thesis — the dashboard Options-tab strategy builder.

Aggregated multi-source financial news for a ticker (14 publishers, per-article sentiment).

Consolidated news sentiment for a single ticker — aggregates per-article sentiment across the 14-publisher news cache into one score (-1 bearish to +1 bullish), a breakdown of bullish/neutral/bearish article counts, and the top headlines driving the score.

Social-media crowd sentiment for a PUBLIC ticker or a PRIVATE company — Reddit, X and Stocktwits chatter scored into one tone (-100 bearish to +100 bullish) with confidence, bullish/bearish post counts, a per-platform split, the terms driving the score, and momentum vs the name's own trailing reads.

US macro environment: 24 FRED economic indicators (rates, inflation, employment, GDP, housing, manufacturing) plus the composite 0-100 macro sentiment score the signal engine uses for its ±5 macro adjustment.

Top institutional holders of a ticker from Form 13F filings (manager name, shares, value, ownership %).

Current 13F filing-season status: which quarter institutional managers are filing for, the statutory due date, how many of the ~144 tracked managers have filed, the latest filings, and notable managers still pending.

A specific institutional fund’s full 13F portfolio by SEC CIK.

Curated list of ~30 top private / pre-IPO companies (Anthropic, OpenAI, Stripe, Databricks, Anduril, Perplexity, etc.) with valuations, sectors, last funding round.

Single private-company profile (valuation, funding history, investors, products) by slug.

Private→public read-through basket for a tracked private company: the generated public sleeve from the crossmarket graph (named rivals first, then suppliers/investors, then customers/comps).

QL Shadow Book — invert a public book into a ranked private-market shadow.

Valuation & financing intelligence for a private company by slug: implied dilution waterfall (secondary/tender rounds non-dilutive), financing scorecard (capital efficiency, valuation CAGR, round cadence, dilution-per-markup), and a public-comparable valuation bridge (public peers' price-to-sales applied to the private's estimated revenue → implied valuation vs last mark).

IPO readiness for private companies.

Secondary-market liquidity read for private companies.

QL Private Marks — one model-marked valuation per tracked private company: the last disclosed round blended with the daily secondary-market print and a public-comps implied valuation, freshness-weighted, with a stated confidence grade (high/medium/low), an evidence basis (secondary_led/comps_led/blended/round_anchored), and full per-component provenance on every row.

QL Mark Tape — the private-company marks that registered mutual funds FILED with the SEC on Form N-PORT, not a model.

Rank investors most likely to invest RIGHT NOW in a company profile: deployment pace, dry-powder model, check-size/sector/stage/geo fit over the curated investor database.

Curated investor database (~280 firms: Andreessen Horowitz, Sequoia, Founders Fund, Thrive, Tiger Global, etc.) with AUM, active fund, stage + sector focus, notable partners, and notable portfolio companies.

Single investor / fund profile by slug: AUM, active fund, stage + sector focus, notable partners, notable portfolio companies, exits, and recent investments.

Top-N ticker rankings by signal across the live universe (~5,000 stocks + 4,900 ETFs).

Server-rendered PRICE CHART IMAGE (PNG) for a US-listed stock or ETF — a branded area chart of the daily close over a chosen lookback window, overlaid with the live 5-factor long-term signal badge, last price, and window return.

S&P 500 SECTOR PERFORMANCE HEATMAP as an inline IMAGE (PNG) — the 11 GICS sectors via the SPDR sector ETFs (XLK/XLV/XLF/XLY/XLC/XLI/XLP/XLE/XLU/XLRE/XLB, the large-cap S&P 500 sector proxies), laid out as a grid colored green→red by today's % change (sorted leaders→laggards).

QuantLogix VERIFIED signal track record — the audit-grade proof that the engine works.

Live snapshot of the major US market indices — S&P 500, Nasdaq, Dow Jones, Russell 2000, and the VIX volatility index — with levels and intraday change.

Daily Trend Monitor report — quantitative trend assessments for SPY/QQQ/DIA/IWM (signed score from MA alignment + medium-term momentum + 52-week position, direction, strength, flags like golden/death cross, key MA levels), the SPY market regime (Markov/HMM with flip probability), the private-markets week-over-week trend, and any trend flips detected on the latest run.

Live IPO calendar — upcoming and recently-priced US IPOs with expected/actual pricing, shares, and dates.

Fast live price quote for a single US ticker — last price, change, change %, day range, and volume.

Per-ticker earnings history + the estimated next earnings date: quarterly EPS/revenue actuals vs estimates, surprises, and the projected next report.

Combined pre-earnings intelligence for a ticker: estimated next earnings date + days-until, the options-implied move (ATM straddle), the engine's current 5-factor signal read, and analyst estimate-revision momentum — one consolidated "how is this name set up into earnings?" read.

Corporate events for a ticker — dividends (ex-date, amount, yield), stock splits, and M&A / spinoff events.

Unusual options activity for a ticker — contracts with elevated volume-to-open-interest (smart-money / institutional positioning), with strike, expiry, side, volume, OI, and dollar premium, from the chain snapshot.

Pro Screener — filter the full 5,000+ US stock universe by the live 5-factor signal + fundamentals and get back the matching tickers.

List the curated QuantLogix strategy/theme baskets (sectors, secular trends, factor archetypes) with each basket's constituents and live house-paper-wallet track record KPIs (return, vs SPY, Sharpe).

Get one CURATED basket by slug — full constituents, thesis/risk, equal-weight, and its live paper-wallet track record + curve.

List the ~487 investment THEMES that can be turned into a basket (e.g.

Resolve an investment THEME (e.g.

List the authenticated user's OWN QL Agents (scheduled AI digests/alerts).

Get one of the caller's OWN QL Agents by id, with its full config PLUS recent run history + performance stats (success rate, fired rate, errors, spend, last run).

Create a new QL Agent for the authenticated user.

Update one of the caller's OWN QL Agents: enable/pause it, edit the prompt/context/tickers/name, change the schedule, or reschedule a one-time run.

QuantLogix Smart Money — what Congress and the top institutional managers are doing right now, in one read.

New institutional buys — the positions the top ~32 tracked managers NEWLY OPENED last quarter (13F-diff detected), aggregated by ticker and ranked by how broadly + heavily smart money is buying, each cross-referenced with QuantLogix's 5-factor engine signal (agrees / divergent) and cache-only insider confirmation.

Distribution Watch — where smart money is SELLING (the sell-side mirror of get_smart_money_new_buys).

List recent QuantLogix Wire pieces — short AI-authored market wires tied to S&P 500 tickers (analyst-call recaps, earnings reactions, sector moves).

Get the full text of one QuantLogix Wire piece by slug (from list_wires).

List recent QL Updates — QuantLogix editorial / product-update posts (VC intelligence, macro strategy, persona-voiced briefs, feature announcements).

Get the full text of one QL Update post by slug (from list_ql_updates).

List recent QuantLogix market briefings — long-form daily / weekly / quarterly market recaps.

Get the full text of one QuantLogix briefing by slug (from list_briefings).

Latest aggregated market news from QuantLogix's 14-source feed, with AI summary + sentiment tone per headline.

QL Conviction Book — QuantLogix's track-record-weighted market consensus.

QL Verified Index — a transparent, rules-based long/short model portfolio built only from track-record-weighted agent conviction (verified-bullish long, verified-bearish short, dollar-neutral), marked daily into a cumulative level (inception = 100).

QL Creator Leaderboard — approved analysts ranked by the platform-graded win rate of the QL Agents they publish (>=3 resolved calls to rank).

One QuantLogix creator's VERIFIED track record by handle: their aggregate platform-graded record across all published agents' calls, plus each published agent's own record.

QL Simulator (Institutional): roll a what-if portfolio through thousands of Monte Carlo futures bootstrapped from real daily history — optionally regime-switching (each simulated day evolves a vol/trend Markov chain learned from the book itself; "stressed" starts it in the stressed twin of today's state).

Index Reconstitution Radar (Starter+): who is next INTO the S&P 500 and who is drifting toward the exit.

QL Hedging Desk (Pro+): the dealer hedging RESPONSE SURFACE for one underlying — not a static gamma snapshot.

QL Positioning Alpha: dealer hedging mechanics expressed as DATED, TRADEABLE calls with a forward-only public track record — the step no dealer-positioning vendor takes.

QL Whale Tape: REAL large options orders from the OPRA trade tape (15-minute delayed on our data tier), graded in public.

QL Large Positioning: WINDOW-AGGREGATE options positioning from chain snapshots, graded in public — the complement to get_whale_tape (per-print).

Point-in-time BACKTEST of one classic timing strategy on ONE instrument (US-listed ticker or ETF) vs buy-and-hold, computed off daily closes with no lookahead.

Catalog of runnable strategy-backtest IDs + the metrics each backtest returns + the walk-forward verdict scale.

Analyze a whole PORTFOLIO or watchlist against the QuantLogix 5-factor engine.

Portfolio Alpha overlay — fuse a book with the QuantLogix 5-factor engine and return WHAT TO DO, not just what it scores.

Compare 2–8 tickers head-to-head on the QuantLogix 5-factor engine.

US Congress stock-trade disclosures (STOCK Act filings).

Recent SEC Form 4 insider transactions for a ticker, straight from EDGAR — officers and directors buying or selling their own stock.

Short-interest picture for one ticker: reported short interest, days-to-cover, percent of float short, float and shares outstanding, the short-interest history series, and the daily short-volume stream with its 30-day average ratio.

Ranked short-squeeze board across a curated high-short-interest universe, scored on short interest as a percent of float, days-to-cover, float size and momentum ignition.

Relative Rotation Graph for the 11 SPDR sector ETFs against SPY: each sector's RS-Ratio (relative strength) and RS-Momentum, the quadrant it sits in (Leading / Weakening / Lagging / Improving), and a 10-week rotation tail showing the path it took to get there.

The day's universe-wide statistical outliers — names whose move or volume is extreme relative to the cross-section, not merely large.

Forward catalyst calendar — the merged tape of dated, scheduled events that can move a name or the market: earnings, IPOs, dividends/ex-dates, splits, macro prints, index/options expiry (opex), and disclosed Congress trades.

Five-dimension health check on a set of holdings: concentration, diversification, signal quality, risk positions and sector exposure, rolled into an overall 0-100 score and a letter grade.

Reported financial statements for a ticker — income statement, balance sheet and cash flow — sourced from SEC filings, newest first, with fiscal period, fiscal year and filing date on every report.

Historical earnings-reaction statistics for a ticker, measured over its full price history: beat rate, average surprise, the median ABSOLUTE reaction (how much it typically moves, direction aside), the up-rate, and post-event drift.

Drawdown and recovery statistics for a ticker: where it sits relative to its peak right now (drawdown, peak date and price, last close), plus the historical base — how often dips of this depth occurred, and how they resolved.

Realized-volatility profile for a ticker: current realized vol, its percentile against the name's own history, the regime label (calm / normal / elevated), implied daily sigma, and the expected-move bands that follow.

Management Promise Ledger for a ticker: every forward commitment extracted from real earnings-call transcripts (guidance, launches, margins, buybacks), walked against later calls, and stamped kept / missed / walked-back / pending — with the EXACT transcript sentence that triggered the verdict as the receipt.

QL Record — QuantLogix's consolidated, public, hash-chained track record: every call the platform grades (engine-vs-Street disagreements, pre-IPO valuation ranges at listing, directional regime labels) in one scoreboard, with the date each was made and the date the market graded it.

QL IPO Ledger — QuantLogix's dated pre-IPO valuation calls, published BEFORE a deal prices and graded in public when the company lists (inside the range / above it / below it).

Alpha Clusters regime intelligence — how the twelve Street-vs-Engine regimes BEHAVE over time, not just today's snapshot.

List your QL Webhook endpoints — outbound push subscriptions that receive HMAC-signed POSTs when QuantLogix events fire (edge_alert.fired: an Edge Alerts evidence transition; mood.band_change: the Mood Composite crossed into a new band).

Register a new QL Webhook endpoint (max 5 per account).

Send a signed webhook.test event to one of your QL Webhook endpoints RIGHT NOW, to confirm the receiver and its signature verification are wired correctly.

Public QuantLogix Agent Mesh directory — agents other accounts (and QuantLogix itself) have published for you to call.

Your Agent Mesh grants — access you have GIVEN to other accounts and access you have RECEIVED (including subscriptions to public flagships).

Call a granted Agent Mesh capability.

Commission a full graded research thesis from the QuantLogix Thesis Engine on any covered US-listed ticker, ETF, or private company (e.g.

Calendar-month seasonality profile for a US stock or ETF from up to 15 years of adjusted history: per-month average & median return, win rate, best/worst year, strongest/weakest months, and the in-progress month's partial return (excluded from the stats).

Overnight-gap profile for a US stock or ETF from up to 10 years of adjusted history: gap frequency, same-day fill rate and follow-through by direction and gap size (0.5–1%, 1–2%, 2–4%, 4%+), the largest gaps on record, and the most recent gap's outcome.

Wall Street report card for a US stock: up to 6 years of analyst rating actions graded against realized forward returns.

Dollar-cost-averaging backtest for a US stock or ETF on real adjusted history: invested vs final value, money-weighted XIRR, max drawdown, perfect-vs-worst-timing counterfactuals, lump-sum comparison, and the same plan run on SPY as a benchmark.

Batch signal snapshot for up to 50 named US tickers in ONE call — returns each ticker's long-term signal label, composite score 0-100, price, today's change, name, sector, and market cap.

Multi-source live news for a private company.

The QuantLogix engine's model card — measured performance + four-stage statistical validation of the signal engine on its immutable, auto-resolved track record (the same live numbers as quantlogix.ai/proof).

Run Monte Carlo simulation on a ticker or portfolio for forward return distributions, VaR, CVaR, and drawdown cones over custom horizon.

Scan for cointegrated pairs and current stat-arb opportunities with z-score, hedge ratio, and half-life.

Current market regime classification, transition matrix, and historical alpha by regime for a ticker or broad market.

Compute tail-risk metrics (CVaR, expected shortfall), scenario shocks, and cost of hedging extremes.

Optimize portfolio weights using risk-parity, min-variance or factor methods with live data and constraints.

Grounded AI market Q&A through the QL Agents reasoning pipeline — the model pulls live data (price, RSI, the 5-factor signal, filings, options, analyst ratings) and returns a cited answer with a confidence score and as-of stamp.

Run a QL Agent once and return the result inline — either a saved agent by `id` or an inline draft via `agent` (same fields as agent_create; nothing is saved).

Run history for your QL Agents, newest first — what each scheduled or API-triggered run produced (status, fired, summary; developer-API runs carry the full structured result).

One agent run by id — the poll target for async runs (status 'pending' means still executing; terminal statuses are fired/clear/skipped/error).

This API key's current-month quota: requests used/remaining, per-minute rate limit, tier, and which endpoints the key can reach.