Idiosyncratic Alpha.

The AI can assist you, can bend to you. But can you push it to excellence, push it toward conviction. It can do research, factor decomposition and track your portfolio. But the performance is up to you.

Quants optimized for Sharpe, not understanding. AI brings fundamental research back—systematic, scalable, yours.
The Thesis

When Superintelligence Democratizes (2027-2030)

When superintelligence democratizes, consensus extraction becomes instant. Everyone gets same answers simultaneously. Markets become radically more efficient.

What dies: Edge from faster analysis, better pattern recognition, superior data access. AI eliminates all of these.

What survives: Small caps institutions can't deploy into. Time asymmetries requiring multi-year horizons. Structural patterns in inefficient corners. Execution discipline preventing behavioral losses. Proprietary networks ASI can't access.

Infrastructure, Not Tools
Building systematic research infrastructure using AI, designed to survive when everyone has AI. Primary source monitoring: 8-K filings within hours. Factor decomposition: Separate beta from idiosyncratic returns. Behavioral intervention: Prevent $8,400 average emotional losses. Pattern validation: IC measurement, empirical frameworks. Deployed on real capital. Published research findings.
Where Alpha Survives

Post-ASI Structural Advantages

Small caps <$500M where institutions and ASI can't deploy capital at scale. No-arbitrage constraints relax when liquidity limits prevent arbitrage.

Time asymmetries: Discovering 2030 inflections in 2025. Harvest window is months before institutions execute—not discovery speed, deployment speed.

Structural patterns in inefficient corners: Sector misclassifications where contracted revenue trades at wrong multiples. Friction frontiers where physical bottlenecks create moats consensus undervalues.

Example: BWXT Bulgaria contract identifiable 11 months early via 8-K MOU analysis. Entry window: days after MOU filing, not months after press release. The alpha window closes fast.

Skin in the Game

Deployed on Real Capital

Every position requires explicit thesis with catalyst timeline and invalidation criteria. Factor decomposition separates beta from idiosyncratic returns—know which thesis generated alpha versus which rode market.

We deploy on our own capital. We publish our findings. Not theory—infrastructure tested in live markets.

Platform

Agentic Terminal Based Research Environment

Build your own systematic advantage. AI agent at the center. Integrating SEC filings, market data, factor analysis, options flow. Persistent workspace, powerful.

Time Compression

3 hours of analysis → 5 minutes. Factor decomposition separating beta from idiosyncratic returns. Systematic position sizing using Paleologo proportional rule. Evidence-first research from primary sources.

Behavioral Layer

Real-time intervention when emotion-driven mistakes are about to happen. Pattern recognition of historical behavior during market stress. Compassionate truth when it matters.

Contrarian Research

Tools designed to find where consensus might be wrong. Not "here's what analysts think"—but "here's what market believes, here's contradicting evidence, here's the gap." Multi-scenario analysis forcing probability-weighted thinking.

Unified Workflow

Research → thesis → position → tracking in one environment. SEC filings, factor decomposition, systematic screens, portfolio attribution. Bloomberg-inspired, modern execution.

Own What You Understand

The quants forgot. Returns come from understanding—not speed, not data, not algorithms. When you truly understand a business, position sizing is obvious. Conviction is natural. Holding through volatility is easy.

This is infrastructure for investors who want to know what they own. Not trade signals. Not consensus summaries. Deep research that builds real conviction.

We deploy on our own capital. We publish our findings. We build for understanding first, returns second—because that's the only order that works.