These are the descriptive layers built on top of the frozen model releases. None is gated, none forecasts anything, and several exist mainly to record what could not honestly be computed. Each links to the artifact a reader would need to recompute it.
- Quality — margins and return on invested capital
NOPAT and invested capital are both published, so every ROIC can be recomputed by dividing one by the other.
Refused: ROIC for HOOD and FUTU (broker balance sheets are customer assets) and AMT (a REIT). No moat score at all.
Protocol → - Model review — every gate failure, and which are addressable
Separates failures a modelling change could move from ones only elapsed time can fix. No model can reach a full pass today, because forward evidence has to accumulate after the freeze.
Refused: Any ranking by desirability. It measures evidence completeness, which is not a view on any company.
- SEC balance sheet and cash flow — point in time
Facts as originally filed, keyed by the date each became public. One XBRL tag per slot, never stitched.
- Coverage universe — retired, kept as provenance
How CRWD, SOFI, RKLB, ONON and CELH entered the universe as data-only names. All five were run through the v4 protocol on 2026-08-16, so the tier is now empty and all twenty tickers are modelled.
Refused: The owner-supplied ratings that came with these five, which are recorded as provenance rather than published as assessments.
- SEC income statement — point in time
Revenue, gross profit, net income, EPS and share counts as originally filed. Restatements are excluded on purpose.
- Technical context — descriptive market state
ATR, MACD, rolling beta, realised volatility, drawdown and relative strength, all computed causally.
Refused: Coverage beyond seven tickers, for now: the other eight price panels are not yet wired in.
- Macro factor panel — ETF proxies
The aligned TLT, UUP, HYG, LQD, USO and SPY closes the regime model reads. Proxies, not the underlying rates.
- Growth — revenue and earnings CAGRs
Split-adjusted, with the filing each window rests on recorded beside it.
- Macro regime — five-channel financial conditions
Equity, rates, dollar, credit and oil each vote, and every vote is published so a label is never opaque.
Refused: GDP, which is quarterly, revised and lagged, with no honest daily proxy.
- Portfolio risk optimiser — risk only
Minimum variance beat equal weight in 16 of 16 out-of-sample periods, but every scheme over-predicts the level of risk.
Refused: Expected returns, an efficient frontier, and any Sharpe ratio built on one.
Protocol → - Portfolio example — a real account's risk profile
87% of the money in one name carries 96.7% of the risk. Published with the owner's permission.
Refused: Share counts, entry prices and portfolio value, none of which the statistics need.
- Return panel — aligned daily log returns
The 588 sessions all fifteen names share. The window is set by the youngest listing, not the oldest.
- ML volatility layer
Beats the incumbent estimator at every horizon and still misses the bar that would justify using it.
Protocol → - Reddit attention
Mention counts only. The corpus accumulates forward because no historical Reddit archive is open.
Refused: Sentiment polarity, which cannot be validated without a labelled sample.
Protocol → - Composite 0–100 score
Not published. Zero of fifteen tickers have every component; four have every component except valuation.
Refused: The score itself. A 0–100 rank over four names gives each step 25 points.