One macro signal cascades into every score we publish.
Four stages, one direction: Data → Signal → Allocation → Selection. Each stage reads only the stage before it — never the reverse. Remove any one and the chain breaks. Here is the whole machine.
EMP — Edge Market Pulse
The question it answers: is the economy a buyer's market or a seller's market?
EMP reads a broad panel of live macro indicators — spanning policy, leading and coincident growth, valuation, and early-warning stress — and distills them into a single, continuously updated read on the economy's health, expressed as a 0–100% strength grade. Each input is calibrated against real historical conditions, and the blend is weighted so that genuinely fragile conditions can't masquerade as healthy ones — an overheating, euphoric reading counts against the economy, not for it.
The stress penalty: a set of crisis tripwires — spanning inflation, volatility, credit spreads, the labor market, and the yield curve — subtract from the grade when they fire. A fragile-but-still-positive economy can never score like a healthy one.
The output: an 8-rung regime ladder
EMP is the only module that looks outward at the economy. Its band is the single instruction every downstream model obeys. Get the regime wrong and everything below it allocates into the wrong weather — which is why it comes first. The exact score boundaries between rungs are calibrated on validated history and are the one dial we keep proprietary — the ladder itself, and what each rung means for your risk, is fully public.
PAM — Portfolio Allocation Model
The question it answers: given the regime, how much risk vs. cash — and in what shape?
PAM keeps a hand-built base portfolio for each of the 8 bands, sliding from aggressive (semis, mega-cap tech, growth ETFs) at Full Risk-On to nearly all cash-proxy at Sideline. It reads EMP's band and overlay panels, then applies a sequence of tilts and guardrails to produce the day's invested %, cash-proxy %, and a full ETF-level position map.
The overlays it acts on: a Gold panel that rotates a slice of cash into gold when real yields fall and the dollar weakens; an Energy panel that adds energy exposure on inflationary supply shocks (gated against demand destruction); and a Trough-Redeploy tilt that releases cash into recovery leaders only after the EMP direction gate has confirmed the turn — zero false starts in stress tests.
Guardrails always on: position floors and concentration caps survive every panel, so no single signal can blow up the book. Gold and energy are funded by reducing cash, never by selling existing risk. Every tilt cites multi-cycle backtest results.
PAM is the bridge between economics and a portfolio.
BSM — Blitz Screen Module
The question it answers: what is every stock in the universe actually doing right now?
For every ticker in its universe, BSM pulls about a year of price and volume history and computes a battery of well-established technical measures — trend, momentum, relative strength, volatility, and volume among them — producing one scored snapshot of the entire market.
Runs once, shared twice. Both selection models score off the identical snapshot, so differences in their picks come from philosophy, not from different data. BSM is the firm's shared sense of reality: with one trusted snapshot, the models argue only about judgment.
The CRC Score — three pillars, one number
Both selection models import every scorer from one shared core. A stock is scored identically no matter which model looks at it: one definition, zero drift. Every name in the universe is graded on three pillars that add to a single score out of 100.
"Is it moving with conviction?" MACD, ADX, slopes, 3-month return, volume expansion. This pillar finds the strong names.
"Is it leading its theme?" Relative strength, 52-week position, theme-relative return. It measures how a name ranks within its own cohort, not against the whole market.
"Constructive, or already stretched?" The early-warning sell signal — designed to fire before a breakdown shows up in price.
The score never overrides the regime. A 90 in a defensive regime is still only a candidate for the smaller book the ladder allows. Stage 1 sets how much risk is on the table; the CRC score only decides what fills it.
Two selection models. Same data. Opposite temperaments.
BAM — "Pulse" · disciplined & theme-budgeted
BAM treats each theme's allocation weight as a budget and deploys its best-scored names proportionally within it, subject to an investment-grade score threshold and a hard cash-proxy lock. It is sector-aware by construction: a name only competes for the budget of the theme it belongs to. The result is a balanced book that expresses the allocation map faithfully — just with sharper instruments than ETFs.
CAM — "Strike" · conviction & unconstrained
CAM ignores the sector map and buys the highest-conviction names the regime allows, sizing positions so that conviction compounds — the strongest scores carry proportionally more weight. Its quality floor is EMP-gated: tighter macro raises the score a name must clear, shrinking the book to fewer, better positions in stress. Fewer names, sized by conviction, scored on the same data.
Running both models off one snapshot gives the research both discipline and edge — and when they disagree on a name, that disagreement is itself information subscribers see every day.
The pipeline's output is the Daily Brief.
Every trading day, the full run — regime, alerts, scores, deep dives — is written up in plain English and delivered by email.