Roadmap

Chat-based assistant for exploring fundamentals and intrinsic-value context without leaving the screener.

Allocates position weights against a user-defined risk envelope using cross-sectional gap and confidence inputs.

Suggests exposure bands that adapt when macro stress and structural opportunity scores diverge.

Flags names where analyst revision momentum and valuation gap divergence cluster in the same direction.

Visual heatmap of event-risk posture across the universe ahead of reporting windows.

Team-owned screener views with versioned filter sets and shared verdict thresholds.

Composite read on how equity dispersion, rates posture, and volatility stress co-move through regimes.

User-selected pre/post windows around macro and earnings events with publishable summary statistics.

Rules-based basket builder from sector, gap, and confidence filters — not curated stock picks.

Per-user gates that tune which names qualify for picks, alerts, and screener highlights.

Sandboxed third-party signal modules with strict schema validation and read-only delivery.

Tracks how live quotes diverge from the latest published intrinsic baseline through the session.

Forward-looking stress read derived from term-structure shape rather than spot level alone.

Institutional-style one-pagers combining verdict, gap history, and calendar context for a single name.

Aggregate sentiment scores on analyst revision text — surfaced as a rank, never raw prose.

Shows intrinsic gap relative to cost basis buckets for portfolio tax planning workflows.

Live P&L versus intrinsic baseline with gap drift and verdict change history per position.

Custom lists with notifications when gap, verdict, or confidence crosses user thresholds.

Responsive command surface with condensed gauges and one-tap drill-down into screeners.

Grouped sector and industry tables with collapsible rows and dispersion metrics at each level.

Cross-sectional classifier that labels when premium concentration shifts across the universe.

Email and webhook delivery when ranked downgrade density exceeds a rolling baseline.

Curated weekly summary of reporting names with implied-move and gap context.

Calendar-integrated view of implied move posture ahead of earnings and macro releases.

Conceptual bucket decomposition of gap drivers — sector, size, momentum, and quality axes.

Side-by-side valuation chart overlays for up to four names on a shared time axis.

Timeline of coverage shifts — new listings, delistings, and classification changes.

Ranked view of revision velocity weighted by severity and market-cap coverage.

Export visible rows with a live quote snapshot and intrinsic gap at time of download.

Persistent user markers on chart time series tied to notes and verdict snapshots.

Intrinsic uncertainty bands widened by participation and spread proxies at the name level.

Pre/post window statistics on gap and verdict shifts around scheduled macro releases.

Read-only aggregate endpoints for structural, stress, and pulse scores with Zod contracts.

Internal replay tooling with user-facing summary cards for historical signal strips.

Multi-criteria filters for market cap, sector, verdict, gap range, and confidence with server-side evaluation.

D1-backed storage for named watchlists with ownership checks and optimistic client sync.

Full structural decomposition grid with per-pillar opportunity scores and history sparklines.

Responsive column collapse and touch-friendly row actions for small viewports.

Tile grid showing cross-sectional gap distribution and verdict mix by sector.

Score-conditioned historical outcome bands gated by publishable confidence thresholds.

Named filter presets persisted per user and restorable from the screener toolbar.

Uncertainty envelopes around implied move estimates on earnings calendar cards.

Viewport-bounded Ag-Grid layout that auto-sizes columns without horizontal overflow.

Richer peer-relative positioning on the valuation engine with percentile band overlays.

Screener sort keys that blend gap magnitude with publishable confidence scores.

Ranked upside and offsetting factor lists explaining headline structural opportunity moves.

Coverage-aware macro event calendar with impact filters and day-strip navigation.

Read-only visualization of how intrinsic band edges shift across time scopes.

Gap scores re-centered within industry cohorts to reduce sector-level structural bias.

Expand ranked downgrade bars into per-event detail with live quote overlay.

Composable trigger definitions for gap, verdict, and calendar events with rate-limited dispatch.

Lightweight Charts log axis for multi-year valuation surfaces without label clipping.

Versioned methodology section with series identifiers and publishable confidence gates.

D1 read path for position lots with ownership validation and Zod strict contracts.

Per-route KV and Durable Object rate limits with dev fallback when DO is unavailable.

Per-ticker data quality scores that gate publish eligibility in the nightly artifact cycle.

Coverage-aware calendar with implied-move context, historical move stats, and live quote overlay.

Per-ticker Lightweight Charts view of market price versus artifact-backed intrinsic bands.

Universe-wide valuation posture — undervalued, fair, and premium concentration at a glance.

Ag-Grid finance table over ~2,000 names with verdict, gap, confidence, and live quote columns.

Rotating over- and under-valued leaders filtered by confidence gates and market-cap floors.

Per-ticker thesis view with competitor context, growth achievability framing, and metric grid.

Horizontal ranked chart of downgrade density with window presets, severity filter, and cursor pagination.

Universe → sector → industry → ticker navigation with breadcrumb context and scoped rows.

Command Center gauges for structural, stress, and pulse opportunity scores with weekly delta sparklines.

Edge-coordinated quote fanout polled on visible screener and calendar rows with resilient fallback.

Structural opportunity gauge with SPY benchmark history overlay and publishable confidence gates.

Sidebar ticker and company lookup over the in-memory universe index.

Stress opportunity gauge with historical close overlay and outcome strip when publishable.

Stress history chart overlaid on equity benchmark closes inside the Command Center.

Deep links from Command Center gauges into pre-filtered universe screener views.

Short-horizon pulse opportunity gauge with loading and degraded-state handling.

Inline premium/discount bars in the screener with signed gap magnitude visualization.

Session-phase indicator with holiday-aware calendar and animated market-open timeline.

Per-day event density strip with count API backing earnings and economic calendars.

Incremental publish cycle emitting per-ticker intrinsic surfaces to R2 with Zod validation.

Single-pass sector and industry projection index for screener routing and search.

Clerk JWT verification on Workers with environment-scoped authorized parties for write paths.

Durable Object alarm loop writing latest quotes to R2 for sub-second edge reads.

Token-generated palette with hard contrast thresholds and automated color audit in CI.