For hedge funds

Directional energy, before it’s priced in

Market Scholar reads a narrative the way the tape does — directional-energy (WKS), source authority, and analyst credibility — so you can see which stories carry real conviction and which are noise about to fade.

The problem

Sentiment scores lag and are easy to game. What you actually need is a read on which narratives move price, how durable that energy is, and when a story is exhausting.

How Market Scholar helps

What you get

Price-impact probability (WKS)

The directional-energy signal that survives beta and sector controls — ranked across your universe, paired with source authority and analyst credibility.

Decay & exhaustion timing

Physics-based half-life modeling tells you how much energy a narrative has left, and flags the ones rolling over.

Fair-value divergence

A pure-fundamentals anchor off the filings — see where price has detached, and by how much.

Evidence, not vibes

Every read traces to the filing, the source, and the timing that produced it. No black box.

See it on your universe