QL Private Foresight grades the direction of the next mark move. This board grades the event: a sealed monthly probability that each private company IPOs, gets acquired, raises an up round, reprices down, or stays quiet over the next 12 months — graded automatically against confirmed outcomes when the horizon elapses. Baselines are stamped at seal time; sealed claims are never edited; the multi-class Brier score and per-event calibration tables are published win or lose.
Each call is a full probability vector with its driver breakdown at issuance — filing status, valuation scale, stage, round age, last step-up, and the secondary-market gap where a QL Mark exists. Deterministic, disclosed, no black box. Sort by the event you care about.
| Company | Sector | Next 12 months | Sorted by | Top call | Drivers |
|---|---|---|---|---|---|
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Sealed claims whose outcome is already observable before their board's 12-month horizon. Nothing here is in the record yet — a board only grades, in full, when its horizon elapses. This strip exists so you can watch claims meet reality in real time.
When the board says 30% chance of a down round, it should happen about 30% of the time. One table per claimed event — they fill as boards grade. The record must beat both published baselines: uniform (0.800) and the model's own sealed base rates.
| Claimed band | Calls | Realized |
|---|---|---|
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Exit Odds are model probabilities from disclosed data, not predictions of any transaction, offer, or listing; private-market data is sparse and every call discloses its drivers. Nothing here is investment advice, an offer, or a solicitation. Past record ≠ future results.