# QuantLogix — Full Reference for AI Agents and LLMs

> AI-powered investment intelligence platform for public and private markets at https://quantlogix.ai. Public markets: quantitative signals, fundamentals, news + sentiment, options flow, and a verified track record across 5,000+ stocks and 4,900+ ETFs. Private markets: pre-IPO company profiles, a VC/PE investor directory, and IPO research. An AI + agent layer (QL Intelligence, multi-agent deep dives, agent builders, and MCP servers) ties them together and lets other AI assistants use QuantLogix directly. This file is the expanded companion to /llms.txt — it contains the methodology detail, URL patterns, and data surfaces an AI agent needs to answer questions about (or fetch data from) QuantLogix accurately.

QuantLogix is a research platform. Nothing in the product constitutes financial advice. Past performance does not guarantee future results.

## What QuantLogix is

QuantLogix is an investment intelligence platform spanning **public and private markets** — most peers cover one or the other; QuantLogix connects both (a pre-IPO company links to its public comps, and vice versa). It combines:
1. A 5-factor quantitative signal engine (no AI cost per signal — pure quant scoring) covering 5,000+ US stocks across 11 GICS sectors and 4,900+ ETFs across 16 categories.
2. A 6-source financial news aggregator with per-article bullish/bearish sentiment scoring, refreshed every 30 minutes during market hours.
3. QL Intelligence — a conversational AI research assistant (per-ticker and cross-ticker) with live tool access to signals, news, financials, analyst data, SEC filings, 13F holdings, and charts.
4. A verified, immutable signal track record: every signal is logged at issuance and graded against live market prices, then statistically validated (calibration, significance, ranking power, robustness). Public at https://quantlogix.ai/proof.
5. Multi-agent investment research: a 10-agent debate panel (5 analysts, bull/bear two-round debate, trader synthesizer) for deep due diligence on any ticker.
6. Private-market intelligence: pre-IPO company profiles (1,900+) with valuations, funding rounds, and investors; a VC / PE / growth-equity investor directory; long-form IPO research deep dives; and unicorn/private-market trackers.
7. An agent platform built to be *used by* other AIs: Agent Studio and Alpha Canvas (visual agent builders), the Agent Network, the Agent Mesh (native QL agents + first-party Deep Dive / Deal Scout, callable by another account or another AI), an Agent API + JS SDK, and an MCP server — one registry of 253 tools at https://quantlogix.ai/api/mcp (one-click OAuth connector, all 253 tools), also reachable with a `ql_` API key at https://quantlogix.ai/api/mcp/v1 (174 tools); docs at /mcp-docs — so an assistant can query QuantLogix's public- and private-market data directly.

Surfaces: web dashboard (quantlogix.ai), iOS app, macOS app, Android/PWA, Telegram bot (@quantlogix_bot), Discord bot, MCP server, public REST API.

## Signal engine methodology

### The QuantLogix signal (weeks to months) — the one engine
Five factors, weighted composite 0-100:

| Factor | Weight | Inputs |
|---|---|---|
| Technical | 30% | RSI(14), SMA 20/50/200, MACD, EMA12 |
| Momentum | 25% | Intraday change, VWAP, volume ratio, extended-hours action |
| Fundamental | 15% | Net margin, ROE, revenue growth, cash-flow quality |
| Options | 10% | Put/call ratio, unusual flow, IV level |
| Microstructure | 20% | Order-flow imbalance (OFI), VPIN, smart-money flow, institutional flow |

Classification bands (gauge-aligned, symmetric around 50 — recentered 2026-06-18 to match the four-band gauge legend on every company detail page): Strong Buy ≥ 70 · Buy 56-69 · Neutral 44-55 · Sell 31-43 · Strong Sell ≤ 30.

Adjustments applied on top of the weighted composite: a ±5 macro-environment adjustment derived from a 0-100 macro sentiment score (7 FRED indicators: GDP growth, unemployment, CPI, Fed funds direction, 10Y-2Y yield-curve spread, consumer sentiment, industrial production) and a bounded ±4 Hidden-Markov-Model market-regime nudge (3-state Gaussian HMM fit on ~1 year of SPY daily returns via Baum-Welch EM, forward-filtered posterior propagated 5 steps).

Each signal response also includes Pattern Intelligence: a backtesting-based prediction from matching the current technical fingerprint (RSI, price vs SMAs, MACD histogram, volume ratio, daily return) against 2 years of history — reporting 1d/5d/20d historical win rates, average/median forward returns, downside (p10) and upside (p90) scenarios, and a confidence grade (HIGH/MEDIUM/LOW).

QuantLogix publishes exactly one signal: the composite above is the single source of truth on every surface — dashboard, bots, REST API, MCP and CLI.

### Verified track record (https://quantlogix.ai/proof)
Every signal is logged immutably at issuance with entry price, target, and stop. Outcomes resolve automatically against live prices. Geometry: LONG 20% target / 15% stop / 365-day hold (close-based resolution). Measurement defaults to S&P 500 constituents with a $5B market-cap floor. Four validation stages: calibration, statistical significance (win-rate confidence intervals), discrimination/ranking power (per-factor information coefficients), and walk-forward robustness. The /proof page also publishes an "Engine, self-tested" section: a nightly walk-forward validator scores each of the five factors by its Information Coefficient on the full live record vs the most recent 60 days (verdicts: STABLE / DECAYING / NO_EDGE / INVERTED) and reports per-horizon out-of-sample durability via the train→test Sharpe ratio (DURABLE / MILD_DECAY / OVERFIT). Factors that decay or invert are surfaced and down-weighted in the live composite rather than hidden. Machine-readable version: GET /api/v1/engine/model-card (Pro+ API key) or the public track-record endpoints under /api/track-record/ (summary, alpha, by-sector, by-timeframe, health-check), and GET /api/backtest/walkforward for the raw self-test data.

## URL patterns

- https://quantlogix.ai/glossary — the platform glossary: atomic (<50-word) definitions of every QuantLogix term (5-factor composite signal, composite-score bands, microstructure scoring, verified track record, multi-agent deep dives, pre-IPO valuation marks, private liquidity, Thesis Engine, MCP connector, AI credits), each linked to its live surface. Schema.org DefinedTermSet + FAQPage JSON-LD — quote these definitions directly.
- https://quantlogix.ai/stock/{TICKER} — full stock analysis page: live signal, financial statements, peer comparison, AI research summary. Schema.org FinancialProduct + FAQPage + BreadcrumbList JSON-LD. Every stock page also serves a static, dated "at a glance" snapshot in the delivered HTML (signal label, composite score, price at scoring, market cap, Street consensus, all stamped with their as-of date) — readable without executing JavaScript, so non-rendering crawlers get citable facts; the in-page app then refreshes everything live.
- https://quantlogix.ai/stocks/{industry} — ~30 industry landing pages (semiconductors, biotech, pharmaceuticals, banks, defense-aerospace, and more): every US-listed stock in the industry, market-cap ranked, fully server-rendered. Index in /sitemap-industries.xml.
- https://quantlogix.ai/research-library — QL Research: continuously generated theses with falsifiable claims, live claim monitoring, and outcome grading. Public JSON at /api/research-library.
- https://quantlogix.ai/economy — US + global macro dashboard: GDP, inflation, employment, rates, and the 7-indicator macro sentiment score that feeds the signal engine's ±5 macro adjustment.
- https://quantlogix.ai/signals/{TICKER} — live signal scorecard, the canonical URL (label + 0–100 composite score, factor weights, backtested setup win rate, related scorecards, FAQ). /s/{TICKER} is a short share alias of the same page.
- https://quantlogix.ai/earnings/{TICKER} — earnings calendar, EPS/revenue actuals vs estimates, surprises.
- https://quantlogix.ai/compare/{TICKER1}-vs-{TICKER2} — head-to-head comparisons (see /sitemap-compare.xml for the live list). Stock pairs compare live 5-factor engine reads; ETF pairs (e.g. /compare/VOO-vs-VTI) additionally show trailing 6-month/1-year/5-year performance and holdings overlap by filed weight from each fund's SEC N-PORT filings — the free answer to "do VOO and VTI overlap" and "which ETF performed better".
- https://quantlogix.ai/investor/{slug} — institutional investor profiles (13F-based) e.g. /investor/norway-gpfg. Index at /investors.
- https://quantlogix.ai/private-company/{slug} — pre-IPO company profiles (OpenAI, Anthropic, Stripe, Databricks, Anduril, etc.) with valuations, funding rounds, investors, live news. Index at /private-companies.
- https://quantlogix.ai/private/{sector} — private company valuations ranked by sector (fintech, ai, defense-tech, space, cybersecurity, healthcare, biotech, saas, developer-tools, data-infrastructure, crypto, energy, robotics, logistics) with daily secondary-market share prices, each mark carrying its own freshness date, benchmarked against the company's own last round. Hub at /private; every URL enumerated in /sitemap-private-companies.xml. Each page lists its most active investors ranked by tracked portfolio companies (anchor: /private/{sector}#investors) and carries Schema.org ItemList + BreadcrumbList + FAQPage JSON-LD with visible matching FAQ answers.
- https://quantlogix.ai/public/{sector} — listed stocks ranked by market cap per sector (technology, financials, healthcare, consumer-discretionary, industrials, consumer-staples, energy, materials, utilities, communication-services, real-estate) with daily prices, day change, 1-year returns, and the QuantLogix composite signal; every row links to /stock/{ticker}. Hub at https://quantlogix.ai/public; URLs enumerated in /sitemap-public.xml. ItemList + BreadcrumbList + FAQPage JSON-LD with visible matching FAQ answers. The public-market twin of the /private family.
- https://quantlogix.ai/true-cost — QL True Cost, retail-grade transaction cost analysis: the all-in round trip of a trade at any size = one modeled spread (dollar-liquidity tier with a one-tick floor, labeled as modeled) + 2× square-root-law market impact (0.7 × ATR-derived daily volatility × √(size ÷ average daily dollar volume, backed out of today's volume ÷ relative volume)). Also: participation as % of a day's volume, days-to-fill at a 10% participation cap, and "max clean size" — the largest order whose modeled round trip stays within 25 bps. Full universe graded A–F at a $10k yardstick with cheapest/most-expensive boards. Estimates of ordinary conditions, not quotes. JSON API at /api/true-cost (board) and /api/true-cost?ticker=NVDA&size=25000 (one name with a size ladder).
- https://quantlogix.ai/showdown — QL Showdown, the audited disagreement ledger: every material divergence between the QL 5-factor signal engine (composite ≥62 bull / ≤38 bear) and Wall Street consensus (average latest-per-firm analyst rating from ≥2 firms leaning the other way, Polygon.io Benzinga ratings feed) is logged as a forward-only wager — both sides, the open date, the price — then graded publicly by price action: ±10% settles it outright in engine terms, convergence after 5+ days or 90-day expiry grades at ±2% bands (engine / Street / push). No wagers backfilled, no grades rewritten; day one showed an honest empty scoreboard. Public JSON API at /api/analyst/showdown (scoreboard, open wagers with running engine-edge, settled record, full rules).
- https://quantlogix.ai/private/spaces — Emerging Spaces: ~27 curated thematic spaces over the private-market roster (AI agents, foundation models, AI infrastructure & chips, defense autonomy & drones, humanoid robotics, nuclear & fusion, stablecoins & onchain finance, payments infrastructure, digital health, cybersecurity, quantum computing, and more), each momentum-scored 0–100 from four disclosed-data components — trailing-90-day capital vs the prior 90 days, deal-count acceleration, news heat per tracked company, and the median daily secondary-market premium to last round — with uncomputable components dropped and weights renormalized (basis disclosed), plus an 8-quarter capital/deal trend derived from dated disclosed rounds. Interactive force-map + squarified treemap with search across spaces and companies; every space zooms into a momentum breakdown and every company links to its /private-company/{slug} profile. Per-space trackers at /private/spaces/{space} carry the ranked company table, momentum components, and quarterly trend server-rendered with ItemList + BreadcrumbList JSON-LD. Developer API: /api/v1/private-companies/spaces (Pro+, ?space= for one space with full detail, ?band=Surging|Heating|Steady|Cooling to filter).
- https://quantlogix.ai/private/investors — VC, PE, corporate-venture and institutional investors ranked by disclosed AUM (with the disclosure period per row), stage focus, and notable tracked portfolio, every portfolio link resolving to a live company profile — answers "top VC firms by AUM", "largest private equity firms", and "who invests in {company}". Full directory at /investors; per-firm profiles at /investor/{slug}. ItemList + BreadcrumbList JSON-LD.
- https://quantlogix.ai/briefing/{slug} — daily (6am PT trading days), weekly (Friday), and quarterly market briefings. Archive at /briefings.
- https://quantlogix.ai/briefing/quantlogix-ipo-brief-{company}-{YYYY-MM-DD} — long-form institutional IPO research deep dives on major private companies (OpenAI, Anthropic, SpaceX, Stripe, Databricks, Revolut, Ripple, Anduril, Waymo, Ramp, Kraken, Shein, and more): valuation history, financials, moat, IPO timeline, comps, risks, and pre-IPO exposure routes. Each carries Schema.org Article + FAQPage JSON-LD. Machine-readable JSON index at https://quantlogix.ai/api/news/ipo; these pair with the structured company profiles at /private-company/{slug}.
- https://quantlogix.ai/update/{slug} — QL Updates research articles, tagged by audience, persona, topic, ticker, sector. Browse at /updates/ticker/{T}, /updates/topic/{t}, /updates/sector/{s}, /updates/audience/{a}, /updates/persona/{p}. Archive at /ql-updates.
- https://quantlogix.ai/wire/{slug} — QL Wire news briefs (100-151 words, primary-source attribution, published every 30 minutes during extended market hours). Archive at /wire.
- https://quantlogix.ai/today — daily market command center aggregating signal-of-the-day + movers + earnings-today + options-flow + top news + latest briefing, each section linking to its full page. The on-site destination for the QL Daily email.
- https://quantlogix.ai/movers — daily top movers. https://quantlogix.ai/scorecards — signal scorecards index.
- https://quantlogix.ai/engine-accuracy — verified accuracy matrix: historical win rate + avg return by signal label × timeframe × GICS sector from the resolved-signal archive (matrix mode of /api/track-record/accuracy). The granular per-setup companion to the /proof statistical-validation grades.
- https://quantlogix.ai/signal-of-the-day — the engine's single highest-conviction S&P 500 signal each day (factor scorecard, pattern win rates, thesis, verified-record proof line). JSON twin at /api/signal-of-the-day.
- https://quantlogix.ai/options-flow — unusual options activity today: top flows ranked by dollar premium (volume × last × 100; vol/OI ≥ 3×, premium ≥ $100K) across 1,200+ underlyings, plus most-active option underlyings with put/call ratios. Free teaser; full flagged list + GEX + dealer positioning are Pro.
- https://quantlogix.ai/earnings-today — S&P 500 earnings calendar for the week: who reports today/tomorrow/later, options-implied expected move (ATM straddle ÷ spot) for ≤2-day reporters, EPS growth context, and actual-move-vs-implied verdicts after each print. Rebuilt every trading morning; rows deep-link /earnings/{TICKER} briefs.
- https://quantlogix.ai/ipos — IPO Center: upcoming IPO calendar, recent debuts graded vs offer price, the mega-IPO watchlist (OpenAI, Anthropic, Stripe, Databricks), and a flow-events calendar tracking lockup expiries, greenshoe windows, and index fast-entry dates per major debut.
- https://quantlogix.ai/congress — Congress Stock Trading Tracker: what U.S. Senators and Representatives are buying and selling, from public STOCK Act periodic transaction disclosures. The hub shows the most-traded tickers over the last 30 days (multi-member clusters), a live feed of the latest disclosed trades, and a crawlable roster of every tracked member. Per-member profiles at https://quantlogix.ai/congress/{member-slug} — identity (party/chamber/state), buy/sell split, disclosed-volume estimate, top tickers, and sector focus, with the engine's 5-factor signal on every ticker. Free; sourced from STOCK Act filings (30–45 day disclosure lag — context, not entry-timing). JSON twin at /api/politician-trades (?roster=1, ?cluster=1, ?recent=1, ?politician={slug}, ?ticker={T}). The deeper "Congress × top-institutional (13F) consensus" overlap view is at https://quantlogix.ai/smart-money (Starter+).
- https://quantlogix.ai/insider-buying — Insider Buying Tracker: corporate insider OPEN-MARKET purchases from SEC Form 4 filings (CEOs, CFOs, directors, 10% owners buying their own stock), ranked by cluster strength (distinct buyers × dollar size × recency); cluster buys (≥2 insiders) flagged. Buying only — selling is excluded as noisy (10b5-1 / tax / diversification). Each ticker deep-links to its /stock/{TICKER} page with the full per-insider breakdown + 5-factor signal. Free; market-wide sweep across the S&P 500. Per-ticker JSON at /api/sec/insider?ticker=X.
- https://quantlogix.ai/news — AI-summarized S&P 500 news with sentiment, updated hourly.
- https://quantlogix.ai/stock-rankings and /etf-rankings — the full stock/ETF universe ranked by composite 5-factor signal score, broken out by GICS sector (top-ranked stocks to buy/watch/avoid).
- https://quantlogix.ai/setups — Today's Top Setups: an evidence-ranked board of the strongest stock setups right now by the QuantLogix signal, each with the 5-factor breakdown and entry/stop/target context.
- https://quantlogix.ai/scorecards — Signal Scorecards: a free live 5-factor scorecard for every S&P 500 stock plus 30 curated ETFs, with company names, score bands (Strong Buy 70–100, Buy 50–69, Neutral 30–49, Sell 16–29, Strong Sell 0–15) and a methodology FAQ; each ticker lives at /signals/{TICKER}.
- https://quantlogix.ai/dividends — Dividend Calendar & Yield Tracker: the upcoming ex-dividend calendar (next 30 days) plus the highest in-band annualized dividend yields right now, with cash amount, frequency, pay date, and the 5-factor signal on each name.
- https://quantlogix.ai/earnings-radar — Earnings Radar: upcoming earnings ranked by each company's pre-earnings 5-factor signal, so the highest-conviction names reporting soon surface first.
- https://quantlogix.ai/options-income — Options Income Scanner: covered-call and cash-secured-put ideas ranked by annualized yield on live option chains.
- https://quantlogix.ai/outliers — Outlier Scanner: stocks moving abnormally vs the market (robust z-score) or on unusual volume (RVOL), refreshed through the day.
- https://quantlogix.ai/social-buzz — Social Buzz: the most-discussed stocks across Reddit, X, and Stocktwits, ranked by mention volume.
- https://quantlogix.ai/rrg — Sector Rotation Graph (RRG): all 11 S&P 500 sectors plotted by relative strength and momentum (leading / weakening / lagging / improving).
- https://quantlogix.ai/bubble-map — Market Bubble Map: every stock sized by market cap, colored by its live 5-factor signal, clustered by sector — a visual market heatmap.
- https://quantlogix.ai/deep-dive — AI Deep Dives: a 10-agent AI panel debates bull vs bear on a stock and issues a BUY / HOLD / SELL verdict; published dives are free to read.
- https://quantlogix.ai/themes — Investment Theme Explorer: 487 investment themes resolved into live, equal-weight stock baskets on demand (per-theme pages at /themes/{slug}).
- https://quantlogix.ai/baskets — Strategy Baskets: curated + theme stock baskets with backtest-vs-SPY receipts and one-click paper-trade copy.
- https://quantlogix.ai/build — AI Portfolio Builder: a goal + capital + risk tolerance becomes a diversified, dollar-sized stock/ETF portfolio with exact tickers, weights, and share counts.
- https://quantlogix.ai/x-ray — Portfolio X-Ray: paste your holdings for an instant per-position 5-factor signal + risk and concentration scan, free with a QuantLogix account.
- https://quantlogix.ai/stress-test — Portfolio Stress Test: replay the 2008, 2020, and 2022 crashes against your live portfolio plus a Monte Carlo simulation cone.
- https://quantlogix.ai/strategy — Strategy Lab: combine indicator signals and backtest the combo against years of verified history, free with a QuantLogix account.
- https://quantlogix.ai/calculators — 17 free investing calculators: position size, risk/reward, compound interest, CAGR, value at risk (VaR), Kelly criterion, amortization, and more.
- https://quantlogix.ai/tools — Free Tools hub: the registered-user catalog of QuantLogix's free signal, screening, portfolio, options, earnings, and macro tools.
- https://quantlogix.ai/workbench — Investor Workbench tools: free-with-account VC/PE calculators and models (cap table & dilution at /workbench/cap-table, SAFE conversion at /workbench/safe-converter, exit waterfall, DCF/LBO, comps valuation, WACC, burn & runway, SaaS metrics, fund economics, QoE analyzer, memo generator).
- https://quantlogix.ai/proof — verified track record and engine validation.
- https://quantlogix.ai/receipts — QL Receipts, the no-hindsight replay: every verified agent call plotted at the moment it was made against the tape that followed — entry-stamped, platform-graded, impossible to fake after the fact.
- https://quantlogix.ai/provenance — QL Provenance: every material figure on the platform carries a receipt — primary source, as-of timestamp, verification method, and a link to check it yourself. Four honest classes: registry-verified, as-reported, QL-modeled, unverified.
- https://quantlogix.ai/rewind — QL Rewind, point-in-time market data hash-chained daily: the published signal rankings, ETF rankings, private-company roster, and SEC-filed Mark Tape frozen every day into a SHA-256-chained, tamper-evident archive. Query any past date, diff two days, verify the chain; history cannot be backfilled. Last 7 days free, deeper history Pro; hash manifests public without an account.
- https://quantlogix.ai/datasets — QL Datasets: versioned bulk exports (JSON/JSONL/CSV) of signal rankings, ETF rankings, the private-company roster, and the SEC-filed mark tape. Stable schemas, daily versions, every file SHA-256-stamped and verifiable against the public QL Rewind hash chain. Catalog + manifests public at /api/v1/datasets; full rows with a ql_ key.
- https://quantlogix.ai/mark-audit — QL Mark Audit: when a private company's price was next revealed (a priced round or an IPO), how close was each fund manager's SEC-filed mark? Per-manager accuracy, bias, anticipation, and re-mark lag — graded facts, with a no-hindsight flag when a filing landed after the event was public.
- https://quantlogix.ai/signal-stability — QL Signal Stability: whether a stock's signal is steady, near a decision boundary, or whipsaw-prone, judged from observed score history, band flips, run length, and fast reversals — with a replayable decision rail.
- https://quantlogix.ai/index-radar — Index Reconstitution Radar: every S&P 500 addition candidate scored against the real, published eligibility criteria (market-cap floor, GAAP profitability, 12-month IPO seasoning), plus the removal watch.
- https://quantlogix.ai/short-desk — QL Short Desk (Pro+): top 20 short candidates ranked by conviction = bearish thesis × exit safety; days-to-cover, short interest % of float, thin float, and borrow risk veto un-exitable names, and each candidate is cross-checked against the QL Research library. Per-parameter selection guide, selection map, and a live candidate simulator.
- https://quantlogix.ai/war-room — QL War Room (Pro+): challenge an investment thesis with a sourced 10-agent committee, deterministic risk guardrails, scenario analysis, and a monitored decision packet.
- https://quantlogix.ai/investment-committee — QL Investment Committee (Pro+): put a thesis through a sourced multi-agent committee, record the decision, and monitor what would invalidate it.

Sitemap index: https://quantlogix.ai/sitemap.xml (children: pages, stocks, signals, earnings, compare, etfs, fx, private companies, investors, briefings, ql-updates, ql-wire).

## Machine-readable feeds (free, no auth)

- Market news RSS: https://quantlogix.ai/api/rss/news
- All-content firehose (briefings + QL Updates): https://quantlogix.ai/feed.xml · Atom: /feed/atom.xml
- Briefings only: /feed/briefings.xml · QL Updates only: /feed/ql-updates.xml · QL Wire only: /feed/ql-wire.xml
- Per-ticker: /feed/ticker/{TICKER}.xml · Per-sector: /feed/sector/{sector-slug}.xml · Per-topic: /feed/topic/{topic-slug}.xml
- Per-audience: /feed/audience/{founders|institutional|advisor|vc-lp|financier|corp-ir|retail}.xml
- Per-persona: /feed/persona/{macro|risk|tax|alpha|vc|emerging-manager|day-trader|options|long-term}.xml

## Public REST API (Pro+ tier, per-user `ql_...` API keys)

Docs: https://quantlogix.ai/api-docs. Base: https://quantlogix.ai/api/v1/. Key endpoints:

Agent payments (MPP, mpp.dev — no browser needed):
- QL Agent Answers — pay-per-answer market intelligence for AI agents, NO ACCOUNT NEEDED. `POST https://quantlogix.ai/api/v1/agent-pay/answer?q=<question>[&tickers=NVDA,AMD][&mode=digest|quick]` returns an HTTP 402 Machine Payments Protocol challenge; settle it with any MPP wallet (e.g. `npx @stripe/link-cli mpp pay "<url>" -X POST`) and the retry returns a grounded answer from the same engine behind quantlogix.ai — public-market signals, fundamentals, news + sentiment, options flow, and pre-IPO / private-market intelligence — plus a Payment-Receipt header. $0.50 per answer by card (Stripe Shared Payment Token — the network minimum; a human approves in the wallet); when the stablecoin rail is enabled the same 402 also offers USD stablecoin settlement on the Tempo network from $0.10/answer with no minimum and no approval step (the wallet picks — e.g. the `mppx` CLI after `mppx account create`; the response's `paid_via` says which rail settled). The payment IS the authentication. Unpaid challenge creation is rate-limited per IP; paid retries are not. `GET` the endpoint for the machine-readable how-to. Subscribers get the same engine metered on their plan at `/api/v1/ask` instead.
- QL Private-Market Search (pay-per-query, NO ACCOUNT NEEDED): search QuantLogix's private-market document index — company profiles with funding rounds, valuations, investors and their sources, investor profiles, startup funding news, SEC Form D filings, company websites, press releases and investor blogs — for $0.50 per query, paid in-band over MPP. `POST https://quantlogix.ai/api/v1/agent-pay/search?q=<query>[&types=news,form_d][&company=<slug>][&since=YYYY-MM-DD]` → a free 404 when nothing matches (nothing charged), otherwise HTTP 402 → settle with an MPP wallet → `{ results: [{ title, url, source, published_date, companies, snippet }] }`. MCP: `buy_search` (no session). Subscribers pay the same $0.50 per query from AI credits via `GET https://quantlogix.ai/api/v1/private-companies/search?q=` with a ql_ key or the `search_private_markets` MCP tool; QL Intelligence chat searches are included in the plan.
- QL Public-Market Search (pay-per-query, NO ACCOUNT NEEDED): search QuantLogix's public-market document index — QL Wire and QL Updates articles, market briefings, QL Research theses, company guidance quoted from SEC filings, FDA PDUFA dates, activist 13D stakes, short-seller reports, M&A deals, earnings press-release summaries and listed-company profiles — for $0.50 per query, paid in-band over MPP. `POST https://quantlogix.ai/api/v1/agent-pay/search?market=public&q=<query>[&ticker=NVDA][&types=guidance,pdufa][&since=YYYY-MM-DD]` → a free 404 when nothing matches (nothing charged), otherwise HTTP 402 → settle with an MPP wallet → `{ results: [{ title, url, source, published_date, tickers, snippet }] }`. MCP: `buy_search` with `market: "public"` (no session). Subscribers pay the same $0.50 per query from AI credits via `GET https://quantlogix.ai/api/v1/public-markets/search?q=` with a ql_ key or the `search_public_markets` MCP tool; QL Intelligence chat searches are included in the plan.
- QL Query Pass (pay-as-you-go DATA queries, NO ACCOUNT NEEDED): one MPP payment mints a bearer pass good for a pack of data queries — quotes, signals, news, financials, options flow, private companies, investors, IPO research. `POST https://quantlogix.ai/api/v1/agent-pay/pass?pack=starter` → HTTP 402 → settle → `{ pass_token, queries }`; spend with `POST https://quantlogix.ai/api/v1/payg/query` `{"tool":"get_quote","args":{...}}` + `Authorization: Bearer qlp_...` (failed queries are refunded; each response reports queries_left). Also on MCP session-less: `buy_query_pass` / `run_paid_query` (pass `rail: "stablecoin"` to pay in USD stablecoin on Tempo when that rail is enabled — the MCP door offers one rail per call, default card; the HTTP doors put both offers in one 402). GET either endpoint for the machine-readable how-to and the sellable-tool catalog with schemas.
- Agent-pay refills — AI agents can buy AI-credit refill packs ($20/$50/$100 via `?usd=`) for their owning account at `POST /api/v1/agent-pay/refill` with a `ql_` key in the `X-API-Key` header (Authorization carries the wallet's Payment credential on the paid retry; registered subscribers only; velocity-capped on every rail; the account owner is emailed on every completed agentic purchase with the rail and payment reference). When the stablecoin rail is enabled the same 402 also offers the pack in USD stablecoin on Tempo. MPP discovery document: `GET /api/v1/agent-pay/refill/openapi.json` — it lists every offered rail per endpoint, split-priced for answers.

| Endpoint | Tier | Returns |
|---|---|---|
| GET /api/v1/signal?ticker=X | Pro | The QuantLogix signal — 5-factor composite, indicators, score |
| GET /api/v1/crypto-signal?ticker=X | Free | Per-asset crypto 5-factor signal — gauge-aligned composite, factors, regime, ATR trade plan |
| GET /api/v1/news?ticker=X | Pro | Multi-source aggregated news |
| GET /api/v1/microstructure?ticker=X | Pro | VPIN, OFI, smart-money flow |
| GET /api/v1/institutional?ticker=X or ?cik=X | Pro | 13F holders / fund portfolios |
| GET /api/v1/private-companies/list, /{slug}, /news | Pro | Pre-IPO company data + news |
| GET /api/v1/engine/model-card?window= | Pro | Measured record + validation grades (machine-readable /proof) |

Rate limits: Pro 60 req/min, 10K/month · Institutional 300 req/min, unlimited.

## MCP server (for Claude Desktop, Claude Code, Cursor, any MCP client)

Endpoint: https://quantlogix.ai/api/mcp (JSON-RPC 2.0, protocol 2025-06-18, streamable-http) — one server, 253 tools, one-click OAuth 2.1 + PKCE sign-in, all 253 tools available. The same catalog answers at https://quantlogix.ai/api/mcp/v1 with `Authorization: Bearer ql_...` (same keys as the REST API), where 174 tools are available. The two doors differ only where the credential matters: account-scoped tools (saved Intelligence, QL Collab, CRM, meetings) require the OAuth grant; the AI-spending tools (ask, run_agent) work on both, metered per key on the key path and per account (daily cap + monthly AI budget) over OAuth. Coverage includes signals (get_signal / get_long_term_signal, get_signal_rankings, get_microstructure), screener, 13F (get_institutional_holders, get_institutional_fund), the Promise Ledger (get_promise_ledger — management kept/missed/walked-back receipts), private markets (list_private_companies, get_private_company, get_preipo_bridge, get_readthrough_basket, get_shadow_book), portfolio analytics (get_portfolio_analytics — the Desk's replay battery), get_ipo_readiness, get_private_liquidity, get_private_marks, get_investor_fit), options analytics, charts, and a quant lab (run_monte_carlo, scan_pairs, get_regime, get_tail_risk, construct_portfolio). Older tool names (signal, agents_list, …) remain permanent aliases. Setup docs: https://quantlogix.ai/mcp-docs.

## Pricing (https://quantlogix.ai/pricing)

| Tier | Price | AI credits/mo | Notes |
|---|---|---|---|
| Free | $0 | 30 | Full signal visibility on all 5,000+ stocks and 4,900+ ETFs; AI chat, research, news, briefings |
| Starter | $49/mo ($39 annual) | 500 | 1 Plaid brokerage link, community/network access |
| Pro | $149/mo ($119 annual) | 1,000 | Options tab, REST API + MCP, custom indicators, multi-agent research, Morning Brief, webhooks |
| Institutional | $299/mo ($239 annual) | 2,000 | Network graph, institutional API endpoints, unlimited bot signals |
| Enterprise | Custom (from $1,499/mo) | Custom/BYOK | White-label, SOC 2/GDPR DPA, named CSM, custom integrations |

The AI credit allowance is shared across Research reports, chat follow-ups, Portfolio chat, and QL Intelligence. Plan credits reset monthly (unused credits expire); purchased refill credits never expire. Refill packs: $20/$50/$100 with tier-priced credit rates. QL Intelligence defaults to GLM-5.2 and adaptively selects only U.S.-hosted inference routes when task complexity requires a different model lane.

## QL Intelligence (AI research assistant)

Available on every stock/ETF/FX detail page and the Research tab. Tool surface includes: live market data (quotes, bars, news, profiles, insider transactions, short interest, SEC filing sections, analyst ratings/flow/estimates, earnings transcripts, 13F holders), signal + microstructure lookups, sector snapshots, FX and crypto data, chart rendering with drawings, custom indicator composition + backtesting, price/filing/news/signal/volume alerts, image generation, web search, and a 10-agent multi-agent analysis panel. Nine anonymous advisor personas (VC, emerging fund manager, long-term investor, hedge-fund alpha, day trader, macro strategist, options strategist, tax strategist, risk manager/tail-hedger) answer framework-level questions for all tiers.

## Apps and bots

- Web: https://quantlogix.ai (PWA installable — see /install)
- iOS: App Store "QuantLogix" · macOS: native app at /mac (menu-bar widget, global Ask QL launcher, WidgetKit widgets)
- Telegram: @quantlogix_bot — /signal, /scan, /analyze and more
- Discord: slash commands /signal, /compare, /market, /price, /top
- Support: support@quantlogix.ai · Partnerships: partnerships@quantlogix.ai · https://t.me/quantlogix_support_bot

### QL Community (public pages)
- [Community](https://quantlogix.ai/community): The QuantLogix Community — spaces, member directory, Meet Now video rooms with AI transcription, events and a leaderboard (sign in to post; the pages below are readable by anyone)
- [Community Spaces](https://quantlogix.ai/community/spaces): Public, crawlable feeds of every community space — the latest founder, investor, trader and analyst posts; each post has its own page at /community/posts/<id>/<slug> with DiscussionForumPosting schema
- [Community Classroom](https://quantlogix.ai/community/classroom): Public course catalogue for the QuantLogix Community — every published course with its module and lesson outline, durations and what unlocks it (community level or plan); each course has its own page at /community/classroom/<slug> with Course JSON-LD. Lessons (video, text, resources) and progress tracking open inside the Community.
- [Community Members](https://quantlogix.ai/community/members): Public member directory (members with public profiles) with per-role pages — /community/members/founder, /investor, /trader, /analyst, /operator, /advisor, /lp, /student
- [Community Events](https://quantlogix.ai/community/events): Upcoming AMAs, office hours and live calls with schema.org Event data and .ics calendar files
- [Community Leaderboard](https://quantlogix.ai/community/leaderboard): Top contributors by points (likes received) and level
- [Community Guidelines](https://quantlogix.ai/community/guidelines): The professional-only rules, report reasons and enforcement ladder every member accepts
- [Community RSS](https://quantlogix.ai/community/feed.xml): RSS 2.0 feed of the latest public community posts; sitemap at https://quantlogix.ai/sitemap-community.xml

<!-- ql:product-directory:start -->
## Product directory (auto-generated from the navigation manifest)

Every public QuantLogix product page, 280 in total, grouped by category. Each line is: name — what it does — URL. The same list powers https://quantlogix.ai/answers (FAQ per product) and https://quantlogix.ai/sitemap-tools.xml.

### Account
- [About Us](https://quantlogix.ai/aboutus): Team & mission
- [Contact](https://quantlogix.ai/contact): Sales & support
- [Install PWA](https://quantlogix.ai/install): Desktop, iOS, Android
- [Pricing](https://quantlogix.ai/pricing): Plans & tiers

### Advanced Quant
- [Alpha Decay Monitor](https://quantlogix.ai/alpha-decay-monitor): Track edge erosion
- [Crowding Scanner](https://quantlogix.ai/crowding-risk): Herd risk detection
- [Drawdown Cockpit](https://quantlogix.ai/drawdown-management): Real-time risk management
- [Regime Switcher](https://quantlogix.ai/regime-strategy-switcher): Regime-aware allocation
- [Stat-Arb Opportunities](https://quantlogix.ai/stat-arb-opportunities): Live mean-reversion trades
- [Tail Risk Hedger](https://quantlogix.ai/tail-risk-hedger): Crash protection recommendations
- [Tax-Loss Harvesting](https://quantlogix.ai/tax-loss-harvesting): Optimize for tax savings

### Agents
- [QL Agent Answers](https://quantlogix.ai/agent-answers): Pay-per-answer market intelligence for AI agents — $0.50 over the open Machine Payments Protocol, no account needed; the payment is the authentication
- [QL Agent Data Plane](https://quantlogix.ai/agent-data-plane): The private market as a data plane for AI agents — one-click MCP, self-serve REST + SDK, and a pay-per-answer door with no account
- [Catalyst Calendar](https://quantlogix.ai/catalyst-calendar): Dated catalysts across your universe
- [Conviction Book](https://quantlogix.ai/conviction): Crowd conviction vs track-record-weighted consensus
- [Creators](https://quantlogix.ai/creators): Leaderboard of graded signal creators
- [QL Verified Index](https://quantlogix.ai/ql-index): The platform-graded long/short model book
- [Smart-Money Reversals](https://quantlogix.ai/reversals): 13F holders turning against the tape
- [QL Steward](https://quantlogix.ai/steward): Your always-on portfolio steward

### Apps
- [QL Everywhere](https://quantlogix.ai/everywhere): Cashtag scores on any webpage

### Collab
- [QL Collab Tools](https://quantlogix.ai/collab-tools): Every QL Collab tool in one catalog — pinned claims, graded calls, desk agents, docs as APIs, inbound hooks, MCP — and the matrix against Slack, Notion, Symphony and Bloomberg IB

### Community
- [QL Arena](https://quantlogix.ai/arena): Verified live track records
- [Call Sheet](https://quantlogix.ai/call-sheet): Your calls, scored by the house rules
- [Community](https://quantlogix.ai/community): Spaces, member directory, Meet Now video rooms with AI transcription, events and a points leaderboard — find founders, investors and traders to follow and message
- [Groups](https://quantlogix.ai/groups): Community groups
- [Community Insights](https://quantlogix.ai/insights): Bullish & bearish takes on stocks, ETFs, private companies and the economy from QuantLogix members — each beside the live 5-factor engine read
- [QL Letters](https://quantlogix.ai/letters): Newsletters published by QuantLogix members — market notes and analysis written in QL Notes and published to the open web under each author’s own handle

### Dashboard
- [Agent Network](https://quantlogix.ai/agent-network): Follow AI agents, see their live fired runs, and discover top performers
- [Agent Studio](https://quantlogix.ai/agent-studio): Build AI market agents visually with drag-and-drop blocks
- [QL Agents](https://quantlogix.ai/agents): Build and run autonomous market agents
- [Daily Alpha Digest](https://quantlogix.ai/alpha-digest): Post-market catalysts, top setups, edge feed, and AI action items for your portfolio
- [Investment Baskets](https://quantlogix.ai/baskets): Curated factor & strategy stock baskets with live performance (Pro+)
- [Deal Pipeline](https://quantlogix.ai/deal-pipeline): Kanban board of your persistent investor theses — stages, filters, and drift monitoring (Pro+)
- [QL Decision Coach](https://quantlogix.ai/decision-coach): Build process consistency with one evidence-based daily practice
- [QL Decision Replay](https://quantlogix.ai/decision-replay): Practice alert responses outcome-blind, then compare with the frozen plan
- [Research / QL Intelligence](https://quantlogix.ai/intelligence): AI research & chat
- [Investor Workbench](https://quantlogix.ai/investor-workbench): VC/PE thesis tracking, deal screens, memo builder, and firm memory (Pro+)
- [AI Market Briefing](https://quantlogix.ai/market-briefing): Morning AI briefing built from live market data
- [News Feed](https://quantlogix.ai/news): Aggregated financial news
- [Private Markets Command Center](https://quantlogix.ai/private-markets-command-center): Institutional operating picture for private companies, capital allocation, investors, fund formation, news and connected-market relationships (Institutional+)
- [Pro Charts](https://quantlogix.ai/pro-charts): Multi-chart workspace (Pro+) (Pro+)
- [Prompt Generator](https://quantlogix.ai/promptgenerator): Ready-made AI prompts for market research
- [Dashboard](https://quantlogix.ai/stock-universe-dashboard): Main trading dashboard
- [QL Trade Flight Deck](https://quantlogix.ai/trade-flight-deck): Monitor active paper positions against frozen plans, live R, and signal drift
- [QL Trade Flight Watch](https://quantlogix.ai/trade-flight-watch): Get alerted when a frozen paper-trade plan changes state
- [QL Trade Preflight](https://quantlogix.ai/trade-preflight): Check a proposed paper order against its live plan and personal guardrails

### Docs
- [Agent API](https://quantlogix.ai/agent-api): Developer REST API for programmatic agent management + JS SDK
- [API Docs](https://quantlogix.ai/api-docs): REST & MCP reference
- [QL Datasets](https://quantlogix.ai/datasets): Versioned, hash-verified bulk datasets over the API — signal rankings, ETF rankings, private roster, mark tape in JSON/JSONL/CSV, every version SHA-256-chained (Pro+)
- [Help Center](https://quantlogix.ai/helpcenter): Support & FAQs
- [MCP Docs](https://quantlogix.ai/mcp-docs): Claude / Cursor connector setup
- [QL Updates](https://quantlogix.ai/ql-updates): Audience-tagged market research articles published all day — signal flips, insider clusters, macro regime shifts
- [Sheets & Excel](https://quantlogix.ai/spreadsheets): =QL() functions for Google Sheets and Excel — signals, private marks, Form D raises, charter terms and LP returns in the cell
- [Token Docs](https://quantlogix.ai/tokendocs): AI token budgets & refills
- [User Docs](https://quantlogix.ai/userdocs): Platform user guide

### Investor Hub
- [Indicator Studio](https://quantlogix.ai/indicator-studio): Build custom indicators with QL Intelligence, customize them and import your own — everything you save loads straight into QL Charts (Starter+)
- [Insider Tracker](https://quantlogix.ai/insider-trading): SEC Form 4 insider filings and Congressional trading disclosures in one view (Pro+)
- [Screener](https://quantlogix.ai/screener): Filter 5,000+ stocks by fundamentals, technicals, and signals (Starter+)
- [Smart Money](https://quantlogix.ai/smart-money): Institutional 13F flows and ownership shifts (Pro+)

### Legal
- [Privacy Policy](https://quantlogix.ai/privacy-policy): Data & privacy
- [Terms of Use](https://quantlogix.ai/terms-of-use): Terms of service

### Navigation
- [QL Wire](https://quantlogix.ai/wire): The live market wire — news, moves, and signals

### News
- [Briefings Archive](https://quantlogix.ai/briefings): Daily & weekly briefs
- [Daybreak](https://quantlogix.ai/daybreak): What changed overnight, in one brief
- [Reckoning](https://quantlogix.ai/reckoning): The weekly settling of the books

### Other
- [QL ReadThrough Report](https://quantlogix.ai/readthrough-report): Any-ticker read-through report: the latest reported quarter as the originating event, same-industry peers with their own prints and co-movement, price paths around filings, a testable implication and a hypothetical sensitivity grid — charted throughout. (Pro+)

### Portfolio
- [QL Advisory](https://quantlogix.ai/advisory): The practice platform for RIAs & family offices - run model portfolios across every household, personalize with values screens (see tracking error & active share before you assign), net every household into one tax-aware trade blotter, price what a prospect pays in tax to move onto your strategy, review asset location, measure each client's risk, harvest tax losses within a capital-gains budget, bill tiered AUM fees through your own Stripe, and share client performance portraits
- [QL Co-Mover Map](https://quantlogix.ai/co-mover): What actually moves with this stock?
- [QL Copilot](https://quantlogix.ai/copilot): Your proactive portfolio agent — watches your book, reaches out first, talks through your positions with memory, and acts on paper with one tap
- [DCA Lab](https://quantlogix.ai/dca): What monthly buying actually returned
- [QL Drawdown Clock](https://quantlogix.ai/drawdown-clock): How long do dips this deep take to heal?
- [QL Ex-Div Autopilot](https://quantlogix.ai/ex-div): Is dividend capture free money?
- [QL Exit Lab](https://quantlogix.ai/exit-lab): Paste your closed trades and get the seller's-remorse audit: exit efficiency, money left on the table vs drawdown dodged, and whether your selling is an edge - stateless, nothing stored
- [QL Exit Ramp](https://quantlogix.ai/exit-ramp): Is this historically where it gave it back?
- [QL Fill Lab](https://quantlogix.ai/fill-lab): Paste your fills and get desk-grade TCA: slippage vs VWAP in bps, chase and panic detection, and the dollar cost of your execution - stateless, nothing stored
- [QL Ghost Book](https://quantlogix.ai/ghost-book): Log the trades you passed on and grade your vetoes: which filter saves you money and which one costs you alpha
- [QL Hidden Bet Map](https://quantlogix.ai/hidden-bet-map): What is your book implicitly betting on?
- [QL Hold Review](https://quantlogix.ai/hold-review): Make explicit review-only commitments on existing portfolio positions
- [QL Income Planner](https://quantlogix.ai/income-planner): How much invested for $500/mo in dividends?
- [QL Mirror](https://quantlogix.ai/mirror): Import your trades and get the desk-grade audit: skill vs luck, tilt, sizing, calibration - stateless, nothing stored
- [QL Narrative Fit](https://quantlogix.ai/narrative-fit): Is your book aligned with heating market narratives?
- [Portfolio Alpha Overlay](https://quantlogix.ai/portfolio-alpha): Overlay your real brokerage portfolio onto the QL signal engine — per-position verdicts, prioritized action items, signal gaps, and a risk grade
- [Portfolio Health Check](https://quantlogix.ai/portfolio-health-check): Run a 5-dimension health check on your portfolio — concentration, diversification, signal quality, risk positions, and sector exposure — get a composite score, prioritized findings, and AI-driven recommendations
- [QL Portfolio Replay](https://quantlogix.ai/portfolio-replay): Replay signal decisions as a paper book and grade sizing, drawdown, overlap, and process quality
- [Portfolio Twin Lab](https://quantlogix.ai/portfolio-twin): Stage trades and compare before/after risk
- [QL Position Shield](https://quantlogix.ai/position-shield): Protect a concentrated stock position: risk read, zero-cost collars off the live chain, covered-call income, tax-aware staged unwind
- [QL Position Sizer](https://quantlogix.ai/position-sizer): How much can you afford to own?
- [QL Regime Fit](https://quantlogix.ai/regime-fit): You don't have an edge in every market. Learn the regimes where you actually make money, score today's regime against your personal edge, and size up or sit out — every paper trade tagged with the regime at entry and graded at exit, no hindsight
- [QL Runway](https://quantlogix.ai/runway): How many quarters of cash are left?
- [QL Signal Shadow](https://quantlogix.ai/signal-shadow): Price the conviction gap between QuantLogix signals at entry and what you actually traded — adherence, conviction tax, and a shadow book replay. Stateless, nothing stored
- [QL Simulator](https://quantlogix.ai/simulator): Rehearse a portfolio before you own it - 5,000 Monte Carlo futures + five crisis replays, A/B versus your baseline book, every result confidence-tagged - stateless (Institutional+)

### Private Market
- [IPO & Crossover](https://quantlogix.ai/pre-ipo): Use it when a company is heading for the public market, or you hold public names exposed to private events — Pre-IPO Pro, IPO Center, the IPO ledger, lockup radar, exit map and crossover intelligence.

### Private Markets
- [QL IPO Ledger](https://quantlogix.ai/ipo-ledger): Dated pre-IPO valuation calls, graded at listing (Pro+)
- [QL IPO Quarterly Report](https://quantlogix.ai/ipo-quarterly): The Pro quarterly for companies crossing from private to public — every IPO of the quarter priced, popped and graded, the aftermarket, the lockup calendar and the private→public pipeline, first edition Q3 2026 (Pro+)
- [QL Lockup Radar](https://quantlogix.ai/lockup-radar): IPO lockup expiries sized and graded — DRAG or ABSORBED, called in advance
- [Private Market Products](https://quantlogix.ai/private-market-products): Every private-market tool in its product — Find Companies, Valuation, Investors & Deals, IPO & Crossover under QL Intelligence — in one searchable catalog with the full product tree
- [Private Market Pulse](https://quantlogix.ai/private-market-pulse): Live private-market monitor — deals, marks and secondary signals in one feed — Private Market › Find Companies
- [QL Public Twin](https://quantlogix.ai/public-twin): Every private company's public twin — a live read-through sleeve NAV plus a forward-graded record of how faithfully it tracks disclosed repricings
- [QL Score](https://quantlogix.ai/ql-score): One graded number per private company — methodology public, repricings grade it forward-only
- [QL Impact Graph](https://quantlogix.ai/qlimpactgraph): Private events → causal evidence → ranked public-market exposures — Private Market › IPO & Crossover (Pro+)
- [QL Quarterlies](https://quantlogix.ai/quarterlies): Earnings season for private markets — a dated State-of-the-Company report every quarter for 2,100+ names (Starter+)
- [Private Equity Secondaries](https://quantlogix.ai/secondaries): What buyers actually pay — implied per-share marks vs the last primary round — Private Market › Valuation (Institutional+)
- [QL Startup Quarterly Report](https://quantlogix.ai/startup-quarterly): The institutional quarterly for startups and private markets — capital, mega-rounds, step-ups, unicorns, IPO pipeline, investors and the secondary tape, first edition Q3 2026
- [Unicorn Screener](https://quantlogix.ai/unicorn-screener): Filter and sort every tracked private company by valuation, designation, sector, country, revenue and mark age — Private Market › Find Companies (Pro+)

### QL Intelligence
- [QL Ground Truth](https://quantlogix.ai/ground-truth): Qualitative intelligence terminal — management credibility, earnings tone, R&D investment, supply-chain counterparties and hiring signals, each scored from primary evidence and cross-referenced with the 5-factor engine (Starter+)

### QL Wire
- [QL Research](https://quantlogix.ai/research-library): AI theses with falsifiable claims, graded against real prices

### Research
- [QL Activist Ledger](https://quantlogix.ai/activist-ledger): Every named activist's Schedule 13D campaign graded against the tape — the undisturbed price before the filing, the reaction, 1/3/6/12-month returns in excess of SPY, a verdict at twelve months with the EDGAR receipt, and per-activist track records computed from the graded rows: alpha generators vs value destroyers. The live book of fresh campaigns is the desk feed (Institutional+)
- [AlphaDNA](https://quantlogix.ai/alphadna): Discover your Investor DNA — behavioral archetype, cognitive bias radar, and the alpha your decisions create or destroy
- [Private Company Benchmark Lab](https://quantlogix.ai/benchmark-lab): Anonymous peer benchmarking for private companies: growth, burn multiple, revenue efficiency, valuation, employee productivity, and fundraising probability vs your stage-and-sector cohort — inputs never stored
- [QuantLogix Bonds](https://quantlogix.ai/bonds): Fixed-income ETF signals, the live Treasury curve and credit spreads, issuer bond curves and an income & ladder builder — Public Market › Research & Events (Institutional+)
- [QL Budget](https://quantlogix.ai/budget): Personal budgeting with investment allocation — import a paystub, bank or card statement, spreadsheet or screenshot, paste a CSV, connect a bank through Plaid or just tell QL Intelligence your numbers; get cash flow, an income / expense KPI board, a retirement-first allocation ladder (emergency fund → 401(k) match → HSA → IRA → taxable at 2026 IRS limits), retirement planning from linked 401(k) and IRA accounts, savings goals, a 12-month projection and rule-based insights (Pro+)
- [QL Business Finance](https://quantlogix.ai/business-finance): Founder finance dashboard — a monthly P&L from your business transactions with CSV export, budget vs actual by category over any period, spend by category and vendor with anomalies, revenue growth and customer concentration, break-even and unit economics, a month-end cash walk with runway and reserve, goals tracked against actuals and a scenario planner; connect the business bank, paste a CSV, import a statement or P&L, or tell QL Intelligence your numbers (Pro+)
- [QL Buyback Ledger](https://quantlogix.ai/buyback-ledger): Did management buy its own stock well? Every listed company's share repurchases read from its 10-K and graded against the tape — price paid vs the fiscal year's own prices (bought the dips or chased), the twelve-month forward grade, and whether the share count actually shrank; buyback theater flagged, every row a filing receipt (Pro+)
- [QuantLogix Capital Bridge](https://quantlogix.ai/capital-bridge): The founders ↔ investors transactional layer: Bridge Desk with CRM-backed goals & deal tracking, Capital Readiness Score, investor-fit matching, dilution scenarios, mandate-driven deal feed, and a permissioned deal room
- [QL Charter Terms](https://quantlogix.ai/charter-terms): Per-series liquidation preference, participation, seniority, cumulative dividends and anti-dilution read from the amended and restated certificate of incorporation each company filed before its IPO — with the quoted clause behind every value, plus the census of pre-IPO charter structures (Pro+)
- [QL Common Price](https://quantlogix.ai/common-price): What a COMMON share is actually worth — the graded QL price minus the liquidation-preference haircut, reconciled against real secondary prints and graded forward-only by S-1 filings
- [QL Crossmarket](https://quantlogix.ai/crossmarket): Private ↔ public ripple intelligence — your tickers’ private-market exposure, and how funding rounds & IPO signals ripple into public stocks (Pro+)
- [Crossover Intelligence](https://quantlogix.ai/crossover): Public ticker → private challengers with disruption exposure (Pro+)
- [QL Deal Screen](https://quantlogix.ai/deal-screen): Sealed, tape-graded deal screening — compose the evidence on any priced pre-IPO company (QL Mark vs round, exit odds, liquidity odds, secondary prints, distress tape), seal your stance before the outcome, and build a public hash-chained screening record graded by observable events (Institutional+)
- [QL Distress Tape](https://quantlogix.ai/distress-tape): Real, citable distress events at private companies — confirmed shutdowns, bankruptcy filings, disclosed down rounds, deep layoffs and fire-sale exits — every event carrying the source that backs it (Institutional+)
- [QL Dividend Ledger](https://quantlogix.ai/dividend-ledger): The monthly, sealed Top 100 of dividend value stocks — ranked on published fundamentals, growth and valuation pillars, clustered in pillar space, and graded forward against SPY, SCHD and VIG on total return by rank decile with the cut rate. Every board is hash-chained the day it is sealed; the list is published and so is its record (Starter+)
- [Equities Network](https://quantlogix.ai/equities-network): Which ETFs hold a stock — the passive-flow network map with fund logos and signals — Public Market › Find Stocks (Institutional+)
- [QL Equity Compass](https://quantlogix.ai/equity-compass): What is your startup equity actually worth? Preference overhang, dilution, vesting and tax across exit scenarios - stateless, nothing stored (Pro+)
- [Event Edge](https://quantlogix.ai/event-edge): Compare event outcomes, map affected securities, and model portfolio impact
- [QL Exit Map](https://quantlogix.ai/exit-map): The forward-graded acquirer map for private markets — monthly sealed, ranked public acquirer candidates per company with the evidence disclosed (CVC stakes, public rivals, comps-map peers, affordability), graded in public on every real acquisition: was the buyer on our list? (Pro+)
- [QL Exit Odds](https://quantlogix.ai/exit-odds): The forward-graded event record for private markets — monthly sealed probabilities that each private company IPOs, gets acquired, raises up, reprices down, or stays quiet over 12 months, graded automatically against confirmed outcomes and Brier-scored in public (Institutional+)
- [QL Exit Waterfall](https://quantlogix.ai/exit-waterfall): If a private company exits at $X, who gets what — per-round liquidation preferences, equilibrium conversion, dilution and the employee pool, every assumption printed
- [QL Expectations](https://quantlogix.ai/expectations): Test the business behind the price for any listed ticker: interactive growth and margin scenarios, a value bridge, 2,000-case outcome simulations, analyst targets with a backward test of their 12-month record, a twelve-month simulated price cone, risk-adjusted technicals and a conviction read. Filed-baseline research preview.
- [QL Fair Value Desk](https://quantlogix.ai/fair-value-desk): Auditor-ready evidence packs for your private book — the last-round anchor, SEC-filed N-PORT fund marks, secondary prints, public comps and the QL Mark, every line dated and sourced, hash-stamped per holding. Evidence, not an opinion; nothing stored (Institutional+)
- [QL Founder Ledger](https://quantlogix.ai/founder-ledger): Every promise a founder made in public — dated, quoted verbatim, source-linked — tracked to resolution against observed outcomes (IPOs, rounds, evidence-linked receipts) and rolled into the Founder Credibility Index; which founders keep their word, graded (Institutional+)
- [Founder Match](https://quantlogix.ai/founder-match): For founders raising: ranked investors by your industry, stage, and geography — with each firm's sector focus, capital intelligence, intro-ready partners, shortlist + CSV export, and CRM/Capital Bridge handoff (Pro+) (Pro+)
- [QL Guidance Ledger](https://quantlogix.ai/guidance-ledger): Every revenue guidance range an S&P 500 company published in an earnings release, sealed the day the 8-K landed and graded against the revenue it later reported to the SEC in XBRL — beat, within or miss, the sandbag versus the midpoint, per-company records (sandbagger, straight shooter, over-promiser), base rates, and the board of guidance still pending (Institutional+)
- [Hedge Lab](https://quantlogix.ai/hedge-lab): Turn an event view into an impact-weighted hedge basket with payoff comparison and paper-wallet testing
- [Investor Relationship Graph](https://quantlogix.ai/investor-graph): Which investors are genuinely likely to invest right now: deployment activity derived from real funding events, estimated dry powder by fund vintage, conflict screening, and warm-intro paths through co-investor syndicates
- [IPO Window Index](https://quantlogix.ai/ipo-window): Is the IPO window open, ajar, or closed — market-level readiness score (Pro+)
- [Guided Journeys](https://quantlogix.ai/journeys): Step-by-step workflows for every investing goal — hedge, size, exit, audit, and more
- [QL Ledgers](https://quantlogix.ai/ledgers): Every QuantLogix ledger behind one selector — the chain of graded calls, dividend, buyback, IPO, down-round, activist, short-report, M&A, promise and founder ledgers — each with its live record and a switcher on every ledger page
- [QL Liquidity Odds](https://quantlogix.ai/liquidity-odds): The forward-graded liquidity record for private markets — monthly sealed probabilities that each covered private company delivers holders a real liquidity event (tender offer, authorized employee sale, block sale) within 6 months, graded automatically against the observed Secondary Tape and Brier-scored in public (Institutional+)
- [List Your Company](https://quantlogix.ai/list-your-company): Founders: submit or claim your private company for the QuantLogix roster — human-reviewed, then live on your public founder profile and across pre-IPO intelligence
- [QL LP Tape](https://quantlogix.ai/lp-tape): Fund-level private-equity returns read from public pension disclosures — every active partnership CalPERS reports with net IRR, multiple, DPI and TVPI from the LP’s own cash flows — pooled into GP scorecards and vintage quartiles (Pro+)
- [QL M&A Close Ledger](https://quantlogix.ai/ma-ledger): Every announced acquisition tracked to close or break — live merger-arb spreads with implied close odds marked against real prices, resolutions graded only via evidence-linked receipts, and acquirer track records computed from the tape: serial closers vs deal-breakers (Institutional+)
- [QL Mark Audit](https://quantlogix.ai/mark-audit): SEC-filed fund marks graded against the price the market later revealed — per-manager accuracy, bias, anticipation, and re-mark lag on every priced round and IPO (Institutional+)
- [QL Mark Tape](https://quantlogix.ai/mark-tape): SEC-filed mutual-fund marks on private companies — price per share as a fiduciary carries it, the matched-basis quarterly re-mark, and the spread between managers pricing the same security (Institutional+)
- [Next Unicorns](https://quantlogix.ai/next-unicorns): $500M–$1B contenders ranked by unicorn proximity and mark freshness (Pro+)
- [QL PDUFA Ledger](https://quantlogix.ai/pdufa-ledger): Every FDA decision (PDUFA) date a listed drug developer disclosed on an 8-K, sealed the day it was first filed and graded forward — the 30-day run-up, the undisturbed close, the reaction, SPY-relative excess at 1/3/6/12 months, and the outcome (approved or Complete Response Letter) from a strict later filing — with base rates by outcome, company records, and the sealed calendar of dates still ahead (Institutional+)
- [Angel & Family Office Portfolio OS](https://quantlogix.ai/portfolio-os): Run your private portfolio like a fund: secondary-anchored valuations, dilution-adjusted ownership, follow-on reserve planning, concentration analysis, cash-flow projection, and secondary-window alerts
- [Pre-IPO Access Desk](https://quantlogix.ai/pre-ipo-access): How to actually get exposure to a private company — the publicly-traded funds that already hold it (from SEC filings), what $10,000 buys, and the honest answer when there is no route
- [QL Pre-IPO Bridge](https://quantlogix.ai/pre-ipo-bridge): One lookup — a private name or a public ticker — then the graded score, the N-PORT access route, a public read-through sleeve, and a forward-only receipt (Starter+)
- [Pre-IPO Radar](https://quantlogix.ai/pre-ipo-radar): 1,900 private companies scored on IPO-readiness & timing, with secondary marks and warm-intro paths into any deal (Starter+)
- [QL Priced-In](https://quantlogix.ai/priced-in): The growth every S&P 500 price demands — for each operating company, the five-year annual revenue growth that makes a standardized DCF (flat 9% discount rate, filed margin and reinvestment, 2.5% terminal growth) equal the last close, next to the growth it reported last fiscal year and the gap between them. Sealed nightly in QL Rewind and graded once the company reports the next fiscal year. Pro+ board, public record and citations.
- [Private Companies Heatmap](https://quantlogix.ai/private-companies-heatmap): The tracked private universe as one heatmap — tiles sized by valuation, colored by secondary-mark movement, each carrying the most recent secondary price per share
- [QL Private Foresight](https://quantlogix.ai/private-foresight): The forward-graded record for private markets — weekly sealed probabilities that each company's QL Mark reprices higher in 90 days, graded automatically at the horizon, Brier-scored and calibration-tabled in public (Pro+)
- [Private Liquidity Navigator](https://quantlogix.ai/private-liquidity): Model your secondary sale: eligibility, transfer restrictions, expected discount vs the last round, buyer demand, and liquidity timing — anchored on live secondary marks
- [QL Private Market Monitor](https://quantlogix.ai/private-market-monitor): The quarterly state of private markets composed only from graded records — Form D capital formation, filed charter structures, public-pension fund returns, forward-graded exit and liquidity odds, the IPO ledger, founder accountability and announced rounds — every number with its record, every issue sealed
- [QL Private Marks](https://quantlogix.ai/private-marks): Model-marked valuations — the last round blended with daily secondary prints and public comps into one current mark per company, with a confidence grade (Institutional+)
- [QL Private Paper](https://quantlogix.ai/private-paper): The first paper market for private companies — invest paper capital (up to $1M per name) in ~2,300 pre-IPO companies at the live QL Mark, marked as real evidence lands, settled by real events (IPOs, acquisitions, confirmed shutdowns) and graded in public under anonymous handles; fully simulated (Pro+)
- [QL Private Price](https://quantlogix.ai/private-price): One dated, citable price per private company — published with a permanent accuracy record graded against the round that priced next
- [Private→Public Continuum](https://quantlogix.ai/private-public-continuum): Diligence → late private → pre-IPO → filing → listed 5-factor signals — one journey with readiness, public read-throughs, and listing handoffs (Pro+)
- [Private-to-Public Radar](https://quantlogix.ai/private-public-radar): Late-stage private names ranked by IPO readiness and public-market read-throughs
- [Private Companies Network](https://quantlogix.ai/privatecompaniesnetwork): Interactive map of investor ↔ company relationships
- [QL Receipts](https://quantlogix.ai/provenance): Every number, receipted — primary source, as-of timestamp, verification method, and a verify-at-source link on every material figure
- [QL Catalyst](https://quantlogix.ai/ql-catalyst): Market-moving event queue with impact scores, AI-ready briefs, and agent handoffs
- [QL Raise Tape](https://quantlogix.ai/raise-tape): Every SEC Form D raise over $10M, sealed the day it hits EDGAR and graded against the round the company later announces — how many days the tape led the press, and how much of the round the filing showed (Pro+)
- [QL Rates Desk](https://quantlogix.ai/rates-desk): Institutional fixed-income desk over any bond-ETF book — key-rate durations across 3M/2Y/5Y/10Y/30Y, nine named curve and spread scenarios (parallel, steepeners, flatteners, butterfly, credit shock, stagflation), six crisis replays (GFC, taper tantrum, COVID, the 2022 hiking cycle, SVB, the 2025 tariff shock), a seeded factor Monte Carlo with 12-month return and 10Y-yield cones, an empirical cross-check, and a curve alpha board ranking carry + roll-down per unit of simulated risk (Institutional+)
- [QL ReadThrough](https://quantlogix.ai/readthrough): Follow an earnings event through supplier, customer and partner relationships with interactive graphs and hypothetical revenue sensitivities. Start from the sourced Microsoft pilot or choose any ticker and its connected companies from the QL company network. Save a case and draft a research monitor. Research tool, not live signals.
- [QL Read-through Basket](https://quantlogix.ai/readthrough-basket): Turn a private company's crossmarket graph into a followable public sleeve — named rivals first, then suppliers and investors, then comps, equal-weight with a live 5-factor roll-up (Pro+)
- [QL Red Flag Ledger](https://quantlogix.ai/red-flag-ledger): Every accounting and governance red flag disclosed on an 8-K — auditor changes, restatements, CEO/CFO exits — sealed from EDGAR the day it lands and graded against SPY at 1/3/6/12 months. Base rates per flag type, company histories, the filing as the receipt.
- [QL Retirement](https://quantlogix.ai/retirement): Retirement planning, strategy building and scenario analysis — from your age and planned retirement age, a year-by-year projection of savings and contributions, Social Security at every claim age, Medicare with IRMAA and the pre-65 bridge, taxes, required distributions and tax-aware withdrawals; lifestyle scenarios from lean to luxury, 1,000 simulated markets, the levers that close the gap, goals against the plan, a customizable dashboard and QL Intelligence for any what-if (Pro+)
- [QL Rewind](https://quantlogix.ai/rewind): Point-in-time market data, hash-chained daily — see exactly what the data said on any past date, diff two days, and verify nothing was rewritten
- [QL Round Odds](https://quantlogix.ai/round-odds): The forward-graded round record for private markets — Monthly sealed probabilities that each private company discloses a priced round inside 6 months, and the step-up band it prices at — down, flat, up or ≥2× — graded against announced rounds and SEC Form D sales, Brier-scored in public (Institutional+)
- [QL Secondary Tape](https://quantlogix.ai/secondary-tape): Real, citable secondary-market events on private companies — tender offers, reported block sales and marketplace-published indications — every price carrying the source that backs it (Institutional+)
- [QL Shadow Book](https://quantlogix.ai/shadow-book): Your public book already has a private-market shadow — ranked private companies, IPO pipeline, and investors wired to your holdings, watchlist, and theses (Pro+)
- [QL Short Report Ledger](https://quantlogix.ai/short-ledger): Every activist short seller's report graded against the tape from the short's side — the undisturbed price before publication, the reaction, the stock vs SPY at 1/3/6/12 months, a verdict at twelve months with the report as the receipt, and per-firm track records computed from the graded rows: sharpshooters vs blank firers. Press or fade, answered with a base rate (Institutional+)
- [Founder Signal Passport](https://quantlogix.ai/signal-passport): A verified, continuously updated company profile — operating KPIs, fundraising history, cap-table summary, and diligence docs, consistency-checked and freshness-scored, shared with investors on your terms
- [QL Stake Map](https://quantlogix.ai/stake-map): Which PUBLIC stocks hold the private names — disclosed, sourced stakes listed companies own in OpenAI, Anthropic, Epic Games and the roster, sized against the holder's market cap down to what $10,000 of the stock buys of the private name
- [Startup Designations](https://quantlogix.ai/startup-designations): Every tracked private company sorted into Pony, Unicorn, Decacorn and Hectocorn by mark, plus Centaur by revenue and a Zombie watch — all 1,700 valued companies on one log-scale line (Pro+)
- [Startup News](https://quantlogix.ai/startup-news): StartupPulse — funding rounds, launches and ecosystem pulse from six startup sources plus the QL news engine, searchable by company
- [QL Strategist Ledger](https://quantlogix.ai/strategist-ledger): Every Wall Street year-end S&P 500 target — Goldman, Morgan Stanley, JPMorgan, BofA, Deutsche, Yardeni, Fundstrat and more — dated, source-linked and graded deterministically against the index's actual close: signed error, direction, the Street's consensus miss by year, per-firm average miss and bias (perma-bull / perma-bear), whether mid-year revisions helped, and the open year's live distance to every target (Institutional+)
- [Syndicate Graph](https://quantlogix.ai/syndicate-graph): Who co-invests with whom — any firm's ranked syndicate partners on the co-investment market map, plus the shortest warm-intro path between two funds (Pro+) (Pro+)
- [Thesis Monitor](https://quantlogix.ai/thesis-monitor): Write your thesis on a private company and track it against the evidence: checkable claims, graded sources, and a review every day, week, month, quarter and year
- [Top 100 U.S. Startups](https://quantlogix.ai/top-100-startups): The benchmark ranking of America’s top 100 private companies — valuation, growth, revenue multiples and innovation in one published score, every rank linked to a full company profile
- [Upcoming Startups](https://quantlogix.ai/upcoming-startups): Formation-stage startup discovery for institutional investors — founder launches on Product Hunt, Reddit, and X, deduped against the tracked universe and scored by cross-source corroboration, raise mentions, and tracked-firm syndicate links (Institutional) (Institutional+)

### Risk
- [Scenario / What-If Lab](https://quantlogix.ai/scenario-lab): Build any shock on your portfolio (market crash, rate hike, sector rotation, factor shock, historical crisis replay), see per-position P&L, the 1-yr Monte Carlo VaR95/CVaR95, a transparent long-vol tail-hedge cushion, and a single composite resilience grade.

### Signals
- [Agreement](https://quantlogix.ai/agreement): When two programs agree, do they hit more?
- [QL Alpha Clusters](https://quantlogix.ai/alpha-clusters): Street vs engine — analyst rating flow clustered into twelve regimes with an alpha score — Public Market › Find Stocks (Starter+)
- [QL Analog Finder](https://quantlogix.ai/analog-finder): Past rhymes of today’s chart, and what followed
- [QL Autopilot](https://quantlogix.ai/autopilot): The AI portfolio manager with nothing to hide — live NAV, positions, and a receipted decision log, fully public
- [QL Bad News Bounce](https://quantlogix.ai/bad-news-bounce): Buy the dip, or falling knife?
- [Calibration](https://quantlogix.ai/calibration): When we say 62%, do we hit 62%?
- [QL Capture Card](https://quantlogix.ai/capture-card): Does it win more than it loses?
- [Conviction Stack](https://quantlogix.ai/conviction-stack): Every QL lens on one ticker, with receipts
- [QL Crash Test](https://quantlogix.ai/crash-test): How it survived real market shocks
- [Crowd Divergence](https://quantlogix.ai/crowd-divergence): When the crowd and the tape disagree
- [QL Dealer Flow Daily](https://quantlogix.ai/dealer-flow): The nightly dealer-positioning board — every liquid underlying clustered by mechanical flow regime (fragile, amplified, pinned, flip-risk), a board-wide stress simulator on fully repriced surfaces, and a forward-only track record that grades every regime call against realized range
- [QL Dilution Detector](https://quantlogix.ai/dilution): Is your slice shrinking?
- [Dip Stats](https://quantlogix.ai/dip-stats): Should you buy this stock's dip?
- [Dividend Safety](https://quantlogix.ai/dividend-safety): Is this dividend safe or about to be cut?
- [QL Doubling Clock](https://quantlogix.ai/doubling-clock): How long does a 2x actually take?
- [Drift](https://quantlogix.ai/drift): Is each edge still working right now?
- [Earnings Drift](https://quantlogix.ai/earnings-drift): Does this stock keep moving after earnings?
- [Earnings Mood Radar](https://quantlogix.ai/earnings-mood): Pre-print sentiment setups, measured
- [Earnings Reaction Analyzer](https://quantlogix.ai/earnings-reaction): How does this stock move on earnings?
- [Edge Alerts](https://quantlogix.ai/edge-alerts): Silence until the evidence speaks
- [Edge Feed](https://quantlogix.ai/edge-feed): Candidates only when the evidence earns them
- [Edge Hunter](https://quantlogix.ai/edge-hunter): Daily alpha opportunities ranked by your behavioral DNA — setups that play to your strengths surface first
- [ETF Rankings](https://quantlogix.ai/etf-rankings): ETF performance returns — Pro+ (Pro+)
- [QL Fill Odds](https://quantlogix.ai/fill-odds): Will your limit order ever fill?
- [Flip Lab](https://quantlogix.ai/flip-lab): Sentiment flips, self-measured
- [QL Gap Radar](https://quantlogix.ai/gap-radar): Gap and go, or gap and fill?
- [Gap Stats](https://quantlogix.ai/gap-stats): Does this stock fill its gaps?
- [Half-Life](https://quantlogix.ai/half-life): How long does an edge last?
- [QL Hedging Desk](https://quantlogix.ai/hedging-desk): The dealer hedging response surface — how much stock market makers must mechanically buy or sell across a joint grid of price, volatility and time, with the vanna and charm channels a gamma chart cannot show, every scenario fully repriced and every flow sized as a share of ADV (Institutional)
- [High Ground](https://quantlogix.ai/high-ground): Too late to buy at 52-week highs?
- [Index Radar](https://quantlogix.ai/index-radar): Next into the S&P 500 — eligibility-scored candidates, deletion watch and the forced passive bid — Public Market › Find Stocks (Starter+)
- [QL Verified Answers](https://quantlogix.ai/intelligence-record): Every QL Intelligence answer stamped, price-pinned and graded by the tape — the AI assistant that publishes its own record
- [Kelly Stakes](https://quantlogix.ai/kelly): How much to stake on each proven edge
- [QL Ledger](https://quantlogix.ai/ledger): Every graded call QuantLogix makes, hits and misses, SHA-256 chained — with a public verifier and an embeddable badge
- [Magnitude](https://quantlogix.ai/magnitude): Does a stronger signal pay more?
- [Market Mood](https://quantlogix.ai/market-mood): News + social sentiment terminal
- [QL Options Lab](https://quantlogix.ai/options-lab): Ticker + thesis → ranked options strategies with payoff diagrams, GEX walls, IV rank & earnings move
- [QL Outcome Cone](https://quantlogix.ai/outcome-cone): Where could this stock be in a year?
- [QL Overnight Edge](https://quantlogix.ai/overnight-edge): Does it earn while you sleep?
- [QL Payday Map](https://quantlogix.ai/payday-map): Is January real for THIS stock?
- [QL Positioning Alpha](https://quantlogix.ai/positioning-alpha): Dealer mechanics expressed as dated, tradeable calls — stops beyond the accelerant band, targets scaled to forced flow — with a forward-only public record of every one, including the calls closed when their regime premise inverted (Institutional — today's levels; Free/Starter/Pro see the public record and calls without levels) (Institutional+)
- [Post-Event Outcome Scorecard](https://quantlogix.ai/postevent-scorecard): Catalyst Radar Phase 2 — grade your preparation against the realized outcome: checklist completed × scenario matched × invalidation respected × decision changed, with a process-only composite (the wrong forecast graded correctly beats the right forecast graded carelessly)
- [QL Promise Ledger](https://quantlogix.ai/promise-ledger): Did management actually deliver? Every promise from real earnings calls tracked to resolution - kept, missed, or walked back - with the exact sentence as the receipt, rolled into a Management Credibility Index (Institutional+)
- [Proof Cards](https://quantlogix.ai/proof-cards): Embeddable receipts for any QL record
- [Track Record & Proof Dashboard](https://quantlogix.ai/proof-dashboard): One honest track record scorecard — verified hit-rate per signal type, calibrated probability vs realized outcomes, statistical significance, Wilson CIs, and the headline “We called X right Y% of the time” — synthesizes every signal ever graded.
- [Quality & Moat Scorecard](https://quantlogix.ai/quality-moat): Is this a high-quality business?
- [QL Range Rider](https://quantlogix.ai/range-rider): Near highs: momentum buy or a top?
- [QL Recovery Map](https://quantlogix.ai/recovery-map): How long is it stuck underwater?
- [Regime Compass](https://quantlogix.ai/regime-compass): The market regime, self-scored
- [QL Regime Lens](https://quantlogix.ai/regime-lens): When does this stock actually work?
- [Risk & Volatility Scorecard](https://quantlogix.ai/risk-scorecard): How wild is this stock? Calm score 0–100
- [QL Rubber Band](https://quantlogix.ai/rubber-band): Cheap, or is its sector just down?
- [QL Sealed Calls](https://quantlogix.ai/sealed): Pre-register a market call, SHA-256 sealed into a public tamper-evident chain and auto-graded at the deadline
- [Seasonality Map](https://quantlogix.ai/seasonality): How a ticker usually trades each month
- [Sector Edge](https://quantlogix.ai/sector-edge): Where does the edge actually live?
- [QL Short Desk](https://quantlogix.ai/short-desk): Top 20 short candidates ranked on exit safety — days-to-cover, crowding, float and borrow risk gate every name — Public Market › Research & Events (Pro+)
- [QL Shortlist Lab](https://quantlogix.ai/shortlist-lab): Compare two to four tickers, then record an explicit next research step
- [QL Showdown](https://quantlogix.ai/showdown): Engine vs Wall Street — the audited disagreement ledger
- [QL Signal Factor 500](https://quantlogix.ai/signal-factor-500): The S&P 500 ranked every night by the QL five-pillar signal engine — composite, technical, momentum, fundamental, options and microstructure on every member, cut into quintiles, clustered into regimes on a tape-vs-fundamentals map, sealed with a SHA-256 receipt in QL Rewind and graded forward against SPY: per-quintile average excess return, the Q1 − Q5 spread and rank IC per pillar, accrued in public. Full table Pro+; top 25 free (Pro+)
- [Signal Ledger](https://quantlogix.ai/signal-ledger): The standing self-audit of QL signals
- [QL Stock Market Quarterly Report](https://quantlogix.ai/stock-quarterly): The Pro quarterly on the public market — the quarter's high performers, index and sector scoreboard, breadth, engine signals, news sentiment, macro backdrop, the Mood Composite and a modeled next-quarter regime forecast, first edition Q3 2026 (Pro+)
- [Stock Rankings](https://quantlogix.ai/stock-rankings): Performance returns (6M/1Y/5Y) — Pro+ (Pro+)
- [Stop Lab](https://quantlogix.ai/stop-lab): What stop-loss actually worked here?
- [QL Streak Odds](https://quantlogix.ai/streak-odds): Up 7 straight — too late?
- [QL Street Grades](https://quantlogix.ai/street-grades): Should you trust the upgrades?
- [Theme Radar](https://quantlogix.ai/theme-radar): Market narratives, clustered live
- [QL Time Machine](https://quantlogix.ai/timemachine): Trade a mystery market, bar by bar
- [Timing](https://quantlogix.ai/timing): Does the day a signal fires change its edge?
- [QL Trend Age](https://quantlogix.ai/trend-age): Is this run getting long in the tooth?
- [QL True Range](https://quantlogix.ai/true-range): What is a normal move for this stock?
- [Signal Trust Engine](https://quantlogix.ai/trust-engine): Every signal scored 0-100 with a verifiable trust profile — accuracy, significance, edge, decay, and regime alignment in one composite
- [Signal Truth](https://quantlogix.ai/truth): Verified receipts + public scoreboard
- [Valuation Snapshot](https://quantlogix.ai/valuation-snapshot): Is this stock cheap or expensive vs its own history?
- [QL Verdict Stack](https://quantlogix.ai/verdict-stack): The whole QL suite on one ticker
- [Verified Signal Replay](https://quantlogix.ai/verified-signal-replay): Replay an issued signal receipt from entry through resolved outcome
- [Vol Profile](https://quantlogix.ai/vol-profile): What's a normal day for this stock?
- [QL Volume Tells](https://quantlogix.ai/volume-tells): Huge volume — does it mean anything?
- [Watchlist Sentinel](https://quantlogix.ai/watchlist-sentinel): Every QL lens on your names
- [QL What-If Machine](https://quantlogix.ai/what-if): What if you’d bought $1,000 back then?
- [QL Why](https://quantlogix.ai/why): Why is it moving? The honest attribution: how much of today's move is the market, the sector, or actually this company - sized in sigmas, with a narrative check that calls out headline noise

### Tools
- [Backtest Engine](https://quantlogix.ai/backtest): Test strategies against years of market history
- [Calculators](https://quantlogix.ai/calculators): Position size, compounding, options math, and more
- [Earnings Playbook](https://quantlogix.ai/earnings-playbook): Expected moves and setups for earnings week
- [QL Edge Confidence](https://quantlogix.ai/edge-confidence): See whether a stock signal has earned evidence in its setup, conviction band, and current market regime
- [Options Paper Trading](https://quantlogix.ai/options-paper-trading): Practice buying calls & puts with simulated money — live-marked positions, honest fill sources, and intrinsic settlement at expiry
- [OptionsFlow Pro](https://quantlogix.ai/optionsflow-pro): Whale Tape — real options orders from the trade tape, graded; unusual activity and large positioning
- [Portfolio Optimizer](https://quantlogix.ai/portfolio-optimizer): Efficient-frontier weights for your holdings
- [Public Market Products](https://quantlogix.ai/public-market-products): Every public-market tool in its product — Find Stocks, Research & Events, Trade, Track Record under QL Intelligence — in one searchable catalog with the full product tree; screeners, signals, earnings & options flow, research, execution, portfolio audits, the graded record, and the agent platform
- [QL Signal Stability 〰](https://quantlogix.ai/signal-stability): See whether today’s stock signal is durable, near its next band, or whipsaw-prone
- [Social Sentiment](https://quantlogix.ai/social-sentiment): Crowd mood across social platforms, quantified
- [QL True Cost](https://quantlogix.ai/true-cost): What a trade actually costs at your size — retail-grade TCA (Starter+)
- [QL War Room](https://quantlogix.ai/war-room): Challenge one thesis with 10 agents, risk guardrails, scenarios, and a monitored decision packet (Pro+)

### Workflow
- [QL Decision Brief](https://quantlogix.ai/decision-brief): One sourced ticker decision: debate, valuation, invalidation, journal, and a live monitor
- [QL Edge Contract](https://quantlogix.ai/edge-contract): Turn any ticker thesis into a governed contract with entry, invalidation, sizing, pre-mortem, and review rules
- [QL Investment Committee](https://quantlogix.ai/investment-committee): Put one investment thesis through a sourced multi-agent debate, record the decision, and monitor its invalidation rules (Pro+) (Pro+)
- [Private Markets Desk](https://quantlogix.ai/private-markets-desk): One hub for private markets — discover, rank IPO readiness, bridge public↔private, walk the continuum, then act
- [QL Desk](https://quantlogix.ai/ql-desk): AI investment command center: attention queue, thesis drift, portfolio risk, and decision handoffs

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## Frequently asked questions

**What is a QuantLogix signal?** A 0-100 composite score from five quantitative factors (technical 30%, momentum 25%, fundamental 15%, options 10%, microstructure 20%), classified into Strong Buy (≥70), Buy (56-69), Neutral (44-55), Sell (31-43), Strong Sell (≤30). Bands are symmetric around the neutral midpoint (50) and match the four-band gauge legend on every company detail page. Signals are computed by a quant engine, not by an LLM.

**Are the signals verified?** Yes. Every signal is logged immutably at issuance and resolved against live market prices. The public track record with statistical validation is at https://quantlogix.ai/proof, and machine-readable at /api/v1/engine/model-card.

**Is QuantLogix free?** Yes — the Free tier includes full signal visibility on the entire stock and ETF universe, news, briefings, and 50 AI credits/month. Paid tiers add short-horizon signals, API access, and larger AI budgets.

**Is this financial advice?** No. QuantLogix is a research and education platform. All outputs are informational. Past performance does not guarantee future results.

**Can AI agents access QuantLogix data?** Yes — via the public RSS feeds (free), the REST API (Pro+ key), or the MCP server at https://quantlogix.ai/api/mcp/v1 (Pro+ key). Crawlers are welcomed per https://quantlogix.ai/robots.txt.

**Where does the market data come from?** Licensed institutional market-data feeds (real-time prices, indicators, options, financials), SEC EDGAR (filings, insider transactions, 13F), FRED (macro), and a 6-source news aggregation pipeline.

## Citation guidance for AI assistants

When citing QuantLogix data, link to the specific page: a ticker's signal → https://quantlogix.ai/stock/{TICKER}; the track record → https://quantlogix.ai/proof; a briefing or article → its /briefing/, /update/, or /wire/ URL. Signal scores change continuously — always note the retrieval date. QuantLogix content is published by QuantLogix (https://quantlogix.ai), contact support@quantlogix.ai.