like a Hedge Fund
reports/YYYY-MM-DD/. The dashboard auto-detects all sessions — no configuration needed.
| Date | System Score | Bias | Agents | Dataset | Action |
|---|---|---|---|---|---|
| 2026-04-17 | 2.71 / 10 | BEARISH | R1 R2 R3 R4 R5 SA | D | View → |
Each agent analyzes the same dataset through 4–6 thematic pillars, each scored 1–10. Pillars are weighted by the agent's core methodology. The weighted average produces the OVERALL_SCORE.
| Agent | Core Pillars | Primary Weight |
|---|---|---|
| R1 — Howard Marks | Monetary, Valuations, Sentiment, Economy, Credit, Cross-Asset | Valuations + Credit |
| R2 — Druckenmiller | Liquidity & Fed, Yield Curve / Credit, Valuations, Sentiment, Economic Cycle, Cross-Asset | Liquidity 30% |
| R3 — Damodaran | Market Pricing, Implied ERP, Macro Environment, Risk Premium | ERP 40% |
| R4 — Taleb | Tail Risk, Convexity, Systemic Fragility, Black Swan Proximity | Tail structures |
| R5 — TA | Trend, Momentum, Volume, GEX/Options, Breadth, Macro TA | GEX + Breadth |
| SA — CIO | Weighted synthesis of all 5 agents + disqualifier rules | Agent consensus |
Disqualifiers
The SA report applies system-level disqualifiers that can override positive scores. Active disqualifiers in bearish regimes typically include: BREADTH_CRITICAL_DIVERGENCE (SPXA50R < 15%), SKEW_VIX ratio > 7.0, and ERP negative.
Falsifiable Hypotheses
Each report includes Section 6B: falsifiable hypotheses with specific triggers and verification dates. This creates a feedback loop where the system can track its own predictive accuracy over time.
| Term | Definition |
|---|---|
| ERP | Equity Risk Premium — the return investors require above the risk-free rate for holding equities |
| CAPE | Cyclically Adjusted Price/Earnings ratio — Shiller P/E using 10-year average earnings |
| GEX | Gamma Exposure — options market structure metric measuring Market Maker hedging delta |
| VIX | CBOE Volatility Index — 30-day implied volatility derived from SPX options |
| RRP | Reverse Repo Program — Fed facility absorbing excess reserves; depletion = liquidity drain |
| PCR | Put/Call Ratio — ratio of put to call options volume; sentiment indicator |
| SKEW | CBOE SKEW Index — measures tail risk pricing in SPX options |
| HY / IG | High-Yield / Investment-Grade credit spreads over Treasuries |
| SLOOS | Senior Loan Officer Opinion Survey — Fed survey on bank lending standards |
| Bear Steepener | Yield curve steepening driven by rising long-term rates (negative for equities) |
| GEX Flip | Price level where Market Maker gamma exposure turns negative; breach amplifies moves |
| SPXA50R / SPXA200R | % of SPX stocks above their 50D / 200D moving average — breadth indicators |
| ATH | All-Time High |
| FFR | Federal Funds Rate — overnight lending rate set by the FOMC |
| POC | Point of Control — price level with the most volume traded (Volume Profile) |
| OBV | On-Balance Volume — cumulative volume indicator tracking buying/selling pressure |
| ADX | Average Directional Index — measures trend strength (not direction) |
| MFI | Money Flow Index — volume-weighted RSI |
| CMF | Chaikin Money Flow — measures buying/selling pressure over N periods |
xmetrics is a weekly analysis platform that runs five independent AI agents — each modeled after a legendary investor or risk thinker — over a comprehensive 90-metric S&P 500 dataset.
The system produces structured, falsifiable reports with explicit scoring, triggers, and position recommendations. A CIO Super Agent synthesizes all five perspectives into a final investment posture.
Design Principles
- No database required — all data lives in flat files (CSV + Markdown)
- Falsifiable — every report includes explicit hypotheses with verification dates
- Transparent scoring — weighted pillar system, visible in every report
- Additive sessions — simply drop a new date folder each Friday
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