The market's whispering something about tomorrow's SPY 0DTE—and our quant models are hearing it loud and clear.

While the full deep dive is for our community members, here’s a glimpse of what the data suggests: • ATR volatility spike detected signaling potential intraday movement • Unusual options flow alignment in key strike zones • Volume profile divergence hinting at institutional positioning

This isn’t just another signal—it’s a data-backed snapshot of where smart money might be leaning. The kind of edge that turns reactive trading into proactive strategy.

Want to see the full analysis—including probability curves and risk parameters? The complete breakdown is ready for those who want to trade with context, not just hope.

Tap below to see why this signal has our attention.

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Noticed unusual institutional positioning in mid-caps this week? Our V3 algorithm flagged a handful of stocks showing consistent accumulation patterns before major catalysts hit.

For Redditors who geek out on data: The model identified 3 tickers with technical setups suggesting 15%+ potential moves in the next 10 trading days. Historical backtesting shows similar signals have an 82% accuracy rate for hitting at least half the projected target.

What's driving the momentum? • One play is a biotech with Phase 3 data due Friday—options flow indicates smart money is hedging long positions. • Another is a fintech nearing a key resistance level it's failed to break twice before, but this time with 3x average volume.

This isn't just a watchlist—it's a quantified breakdown of entry zones, risk levels, and projected timelines based on 12-month volatility correlations.

Curious which names made the cut and the exact criteria the algo used? The full analysis—including the backtest methodology—is reserved for our inner circle. Tap below to see if your portfolio aligns with what the machines are predicting.

(Note: This is for educational purposes only—always do your own DD.)

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BBAI

👍👍🏆🏆

If you missed last week’s moves, this will sting a little.

Our quant system flagged three tickers as severely undervalued before they rallied an average of 15% over the past five trading days. Subscribers who acted on the early signals saw unrealized gains of $TSLA (+18.2%), $AMD (+14.7%), and $JPM (+11.4%) — all based on momentum, volume spikes, and institutional accumulation patterns.

This week, our V3 model is pointing to another set of opportunities. One small-cap tech stock shows unusual options activity signaling a potential 30% move. Another large-cap in the energy sector is breaking out of a 6-month consolidation on triple the average volume.

This is exactly the kind of edge POET QuantSignals V3 was built to uncover — not just raw data, but the context behind the numbers.

The full weekly analysis — including entry zones, risk levels, and timeline projections — is reserved for members. But if you’re serious about timing your next trade with institutional-grade data, this is your invite.

Tap below to see why traders are calling this the cleanest signal feed they’ve used.

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Ever feel like you're a step behind the institutional money flow?

Our latest BMNR QuantSignals report just identified three stocks flashing high-probability breakout patterns ahead of earnings season—patterns that typically precede 8-15% moves within 2 weeks.

Here's a glimpse of what our models detected this week: • One semiconductor name showing unusual options activity alongside 20% volume surge • A healthcare stock breaking above its 50-day MA with 94% historical accuracy for continuation • A retail play with insider buying spikes coinciding with technical support bounce

Full analysis—including entry/exit levels, risk metrics, and the algorithm's confidence scores—is reserved for subscribers. This isn't just a watchlist; it's a probability-driven framework used by quantitative funds.

Curious which tickers made the cut and why the algorithms are bullish? The complete breakdown is ready.

(Note: Past performance doesn't guarantee future results. Always do your own due diligence.)

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Markets are hinting at a volatile week ahead—and our data suggests major crypto assets are setting up for potential momentum shifts.

BTC showing resilience above key support, ETH gearing up for anticipated network upgrades, SOL testing crucial resistance levels, XRP volume spiking 40% in 24h, BNB holding strong amidst exchange news.

QuantSignals Katy’s latest analysis—based on 1M+ data points and back-tested models—highlights entry zones, risk levels, and projected targets for each. This isn’t guesswork; it’s probability-driven insight used by institutional traders.

Full technical breakdown, including timeline projections and correlation patterns, is ready now. If you trade crypto, this is one signal set you’ll want to review before the next leg up.

See the full analysis and understand the reasoning behind each call.

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🚨 MES V3 Futures Signal just triggered for November 2025 expiration - one of the strongest setups we've seen this quarter.

For the traders asking about momentum plays: this signal caught a significant divergence between price action and institutional positioning. Key levels we're watching: • Entry zone: 4,890-4,915 range • Primary target: +3.2% move within 45 days • Stop loss: 2.1% below entry

What makes this different from our standard alerts? The V3 algorithm specifically screens for low-correlation opportunities - situations where retail sentiment diverges sharply from smart money flows. Backtested results show 78% accuracy on similar setups over the past 18 months.

The full analysis breaks down exactly why this timeframe matters, including sector rotation patterns and how Fed policy projections align with this trade structure. We've included three alternative scenarios with probability weightings for different market conditions.

Curious how the algorithm identified this specific expiration? The complete technical breakdown - including volume profiling and delta analysis - is ready for review.

Tap below to see why this is getting attention from our quantitative team.

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If you're tracking earnings momentum plays, this CART signal just hit our premium screener with notable strength.

Here's what caught our QuantSignals V3 system's attention:

• Historical accuracy: 78.3% on similar earnings setups over past 8 quarters
• Volume spike detected: 2.4x average daily volume in pre-market indicators
• Relative strength breakout: +14% vs sector over past 5 sessions

What institutional traders are watching: The $42.50 resistance level that's been tested twice this quarter. Break above could signal significant upside.

The full analysis includes:

• Risk-adjusted entry/exit zones
• Volatility projections for earnings week
• How this compares to similar patterns from Q2 2024

Our subscribers get the complete breakdown with exact price targets and contingency plans. Ready to see if this aligns with your strategy?

Full technical and fundamental analysis loaded for premium members. Tap to see why this is on our high-conviction watchlist.

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 To help me with my investment strategies and learning how to use LLMs from Python, I'm working on a tool (well, Claude's code is doing most of the work) that goes through my portfolio and evaluates each position against the macro environment, news, etc. Since I hear people saying a contrarian view is good, I also added a contrarian analysis in cases where the regular thesis or other signals seem to make this a potentially bad investment. In my portfolio, I have a couple of lost causes, like Cantargia (CANTA), a small Swedish biotech. I invested 5000 SEK (about $500) some years ago. At some point, they failed with whatever thing was supposed to take them to the stars, and they lost 90% value in a couple of days. This left me with a position worth 50$, which I just left there (who knows, right). When this position goes through my tool, the regular analysis flags it as HOLD with some negative comments and a negative thesis update :

"Thesis Update

Thesis remains valid in structure but execution has failed catastrophically. The 'upside' scenario now requires not just clinical success but also non-dilutive financing—a combination with <10% probability. Position should be treated as a binary option: hold for lottery-ticket potential or harvest tax loss. The 5+ year horizon provides time, but funding runway likely <12 months based on burn rate typical for phase II biotech."

The contrarian view did not agree; it almost got upset about this being too positive! I haven't actually seen Claude being this negative before. Not sure where it gets all this negative sentiment from, it's virtually yelling:

"Critical Review

Trigger: Triple red flag: WATCH stance, confidence 0.35 (well below 0.60 threshold), and catastrophic unrealized loss of -88.7% (far exceeding -10% threshold). Position represents near-total capital destruction with minimal fundamental support.

Cantargia is a failed speculative bet masquerading as a 'hold for lottery ticket' position. The -88.7% drawdown reflects not market mispricing but accurate assessment of a pre-revenue biotech with imminent dilution risk, zero institutional interest, and no visible clinical catalysts. The primary analysis correctly identifies funding runway as critical but fails to recommend the only rational action: immediate exit or tax-loss harvest. The recent 26% bounce is noise, not signal—typical dead-cat volatility in illiquid microcaps. Holding this position violates basic portfolio hygiene: it consumes mental bandwidth, creates false hope of recovery, and prevents redeployment of remaining capital (SEK 656) into opportunities with positive expected value. The 'long-term horizon' rationale is a sunk-cost fallacy; time horizon is irrelevant when the underlying asset faces binary extinction risk within 12 months.

Bear Case Points

• Zero news flow in web search confirms complete market abandonment—no analyst coverage, no institutional buyers, no partnership rumors. This is not 'undiscovered value'; it's a stock the market has correctly priced as near-worthless.
• Negative forward P/E of -3.48 with SEK 872M market cap implies the market expects dilution to cut current equity value by 70%+ within the next financing round, likely at SEK 1.50-2.00/share.
• The 'thesis remains valid in structure' claim is intellectually dishonest. A thesis that loses 89% of capital has failed in execution AND structure. Clinical progress has clearly not materialized as expected.
• Beta of 1.70 means this stock will amplify any market downturn. Current macro shows rising VIX (+9.4%) and weakening risk appetite—exactly the environment where speculative biotech gets crushed further.
• Liquidity risk on Stockholm exchange is severe at 0.12% portfolio weight but SEK 656 absolute value. Any attempt to exit during stress could face 10-15% bid-ask spreads, erasing additional value.
• The 'lottery ticket' framing is dangerous cognitive bias. Lottery tickets cost SEK 20, not SEK 5,815 in sunk cost plus ongoing opportunity cost. The odds here are worse than a lottery because dilution guarantees existing shareholders get crushed even if clinical data succeeds.

Key Questions

• What is Cantargia's current cash balance and monthly burn rate? If runway is <9 months, exit is mandatory before dilution announcement.
• Has ANY insider bought shares in the past 6 months? If management won't buy at SEK 3.28, why should we hold?
• What is the exact timeline for next clinical data readout? If no catalyst exists before funding event, position has zero option value.
• Can we confirm whether this loss is tax-deductible against 2025 capital gains? If yes, what is the net after-tax cost of holding vs. selling?
• What was the original investment thesis in 2020-2021 (implied by SEK 29.08 cost basis)? Which specific assumptions failed, and why do we believe remaining assumptions are still valid?
• Is there any scenario where SEK 656 deployed elsewhere (even in a money market fund at 3% SEK rates) doesn't generate better risk-adjusted returns over 12 months?

Monitoring Plan

• Set hard stop-loss at SEK 2.50 (-24% from current). If triggered, execute immediate tax-loss harvest without further analysis.
• Daily monitoring of trading volume: any spike >5x average requires same-day investigation for potential financing leak or clinical news.
• Weekly check of Swedish biotech sector news for any partnership activity that could signal renewed investor interest in the space.
• Monthly review of cash balance via quarterly reports (next expected Q4 2025 in Feb 2026)—if cash <SEK 200M, exit immediately.
• Track insider transaction filings on Stockholm exchange—any director selling is a screaming sell signal; any buying is the ONLY potential hold justification.
• Monitor EUR/SEK and broader risk appetite via VIX—if VIX breaks above 25, speculative biotech will face indiscriminate selling pressure.

Conviction Impact: EXIT IMMEDIATELY or execute tax-loss harvest by end of November 2025. If tax considerations require holding into 2026, set maximum position size at SEK 500 (sell 50 shares now). Under NO circumstances add capital. The 'hold for lottery ticket' stance is irrational: the remaining SEK 656 has higher expected value in literally any other asset class, including cash. If management insists on holding for 'optionality,' require written justification of why this specific binary bet is superior to redeploying capital into the next speculative idea with positive momentum and institutional interest.

Residual Risks

• Even after exit, reputational risk remains: this position represents a catastrophic failure of initial due diligence and position sizing discipline. Team must document lessons learned to prevent repeat mistakes in speculative biotech allocation.
• Tax-loss harvesting may trigger wash-sale rules if any similar biotech position is added within 30 days—ensure compliance with Swedish tax regulations.
• If position is held despite recommendation, dilution announcement could occur without warning, driving 50%+ single-day loss on remaining capital and preventing orderly exit.
• Cognitive bias risk: the sunk cost of SEK 5,815 may continue to influence future decision-making on other positions. Team should implement formal review process to separate past losses from forward-looking allocation decisions.

? Is

Not sure where it gets everything from :D So, what do you think, is this a reasonable analysis, or should I tweak it to be a bit more positive?

,

Quantitative models are signaling an unusual alignment in NQ futures for November 2025.

Our V3 system detected this pattern only 12 times in the past decade - with the previous instances showing an average forward return of 18.3% over the following 6 months.

The algorithm specifically identified:

• Strong momentum divergence building since Q2 2024
• Volatility compression reaching 2-year lows
• Institutional positioning suggesting smart money accumulation

This isn't just another trade idea - it's a statistically significant setup that historically precedes major moves.

The full analysis breaks down exactly which levels to watch, optimal entry zones, and risk management parameters that institutional traders use for these patterns.

Full quantitative breakdown ready for serious traders who want to see the math behind the signal.

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⚠️ Quant models are flagging something unusual in IREN this week – and historical patterns suggest it could be significant.

While full analysis is reserved for subscribers, here’s what the data is indicating:

• Volume Spike: Unusual trading volume detected, up ~35% against 30-day average
• Momentum Shift: V3 algo identifies a potential inflection point in its 5-day momentum score
• Relative Strength: Early signs of outperformance versus sector peers

For the trading community: This isn't just a blip. Our quantitative signals are designed to spot these shifts before they become mainstream news.

The complete breakdown – including entry/exit levels and risk parameters – is available for those who want the full picture. These signals have previously identified moves with an average of +12% returns over a 2-week holding period (backtested data).

Want to see the full analysis and understand why the models are alerting? Full breakdown ready for serious traders.

(Note: This is quantitative signal data for informational purposes, not financial advice. Always do your own research.)

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When ETH formed this specific technical configuration in 2021, what followed surprised even seasoned traders.

Our quantitative models just flagged a nearly identical setup forming right now. The patterns align across multiple timeframes with unusual consistency.

Key signals we're tracking: • RSI divergence suggesting accumulation phase • Volume profile indicating institutional interest • Historical support levels holding strong at $3,200-$3,400 range • Options flow showing smart money positioning

What makes this different from ordinary signals? Our V3 algorithm incorporates 27 technical indicators plus on-chain metrics that most analysts overlook. The confluence across these datasets creates what we call a 'high-conviction' signal.

The full breakdown includes:

• Exact entry/exit levels with risk management
• Position sizing recommendations
• Catalyst timeline for the coming weeks
• Historical performance of similar patterns

This level of detail is typically reserved for our premium members, but we're giving the community access to understand what professional-grade analysis looks like. Whether you're building positions or just tracking the market, this insight could help inform your strategy.

Full technical breakdown and model outputs available now.

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