Console (beta)
Holders, insiders, activism and filings for any company, with every number traced to the sentence it came from.
How Console works →Hedge Funds, Quants & Data Teams
Named signals from SEC filings, frozen at EDGAR acceptance and linked to the sentence that triggered them. Backtest without look-ahead. Defend in a DDQ.
Sentiment scores with no source text. AI summaries with no citation. Vendor datasets quietly restated after the fact. Every one of them fails the same question: where did this number come from?
What you get instead
What solves it
Holders, insiders, activism and filings for any company, with every number traced to the sentence it came from.
How Console works →The same data as it was known at the time, by API, bulk file, or the MCP server for your AI tools.
How APIs & Feeds works →The claim we'll defend
In a market where every vendor claims the best signals, ours are the only ones you can actually verify.
Talk to our team about how you work today, or start a trial and explore the platform yourself.
The details
the artifact this whole page exists to show
01 · The signal
Gross Margin Compression
NKE / Nike · confidence 0.91 · echo 4.74
02 · The sentence
Gross margin for the third quarter decreased 130 basis points to 40.2% primarily due to higher tariffs in North America.
03 · The filing
10-Q · filed 2026-04-01
Accession 0000320187-26-000032
links straight to EDGAR
04 · The history
Fired 19 consecutive quarters
streak · echo · stickiness · z-score
01 · Foundation
The classifier engine. 529 trained NLP models that read filings the way an analyst would — semantic, not keyword.
≈245M sentences · 41K filers
02 · Temporal
Signal memory across quarters, converged with XBRL, insider activity, news and credit metrics.
7,648 companies with live signal profiles
03 · Analyst output
Source-linked company analysis in HTML, MD and JSON — for analysts, pipelines and LLM training.
7,648 companies with reportable profiles
04 · Integration
A native MCP server — your AI client queries Core and Stream directly. No pipeline to maintain.
5 native tools · read-only
A classifier firing once is an event. The pattern across quarters is the signal.
The scenario
You're extending an equity factor model and need interpretable signals from filings — clean point-in-time history, and a paper trail that survives a DDQ.
How Provenance helps
The scenario
You cover 25–40 names. Every quarter dozens of 10-Ks and 10-Qs land within days. You need to know which filings matter before reading a page.
How Provenance helps
The scenario
You run event-driven strategies around filings. You need named signals near real-time after acceptance — with enough context to size and justify a position.
How Provenance helps
Signal platform
MCP data layers · connect any subset
Delivery & tooling
Which Financial Distress signals are most persistent across my coverage this quarter, and where is credit spread widening confirming it?
→ returns ranked results with source citations, in seconds.
| How it compares | Provenance | Generic NLP sentiment | Sell-side research |
|---|---|---|---|
| Signal type | Named classifiers, human + machine-discovered | One continuous score | Subjective opinion |
| Quality validation | 3 gates: separability, fire rate, coherence | AUC only, if tested | Peer review, if any |
| Interpretability | Click a signal and read the exact sentences | "Sentiment is 0.73" | "We downgrade to hold" |
| Update speed | Near real-time after acceptance | Varies | Days to weeks |
| Backtestable | 10+ years, frozen scores | Often limited | Not structured |