Hedge Funds, Quants & Data Teams

Alpha you can trace.

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.

  • 529named classifiers
  • 245Mfiling sentences scored
  • 41KSEC filers scored
  • 0.956median AUC
  • IC 0.095145-wk OOS
  • 1994–point-in-time
The problem

A signal you can't explain doesn't survive the next audit

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

  • Full auditabilitysignal → sentence → accession number
  • No look-aheadscores frozen at EDGAR acceptance
  • Explainable factorsnamed signals, not opaque outputs
  • Defensible processDDQ and IC-ready paper trail

What solves it

Data your models can trust

Console (beta)

Holders, insiders, activism and filings for any company, with every number traced to the sentence it came from.

How Console works →

APIs & Feeds

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.
3 quality gates, not just AUC62 classifiers cut → IC +48%4 of top 5 machine-discovered

Signals you can trace

Talk to our team about how you work today, or start a trial and explore the platform yourself.

The details

One signal, end to end

the artifact this whole page exists to show

  1. 01 · The signal

    Gross Margin Compression

    NKE / Nike · confidence 0.91 · echo 4.74

  2. 02 · The sentence

    Gross margin for the third quarter decreased 130 basis points to 40.2% primarily due to higher tariffs in North America.
  3. 03 · The filing

    10-Q · filed 2026-04-01

    Accession 0000320187-26-000032

    links straight to EDGAR

  4. 04 · The history

    Fired 19 consecutive quarters

    streak · echo · stickiness · z-score

What's in the solution

Four layers. Each independent, each useful alone.

01 · Foundation

Provenance Core

The classifier engine. 529 trained NLP models that read filings the way an analyst would — semantic, not keyword.

≈245M sentences · 41K filers

02 · Temporal

Provenance Stream

Signal memory across quarters, converged with XBRL, insider activity, news and credit metrics.

7,648 companies with live signal profiles

03 · Analyst output

Provenance Reports

Source-linked company analysis in HTML, MD and JSON — for analysts, pipelines and LLM training.

7,648 companies with reportable profiles

04 · Integration

MCP Server

A native MCP server — your AI client queries Core and Stream directly. No pipeline to maintain.

5 native tools · read-only

Raw data is a commodity. Signal memory isn't.

A classifier firing once is an event. The pattern across quarters is the signal.

  • Echoprev × 0.7 + fired. 5.0+ = entrenched
  • Echo Deltagaining or losing momentum
  • Streakconsecutive fires; breaking = change
  • StickinessP(fire again | was firing)
  • Z-Scorerarity vs. peers and vs. own history
How it lands on your desk

Same data product — different leverage point depending on the seat.

Quantitative analysts

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.

CoreStreamConnect

How Provenance helps

  • Add classifiers to existing factor libraries with a single daily table join
  • Echo weighting amplifies signals that persist across consecutive filings
  • Streak metadata separates first occurrences from entrenched patterns — critical for alpha decay
  • Frozen point-in-time scores guarantee no look-ahead in walk-forward backtests
  • Every factor value traceable to a source sentence and EDGAR accession number
Every product in this solution

Licence the whole stack or any single layer. Highlighted products are the ones most desks start with.

Full data catalog →

Signal platform

  • Provenance Core 529 named classifiers over ≈245M filing sentences Classifier engine
  • Provenance Stream Signal memory across quarters, converged channels Temporal layer
  • Provenance Reports Source-linked company analysis, 7,648 companies HTML · MD · JSON
  • Provenance Explorer Browse what is firing right now across the universe UI

MCP data layers · connect any subset

  • SEC Filings, 13F flow, activist campaigns, ADV, XBRL Live
  • SEDAR Canadian mining from NI 43-101 technical reports Live
  • Funding Private rounds, investors, valuations Live
  • Mergers Announced and closed deals, terms, comparables Live
  • Agreements Material contracts, cited to the clause Live
  • News 9-class taxonomy, materiality, price correlation Live
  • Catalyst Earnings, scheduled events, macro releases Live
  • Bio Point-in-time drug pipelines and base rates Live
  • Power Generation, capacity, the AI power-demand trade Live
  • Tranche Issuer debt, bond cards, refinancing screens Live

Delivery & tooling

  • MCP Server Query Core and Stream from your AI client Integration
  • Bulk & Streaming APIs Backfill to 2014, then stay current API
  • Alerts Convergence and threshold triggers Workflow
  • SEC Pro+ The filings behind every signal UI

Query it from your AI client

Claude · ChatGPT · Gemini · Cursor
  • screen_filings
  • lookup_primitives
  • run_signal_query
  • get_filing_history
  • convergence_alert
  • read-only · auto-approvable
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.

Or take it as data

  • Daily table join — one column into your existing factor library
  • Bulk history back to 2014, frozen point-in-time
  • Reports in .HTML / .MD / .JSON
How it compares
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