Multi-agent options intelligence
Four specialized agents read volatility, price structure, catalysts, and flow in parallel, then synthesize a morning and close briefing — every call traced back to the data it came from.
The roster
Each agent owns one lens on a ticker and reasons about it independently. An orchestrator weighs where they agree, flags where they don’t, and writes the briefing — it never overrides a missing data point with a guess.
Reads IV level, skew, and term structure against how much the underlying has actually moved historically — so you know when options are priced for more drama than the stock delivers.
Tracks range structure, momentum, and where a ticker sits inside its own seasonal windows — including Trend History recurrence as a direct input.
Watches earnings dates, seasonal window openings, and news sentiment for the events that could move a position before you’re positioned for them.
Diffs end-of-day open interest and volume across the chain as a proxy for positioning shifts — where size is building, and on which side.
Trend History
Auto-scan sweeps calendar windows across 20 years of daily candles per ticker and ranks the ones with real recurrence — not a backtest pitch, the underlying arithmetic: per-year change, drawdown, and sample size, laid out so you can check it yourself.
Native charts
Every ticker’s focus view carries a full daily chart alongside its Trend History card — SMA, EMA, and RSI computed from the same candle series the agents read, toggled on demand.
How it works
Agents cite the data behind a call — an IV percentile, a recurrence count, a delta — instead of asserting a view. If the data isn’t there, the agent says so instead of guessing.
If a data source fails, the briefing tells you which agent went missing and caps its own confidence — it doesn’t quietly synthesize four opinions out of three.
Trend History windows are pure math over daily candles: per-year changes, recurrence, drawdowns — open the table and check the arithmetic yourself.