A signal engine that shows its work
Quantivo evaluates the same technical conditions across every name in the universe, blends them into a single conviction score, and records exactly which conditions fired so you can audit any number back to the bar that produced it.
What it does
Rules, not vibes
RSI reversals, MACD crossovers, moving-average structure, multi-week lows, and volatility compression are evaluated as explicit, versioned rules. The same input always produces the same output.
One conviction score
Individual conditions blend into a 0–100 score with published weights. You can expand any score to see each contributing condition and its individual value.
Point-in-time universes
Scans run against index membership as it existed on the date being evaluated, so a backtest never sees a company that had not been added yet.
Abstention over noise
When evidence is thin, stale, or conflicting, the engine is designed to return no opinion rather than a weak one. An empty inbox is a valid answer.
How it works
Resolve the universe
Index membership is reconstructed for the evaluation date from the instrument master, including symbol changes and delistings.
Evaluate conditions
Each versioned rule runs against point-in-time bars. Every result is stored with the rule version that produced it.
Blend and rank
Conditions are combined into a conviction score, ranked, and filtered against liquidity and freshness gates.
Explain the output
The resulting decision card carries the contributing conditions, the data as-of time, and the reason any candidate was suppressed.
Where this actually stands
Quantivo is being built in the open. This is what is running today and what is being worked on next — no roadmap items dressed up as shipped features.
Shipped today
- Technical analysis engine with deterministic, unit-tested indicator math
- Point-in-time S&P 500 universe snapshots with sourced membership history
- Bitemporal instrument identity so symbol changes do not corrupt history
In progress next
- Market-data vendor selection and exchange entitlements (QVP-163) — the gate for live prices
- Scheduled end-of-day ingestion with freshness and gap detection
- Universe-wide candidate generation with personalized ranking