the glitch

markets satisfice under incomplete information. when a structural position grows large enough, it creates a pressure that public data can describe before the event arrives.

we call these glitches.

a glitch is not a prediction. it is a reading of pressure — positioning, liquidity, volatility, credit — aggregated into a single composite score that tells you when the environment has changed and it is time to pay attention.

the data is public. the interpretation is not.

what we do

we monitor structural macro positions — trades so large they distort the surface they sit on. we read public data across positioning, rates, volatility, credit, and liquidity. we aggregate it into a composite score from 0 to 100.

when the score is low, the structure holds. when it rises, pressure is building. when it crosses a threshold, the environment has changed.

we do not predict when the break will come. we measure how much pressure exists right now.

who this is for

this is for people who manage risk — their own or someone else's. portfolio managers, independent traders, macro analysts, and anyone who has felt the market move before they understood why.

if you have ever been caught in a liquidation cascade and wondered how you could have seen it coming — this is what we build.

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