Introducing KALMAN — now in private beta

Know what the market
is telling you — today.

KALMAN is MSR Advisors' signal intelligence platform — systematic, risk-managed entry signals so you trade with conviction, not guesswork.

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12
Independent Factors
100
Point Conviction Scale
Daily
Signal Refresh
5yr+
Signal History
The Signal
One score. Twelve factors.
Daily clarity.

KALMAN evaluates every symbol across 12 independent market factors — trend, momentum, volatility, volume, price breakout, sector alignment, and more — condensed into a single conviction score. The goal isn't to beat buy-and-hold in a bull market. It's to know when the setup is strong, manage your risk when it isn't, and never be surprised by a position.

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12-Factor Conviction Score
Every signal is evaluated across trend, momentum, volatility regime, sector alignment, and more. One number tells you where the weight of evidence sits — with full factor-level transparency.
⏱
Entry Timing Guidance
Beyond BUY / SELL / HOLD: know if the entry is Optimal, Overbought, or Stale — with specific pullback targets based on OTT level, 50-day SMA, and ATR.
🗂
Position Log
Track entries and exits with conviction scores locked at trade time. Monitor stop distance, P&L, and score evolution while you're holding — with automated exit signal alerts.
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Day-Over-Day Comparison
See exactly which factors changed between any two dates. No more wondering why a score moved — every shift is explained at the factor level.
⚡
Exit Signal Alerts
Automatic alerts when a stop is breached, a signal reverses, or conviction collapses — with full context so you can decide, not just react.
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Macro Context
Every signal includes the macro backdrop — VIX fear level, bond market flow, and tech sector alignment — so you always see the full picture behind any setup.
Conviction Thresholds
Scores that mean something

Three actionable conviction levels, each backed by backtesting on historical S&P 500 trend-crossover signals. Asymmetric by design — BUY requires more evidence than SELL.

HIGH ≥ 70
Trade.
Weight of evidence supports the setup. Full position sizing warranted when risk management confirms.
MEDIUM 45–69
Watch.
Setup is developing but not confirmed. Monitor daily for score improvement or deterioration before entering.
LOW < 45
Flat.
Evidence does not support the trade. Preserve capital and wait for a setup where the weight of evidence is clear.
Private Beta
Ready to see clearly?

KALMAN is currently in private beta with an invited group of self-directed investors. Sign in below if you've received access, or request access to join the list.

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