Coverage Pulse
0 names
Tiles sized by market cap. Click any name for the full breakdown. Demo data.
Filings & signal events as the Desk detects them — 8-Ks, S-3 shelves, 424B5 offerings, Form 4 insider clusters, going-concern, reverse splits, Nasdaq notices. Demo stream.
Add up to 3 names from any company panel (“＋ Compare”). Demo data.
Your alerts
Get pinged the moment a covered name trips a signal — email, Slack, or webhook. This is the product clients renew for.
In-product these route to the selected channel. Demo adds to the list only.
Why alerts are the moat
The articles are marketing. This is the subscription.
Speed is the edge
A shelf, an ATM draw or a going-concern flag is often un-covered for days at this end of the market. First to know wins.
Structured, not scraped
Every alert maps to a normalized field in the dataset — auditable, not an LLM guess.
Compounding data
Each day of history makes the signal set more valuable and harder to replicate.
Who pays: microcap funds & family offices (terminal seats), IR firms (monitoring their universe), retail tools (data API). Three revenue lines, one dataset.
Public track record
Every call, dated and scored. In finance, a verifiable hit-rate beats any pitch.
69%
DIRECTIONAL HIT
16
CLOSED CALLS
+14.2%
AVG ON BEAR FLAGS
| Ticker | Call | Date | Move since | Result |
|---|
Demo data for concept purposes. Live version auto-scores from entry date.
What it proves
Standing comes from being right, on the record, repeatedly.
Credibility > design
A documented hit-rate is the single most fundable thing a finance-media product can own.
Bear calls land hardest
Catching dilution and going-concern risk early is where this end of the market has no coverage.
Honest about misses
Showing the losses is what makes the wins believable to professionals.
How the scores are built
Transparency is the point. Every score below is computed from standard, auditable inputs — not a black box. (Demo uses illustrative data; the live model reads SEC filings, fundamentals, and short-interest feeds.)
Dilution Risk Score (0–100, lower is better)
Adapted from the evidence-based microcap dilution scorecard: the need to issue equity is visible well before new shares appear.
Operating cash flowNegative operating cash flow → company likely needs outside capital (+22).
Cash runwayUnder 12 months adds risk; under 6 months adds more (+16 / +26).
Prior dilutionRising basic share count over the trailing year (+18).
Hidden dilutionFully-diluted rising faster than basic = warrant/convertible overhang (+14).
Shelf / ATMActive S-3 shelf (+8) and live ATM program (+10) = capacity to dilute on demand.
Factor grades (A+ to F)
Each name is graded on five axes versus the microcap cohort — Balance Sheet, Dilution, Runway, Insider conviction, and Catalyst proximity — the same idea as quant factor grades, rendered as the health snowflake on each company.
Signals tracked
Not investment advice. Scores are a research aid, not a recommendation.