Platform Methodology & Mathematical Architecture

Transparent, verifiable disclosure of our Data Sources, End-of-Day Pipeline Cadence, Rolling Historical Odds Distributions (1W, 1M, 3M), Historical Macro Sensitivity & Beta, Event Materiality Scoring (0–100), and Regulatory Product Boundary.

Data Sources, Pipeline Schedule & Update Timings

Automated synchronization schedule and calculation governance

StockRadar24 maintains an autonomous data ingestion pipeline that syncs official market feeds and corporate disclosures into our MongoDB Atlas data cluster. Data flows are strictly scheduled to balance freshness with exchange reconciliation:

Indian EOD Price Pipeline

Schedule: Mon–Fri at 18:30 IST with a second corrective run at 20:30 IST to overwrite provisional closing adjustments.

Scope: Split-adjusted closes, day highs/lows, and volumes for all active securities across NSE and BSE.

US Equities EOD Pipeline

Schedule: Mon–Fri at 22:30 UTC following NYSE/NASDAQ market close, with ^GSPC holiday detection.

Scope: S&P 500 and NASDAQ-100 constituents (~520 unique stocks), tracking daily closes, ranges, and returns.

Fundamentals Pipeline

Schedule: Weekly cadence on weekends after exchange reporting settlement.

Scope: Synchronizes trailing P/E, P/B, market cap, shares outstanding, trailing EPS, sector, and beta.

Dividend Yield Unit Safety & Cross-Validation

Because raw provider dividend yields occasionally fluctuate between fraction and percentage notations, StockRadar24 implements automated cross-checking: we sum all corporate cash dividends paid over the trailing 365 days from the corporate actions feed and divide by the latest closing price. In any discrepancy, the self-computed trailing-12-month dividend yield is enforced as the authoritative record.

Calendar-Aligned Period Returns Math

Period returns (1W, 15D, 1M, 3M, 6M, 1Y, 3Y, 5Y) use pure calendar math anchored to the stock’s last traded session. Dates are clamped to valid month ends (e.g. Feb 28/29) without trading-day counting approximations or price interpolation.

Historical Odds & Rolling Return Distributions

Empirical rolling return outcomes across 1W, 1M, and 3M horizons

Direction cannot be predicted reliably (our systematic tests show walk-forward directional hit rates hover at 50%–53%, indistinguishable from random noise). Rather than attempting to predict price targets or forecast forward price ranges, StockRadar24 computes strictly empirical Historical Odds over all rolling historical windows in the stock's own recorded history:

Rolling Window Math:

1-Week (5 trading days, threshold ±2%): r = (C_{t+5} - C_t) / C_t

1-Month (21 trading days, threshold ±5%): r = (C_{t+21} - C_t) / C_t

3-Months (63 trading days, threshold ±10%): r = (C_{t+63} - C_t) / C_t

3-Segment Empirical Distribution

For every horizon, outcomes are partitioned into: "Fell more than X%", "Within ±X%", and "Rose more than X%". Along with percentages, the card displays the exact count of rolling windows analyzed and the 80th percentile move bound.

Qualification & Non-Predictive Boundary

Historical odds are published only for equities with ≥ 250 trading days of history. These figures reflect past empirical distribution of this stock's own price and are strictly not a forecast of future performance.

News & Disclosure Intelligence Pipeline

Authoritative factual extraction without statistical hallucination

The platform ingests real-time exchange announcements and authoritative news feeds. In strict adherence to our design rules, the LLM is not a source of truth. It functions as an evidence parser, extracting verifiable numbers, contracts, and regulatory filings.

Materiality Scoring (0–100)

Every event is scored on whether it plausibly alters earnings, debt covenants, or long-term operational capacity. Scores >75 represent definitive balance-sheet triggers (e.g. mega contracts, quarterly earnings releases, SEBI orders).

Sentiment vs Fundamental Impact

Media headlines frequently use generic emotive terms that diverge from financial reality. Our pipeline explicitly isolates fundamental directional impact on EBITDA and cash flows from transient press sensationalism.

Historical Macro Sensitivity & Beta

Empirical 1-year statistical co-movement across core systemic factors

StockRadar24 computes trailing 1-year historical beta (β) and Pearson correlation (r) against four canonical macro benchmarks: NIFTY 50 (^NSEI), USD/INR (INR=X), Brent Crude Oil (BZ=F), and US 10-Year Treasury Yield (^TNX).

β = Cov(r_stock, r_benchmark) / Var(r_benchmark) | r = Corr(r_stock, r_benchmark)

These metrics are strictly descriptive historical measurements reflecting past co-movement regimes. They are not predictive targets and do not imply future mechanical synchronization.

Event-Conditioned Post-Announcement Drift Matrix

Empirical forward return distribution conditioned on deterministic technical, volume, and corporate action triggers

While unconditional historical odds calculate the baseline return across all days, our Event-Conditioned Drift Matrix backtests post-catalyst performance across 4 fixed trading horizons: 1D, 5D (1W), 21D (1M), and 63D (3M) following 8 deterministic catalysts:

1. Forward Return Formula:

Return_H = ((Price[i + H] / Price[i]) - 1) * 100

Evaluated on split-adjusted closing settlement prices. Horizons that have not yet elapsed are excluded from sample statistics to avoid skewing completed historical distributions.

2. Deterministic Catalyst Rules & Cooldown Windows:

52W High Breakout: Close[t] ≥ max(High[t-252 ... t-1]) AND Volume[t] ≥ 2.0 × AvgVol20. Cooldown: 10 days.
Institutional Accumulation Shock: Volume[t] ≥ 3.0 × AvgVol20 AND Return[t] ≥ +3.0%. Cooldown: 5 days.
Distribution Shock: Volume[t] ≥ 3.0 × AvgVol20 AND Return[t] ≤ -3.0%. Cooldown: 5 days.
Oversold Pullback in Uptrend: Wilder's 14-day RSI < 30 AND Close > SMA200. Cooldown: 10 days.
Extreme Momentum Surge: Wilder's 14-day RSI > 80. Cooldown: 10 days.
Catalyst Gap-Up: Open gap ≥ +3.5% over prior Close on ≥1.5 × AvgVol20. Cooldown: 5 days.
Corporate Actions Drift: Official Ex-Dividend and Stock Split execution dates recorded on exchange filings. Cooldown: 5 days.

3. Statistical Sample Confidence Tiers:

To prevent small-sample bias, sample sizes are explicitly demarcated: High Sample (n ≥ 15 completed occurrences), Moderate Sample (5 ≤ n < 15), and Low Sample (n < 5, historical reference only).

Filing-to-Reality Management Credibility Ledger

Auditing official corporate guidance against verified quarterly financial statements

Corporate forward guidance is frequently forgotten or quietly revised after market cycles shift. StockRadar24 tracks concrete, numerical forward promises made by management in official Regulation-30 exchange filings, presentations, and transcripts, grading them deterministically once the target period closes.

1. Strict Anti-Hallucination Architecture:

Every tracked claim must originate from an authentic exchange document with a direct PDF source link. All extracted claims undergo a mandatory verbatim substring check (sourceText.includes(verbatimQuote)) to guarantee zero AI hallucination or fabricated company promises.

2. Objective Mathematical Resolution Statuses:

DELIVERED: Actual financial metric met or exceeded guided target (within 2% tolerance).
PARTIAL: Actual metric achieved ≥ 95% of target or within 100 bps.
MISSED: Reported result fell short of guidance.
GOALPOST MOVED: Target deadline elapsed >180 days with no verified figures published.
PENDING: Target financial period has not yet closed or reported.

Regulatory Product Boundary & SEBI Non-Advisory Notice

1. Non-Executable Platform: StockRadar24 is an information, research, and data analytics platform. It is not an exchange, trading venue, multilateral trading facility, or broker-dealer. It cannot execute transactions or receive trading orders.

2. Analytical Estimates, Not Investment Advice: All historical odds distributions, scorecards, statistical metrics, and probabilities are empirical data calculations for educational and research purposes. They do not constitute financial advice, solicitation, or recommendation under SEBI (Investment Advisers) Regulations.

3. Data Independence: Corporate engagement via our Investor Relations channel does not grant companies editorial suppression power over legitimate disclosures or critical analytical summaries.