Model A — Cost • Carry • Scarcity
Anchors price to marginal extraction cost percentile, storage & financing, inventory‑linked convenience yield, and risk premium.
Economics‑first • Explainable
Cross‑asset (Oil • Gold • Silver • BTC)
Quantifying the Market’s Emotional Premium
SignalAI measures the deviation between economic fair value and market price using two transparent models—then turns that gap into a tradable, explainable score.
Built by Applied AI Ventures — AI for interpretation, not prediction.
Example • WTI Crude (illustrative)
Model fair value
Spot price
Undervalued zone
Overvalued zone
Why SignalAI
An explainable signal layer that sits on top of existing data terminals. We don’t replace Bloomberg — we measure what it doesn’t: the behavioral distance between cost‑anchored fair value and price.
Model B — Futures‑Implied
Backs out a fair spot from the term structure F·e^{-(r+u-y)T}, then layers volatility and basis. Transparent, auditable, fast.
Explainable Scores
Deviation becomes a normalized Signal Alpha score (−100…+100). Drill down to factor contributions and historical outcomes.
How it works
1) Economic anchor
Ingest spot, futures, rates, storage, inventories, and extraction cost curves. Compute Model A & B fair values.
2) Behavioral drift
Score the gap between model and market. Overlay regime detection and volatility‑adjusted risk premia.
3) Cross‑asset signals
Extend with vertical features — OPEC quotas, ETF flows, hash‑rate, governance. Unified scale, interpretable layers.
4) API & alerts
Consume via JSON/CSV API or dashboard. Set thresholds for extreme mispricing and receive email/webhook alerts.
Who it’s for
Macro & CTA Funds
Size trades by distance from fundamentals. Identify crowded narratives vs. cost‑anchored reality.
Commodity Desks
Monitor convenience yield, basis, and inventory tightness with a single drift metric.
Digital Asset Funds
Bridge crypto to macro with a transparent, cross‑asset valuation anchor. Interpret, don’t speculate.
Request early access
Be first to test SignalAI Scores for oil, gold, silver, and bitcoin. We’ll invite a small group of funds and PMs for a private beta.
We’ll only email about the beta. No spam. Unsubscribe anytime.
Illustrative back‑test
- WTI SA < −15% → avg +5.2% next 1M
- WTI SA > +15% → avg −4.1% next 1M
- Gold extremes align with 2011 & 2020 cycles
- BTC deviations spike around halving narratives
For illustration only. Not investment advice.