Autonomous quantitative research system

The market closes.
MERIDIAN wakes up.

A fleet of autonomous agents that reads all 503 S&P 500 stocks after each U.S. close — scoring momentum, fundamentals and sentiment against the whole market, and publishing its highest-conviction signals with the reasoning attached. Built and operated by one engineer. Research only; it trades no money.

NRC v1.0 · CROSS-SECTIONAL RUNS UNATTENDED · 21:55 AEST PAPER RESEARCH · NOT ADVICE
The nightly screen — 503 tickers, one pass 0 tier-1 · 0 watchlist · 0 filtered
INITIALISING
TIER 1 — TOP QUARTILE WATCHLIST FILTERED / EARNINGS-BLACKOUT
503stocks screened nightly
7days of signals shown
9autonomous agents
visits to date
01 — Live output

This week's scans, night by night.

Updated automatically after each nightly run. Every signal shows its factor breakdown — why the system ranked it, not just that it did. These are research outputs, not recommendations.

LAST 7 SCANS SAMPLE DATA — AWAITING LIVE FEED

Weekly flow — where every scan slot went

Week dial — tier-1 per night, hover a spoke

Sector mix — tier-1 signals aggregated across the week

Persistent names — held tier 1 on multiple nights

z = standard deviations from the market average that night · p = composite score mapped to 0–1 · full universe logged nightly, top signals shown
02 — The system

Built as a fleet, not a script.

MERIDIAN is one agent inside a larger autonomous system. A central orchestrator dispatches specialised agents on schedule: MERIDIAN generates the signals, LEDGER manages a simulated portfolio against them, a quantitative advisor reviews the mathematics weekly, and an infrastructure agent handles backups, monitoring and data-integrity guards.

Every number the system reports must cite its source query and sample size — a standing rule adopted after live operation showed how easily a confident-looking figure can be computed on broken data. The system is designed to distrust itself.

GUARD
Halt on degenerate data If a scan returns too few valid signals, the pipeline halts rather than act on a broken universe.
GUARD
No stale prices, ever Missing prices trigger live re-fetch, then a structural halt — never a substituted stale value.
RULE
Source-verified reporting Every reported metric carries its query and sample size. Unverifiable numbers ship labelled as such.
RECORD
Immutable forensics Validation evidence is sealed with filesystem immutability — auditable, not editable.
Live system map — nightly, end to end EVERY NIGHT · 21:55 AEST
SYSTEM
Tap any node to explore Everything inside the dashed frame runs unattended on a small cloud Linux server. Data flows in from public market sources each night; signals, reports, backups and this website flow out.
CLICK / TAP A NODE · PACKETS SHOW LIVE DATA DIRECTION
03 — The method

Four factors, ranked against the whole market.

Each stock is scored not in isolation but against all 500 — a cross-sectional z-score answers “how unusual is this name tonight, relative to everything else?” The composite blends four views of that question.

Momentum

35%

Trend strength and persistence — RSI, MACD, moving-average structure, volume confirmation.

In plain termsIs this stock already moving, and is the move backed by real participation?

Fundamentals

35%

Business quality — return on equity, revenue growth, margins, leverage and cash generation.

In plain termsIs there a sound company underneath the price?

Sentiment

15%

News tone over recent coverage, scored for each name and normalised across the universe.

In plain termsWhat is being written about this company right now — and is it unusually positive?

Macro

15%

Market regime context — volatility, rates and policy backdrop. Under redesign as a regime modulator following validation findings.

In plain termsIs the broader weather calm or stormy while this signal fires?

Stocks inside an earnings blackout window are excluded before scoring — the system does not take positions into binary event risk. The top quartile of the composite becomes Tier 1; the middle half is held as a watchlist.

The discipline is the product.

Pre-committedPass/fail criteria were locked before the validation began — the test could not move its own goalposts.
Structural haltsSafety checks are enforced by the pipeline itself, not by convention. Bad data cannot reach the portfolio logic.
Honest samplesEvery statistic is reported with its sample size — and flagged when the sample is too small to mean anything.
Sealed recordsValidation evidence is preserved immutably at the moment of close. The history is auditable, not editable.
04 — Validation record

Sixty days, measured honestly.

Paper validation · 26 May – 24 Jul 2026 · criteria pre-committed

MERIDIAN completed a 60-day live paper validation against criteria locked before day one. The system ran unattended, generated signals nightly, and a simulated portfolio traded them under fixed rules — stops, targets, sector caps and capital limits — with no human intervention in the trades.

Closed trades in window23
Simulated resultpositive, modest
Average win vs average loss1.49 : 1
Sample required for statistical confidence~100 trades
Verdict on edgecannot yet be confirmed

The honest reading: at 23 trades, the confidence interval around any win rate spans roughly ±20 points — far too wide to distinguish genuine edge from chance. A positive result at this sample is encouraging and statistically silent at the same time. The validation also surfaced real findings — data-freshness gaps, a structurally inert macro factor — now driving the v2 redesign.

“Not a pass. Not a failure. An honest: not enough data — keep testing, deploy nothing.”

The system continues in extended paper validation toward a statistically meaningful sample, across at least one full earnings season. No real capital is deployed, and none will be unless the evidence earns it.

RECORD SEALED AT WINDOW CLOSE · EVIDENCE PRESERVED IMMUTABLY