Methodology
Attention Queue Algorithm
A ranked list of positions that need action, ordered by a 0–100 composite score. The queue blends factor drift, smart-money behavior, insider signals, filing red flags, and position importance. It is computed daily and refreshed when new data arrives (13F, insider filings, factor snapshots, alerts).
Scoring Model
We use a weighted linear blend, then normalize to 0–100 with time decay:
score = 100 * sigmoid( Σ w_i * s_i ) s_i ∈ [-1, +1] per signal w_i from table below time_decay = exp(-age_days / 14) final_score = score * time_decay
Signals are clamped to [-1, +1]. Positive values mean “good”; negative values increase urgency. Scores below 50 are typically excluded from the queue (see thresholds).
Signal Weights
Weights are tuned to favor high-severity, slow-moving signals (red flags, exit pressure) over noisy intraday moves.
Thresholds & Gating
- Visibility: items with score ≥ 50 enter the queue; scores below 40 are dropped.
- Tier limits: Free shows top 3; Pro shows all; Premium shows all + history + alternatives.
- Decay: 14-day half-life; severe red flags ignore decay for 7 days.
- Rate limits: max 50 items/user to keep UI responsive; highest scores win.
Data Inputs
Market & Factors
Daily factor snapshots, price gaps, volatility spikes, style drift (size/value/momentum/quality/vol).
Smart Money
Holder IQ (13F) momentum, exit pressure, crowding scores, concentration HHI.
Insiders
Form 3/4/5 severity with role weighting, clustering, and 10b5-1 discounting.
Filings & Red Flags
Going concern, material weaknesses, auditor changes, litigation/SEC language.
Actionable Alternatives
For scores ≥ 50 we fetch factor-neutral substitutes via findAlternatives(). Premium shows full alternatives; Pro shows the top pick. Substitutes must be wash-sale-safe (for tax workflows) and meet a minimum factor similarity of 60%.
Refresh & APIs
- Jobs: Nightly attention-queue refresh job + on-demand triggers after major events (new 13F, insider filing, factor drift alert).
- API:
GET /api/portfolio/attention-queue(tier gated). - Cache tags:
attention-queue:{userId}for invalidation after updates.