Introducing KALMAN — now in private beta

Cut through the noise.
Know when to act.

KALMAN is MSR Advisors' signal intelligence platform — turning complex market data into a clear, daily conviction score for self-directed investors.

Sign In to KALMAN → See how it works
SPY $733.92 77% HIGH ▲
QQQ $484.11 81% HIGH ▲
TSLA $427.18 89% HIGH ▲
COIN $198.44 62% MED ▲
GLD $312.05 74% HIGH ▲
TLT $88.34 38% LOW ▼
NVDA $891.60 84% HIGH ▲
AMZN $204.31 71% HIGH ▲
SPY $733.92 77% HIGH ▲
QQQ $484.11 81% HIGH ▲
TSLA $427.18 89% HIGH ▲
COIN $198.44 62% MED ▲
GLD $312.05 74% HIGH ▲
TLT $88.34 38% LOW ▼
NVDA $891.60 84% HIGH ▲
AMZN $204.31 71% HIGH ▲
9
Independent Factors
100
Point Conviction Scale
Daily
Signal Refresh
5yr+
Backtested History
The Signal
One score.
Nine factors.
Daily clarity.

KALMAN evaluates every symbol across 9 independent market factors — trend, momentum, volatility, sector alignment, and more — condensed into a single conviction score. No guesswork. No noise.

Every factor is shown in full so you can see exactly where the weight of evidence sits — and where the risk is hiding.

SPY LONG ▲
77%
HIGH CONVICTION
Entry$733.92
Stop (ATR)$720.68
VIX18.4
✓ OTT trend aligned long (+1.4% gap)
✓ Price above 200-day SMA
✓ Price above 50-day SMA
✓ RSI in healthy range (54.2)
✗ VIX slightly elevated (18.4)
✓ TLT confirming risk-on
✓ QQQ confirming long
✓ MACD above signal
Who it's for
Built for investors who do their own work

KALMAN doesn't replace your analysis — it systematizes it. Here's who gets the most out of it.

The Self-Directed Trader
You manage your own account and make your own calls — but you want a rigorous, repeatable process to back your conviction.
  • Daily signal review before the open
  • Position log to track every entry and exit
  • Factor-level transparency — no black box
The Active Long-Term Investor
You're not a day trader, but you do actively manage risk. You need to know when to add, hold, or step back — based on data, not headlines.
  • Conviction scores for sizing decisions
  • Earnings & macro risk flags built in
  • Score trend to see setups improving or fading
The Research-Driven Investor
You follow the data. You want systematic entry signals on top of your own fundamental or sector research.
  • Day-over-day factor comparison
  • Signal history for any tracked symbol
  • Backtested methodology, not gut feel
Features
Everything you need to trade with conviction

Built for self-directed investors who want systematic clarity — not more opinions.

📊
9-Factor Conviction Score
Every signal is evaluated across trend, momentum, volatility regime, sector alignment, and more. One number tells you where the weight of evidence sits.
📅
Earnings Awareness
KALMAN flags upcoming earnings and recent results directly on the signal — so you always know the binary event risk before entering a position.
📈
Day-Over-Day Comparison
See exactly which factors changed between any two dates. No more wondering why a score moved — every shift is explained at the factor level.
🗂
Position Log
Track entries and exits with conviction scores locked at trade time. Monitor stop distance, P&L, and score evolution while you're holding.
⚡
Exit Signal Alerts
Automatic alerts when a stop is breached, a signal reverses, or conviction collapses — with context so you can decide, not just react.
🌐
Macro Context
Every signal includes the macro backdrop — VIX fear level, bond market flow, and tech sector alignment — so you always see the full picture.
Methodology
Transparent by design

Every point in the conviction score is earned by a specific market condition. No black boxes. No hidden inputs.

FactorMax PtsWhat it measures
OTT Trend 20 VAR adaptive moving average alignment — the primary trend filter
200-Day SMA 15 Long-term trend regime — price above or below the 200-day mean
VIX Regime 15 Fear gauge — low VIX favors longs; elevated VIX signals caution
50-Day SMA 10 Medium-term trend confirmation — intermediate momentum filter
RSI (14) 10 Relative strength index — avoids overbought entries, confirms momentum
TLT Flow 10 Bond market signal — TLT above 50-day SMA indicates risk-off rotation
QQQ Alignment 10 Tech sector confirmation — Nasdaq in sync with the setup direction
MACD 5 Momentum crossover — MACD line vs signal line direction
Signal Freshness 5 Recency of the OTT crossover — rewards recent, high-quality entries
Conviction Thresholds
Scores that mean something

The 100-point scale is divided into three actionable conviction levels — each backed by historical backtesting on SPY OTT crossovers.

HIGH ≥ 70 Trade. Weight of evidence supports the setup. Full position sizing warranted when risk management confirms.
MEDIUM 45–69 Watch. Setup is developing but not confirmed. Monitor daily for score improvement or deterioration.
LOW < 45 Flat. Evidence does not support the trade. Preserve capital and wait for a better setup.

Stop losses are set at 2× ATR(14) from entry — sized to the symbol's actual volatility, not a one-size-fits-all percentage.

How it works
Three steps. Daily discipline.

KALMAN is designed to fit into your morning routine — not replace your judgment, but sharpen it.

1
Enter your symbols
Type any ticker — SPY, individual equities, ETFs. KALMAN fetches the latest daily closing data automatically from Yahoo Finance.
2
Review the conviction score
See where each factor lands and why. HIGH, MEDIUM, or LOW — with full factor-level transparency and a day-over-day change view.
3
Decide with confidence
Log your entry, track your position, and let KALMAN alert you when the thesis changes — stop hit, signal flip, or conviction drop.
FAQ
Common questions
KALMAN works with any ticker available on Yahoo Finance — US equities, ETFs, and major indices. The macro factors (VIX, TLT, QQQ) are always pulled automatically and factored into every signal regardless of what symbol you're analyzing.
Signals are based on daily closing data. You generate a fresh signal whenever you open the app — it fetches the latest available market data at that moment. The system is designed to be used after the daily close, before the next open, as part of a morning or evening review routine.
OTT (Optimized Trend Tracker) is a VAR adaptive moving average developed by Anıl Özekşi. Unlike a standard moving average, its smoothing factor scales with momentum — tighter in choppy markets, more responsive in trending ones. KALMAN uses a 2-bar lag on OTT crossovers to reduce false signals. It carries the most weight (20 pts) because backtesting showed it to be the single most predictive factor for S&P 500 conviction trades.
No. KALMAN is a research and signal-tracking tool for informational purposes only. Nothing on this platform constitutes investment advice, a recommendation to buy or sell any security, or a guarantee of future performance. All investing involves risk, including the possible loss of principal. You are solely responsible for your own investment decisions.
KALMAN is currently in private beta with an invited group of investors. If you've received credentials from MSR Advisors, click "Sign In" above. Access is by invitation only during the beta period.
Most screeners give you a list of stocks with no context. Most signal services are black boxes. KALMAN shows you every factor, every point, and every reason — so you can agree or disagree with the score intelligently. The goal is to make your own decision-making more rigorous, not to outsource it.
Private Beta
Ready to see clearly?

KALMAN is currently in private beta with an invited group of self-directed investors. Sign in below if you've received access.

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