Introducing KALMAN — now in private beta

Know what the market
is telling you — today.

KALMAN is MSR Advisors' signal intelligence platform — systematic, risk-managed entry signals so you trade with conviction, not guesswork.

Sign In to KALMAN → See how it works
16
Independent Factors
500+
Symbols Scanned Daily
Daily
Signal Refresh
9yr+
Backtest History
The Signal
One score. Sixteen factors.
Daily clarity.

KALMAN evaluates every symbol across 16 independent market factors — OTT trend trigger, price momentum, RSI, StochRSI, VIX level, VIX term structure, bond flows, credit spreads, breadth, sector alignment, weekly trend, volume, and more — gate-conditioned and regime-adaptive, then condensed into a single conviction score. The goal isn't to beat buy-and-hold in a bull market. It's to know when the setup is strong, manage your risk when it isn't, and never be surprised by a position.

📊
16-Factor Conviction Score
Every signal is evaluated across trend, momentum, volatility regime, credit spreads, bond flows, sector alignment, and more. One number tells you where the weight of evidence sits — with full factor-level transparency.
⏱
Entry Timing Guidance
Beyond BUY / SELL / HOLD: know if the entry is Optimal, Overbought, or Stale — with specific pullback targets based on OTT level, 50-day SMA, and ATR.
🗂
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 — with automated exit signal alerts.
📈
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.
⚡
Exit Signal Alerts
Automatic alerts when a stop is breached, a signal reverses, or conviction collapses — with full context so you can decide, not just react.
🌐
Macro Context
Every signal includes the macro backdrop — VIX fear level, VIX term structure, bond market flow, credit spreads, and sector alignment — so you always see the full picture behind any setup.
🔍
Universe Scanner
Daily scan across 500+ S&P 500 symbols, surfacing the highest-conviction setups each morning. Don't search for trades — let the scanner bring them to you, ranked by score.
📋
Paper Portfolio
A synthetic paper portfolio tracks signal performance without real capital at risk. Follow the model's picks, see how conviction-gated decisions would have played out, and build confidence before going live.
Conviction Thresholds
Scores that mean something

Three actionable conviction levels, each validated on 9+ years of point-in-time S&P 500 signals. Gate-conditioned so buy/sell verdicts automatically account for the macro regime.

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 before entering.
LOW < 45
Flat.
Evidence does not support the trade. Preserve capital and wait for a setup where the weight of evidence is clear.
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, or request access to join the list.

Sign In to KALMAN → Request Access