Methodology v2.14

The Veridion Score is a calibrated, coverage-aware composite.

Operating-company scores map six factor categories to a 0-100 scale. Fund scores use five market and flow categories on the same scale; company valuation and earnings inputs are excluded rather than zero-filled. When an applicable factor lacks usable data, the composite reweights across the factors that remain. Exact weights and normalization parameters stay server-side. Score calibration is anchored to a stable broad reference universe, so a ticker is not reranked just because the screener universe changes.

v2.14 applies documented GICS restructuring overrides where the SEC SIC taxonomy predates a sector move. SEC SIC remains the first source for every other company; description inference is last. Only SIC-backed and sourced override-backed sectors form peer cohorts. Description-only and unclassified names use absolute valuation inputs; Hype omits a peer comparison. v2.13 snapshots remain frozen as their own cohort.

The public evidence window is May 16-21, 2026 plus July 21, 2026 onward. The May 22-July 20 accrual gap remains empty and is never backfilled. Only completed windows publish, and each band-window estimate remains withheld below N 30.

Quarantined predictions: 5696. Missing entry price: 133. Instrument ineligible: 2704.

Veridion Score methodology changelog

v2.14 sector basis

Effective August 18, 2026

Documented GICS restructuring overrides supersede stale SIC mappings. SEC SIC code remains the first source for every other company; description inference is last.
Each score snapshot records the source and SIC code used.
Only SIC-backed or override-backed sectors enter peer-relative Valuation and Hype comparisons.
Unclassified and description-inferred names use the absolute valuation path. Hype does not name a peer cohort.
v2.13 history is unchanged. v2.14 starts a separate prospective cohort.
On 2026-08-24, 70 non-common-equity instruments were removed from scoring; ranks restated. Their historical rows remain in the append-only evidence ledger and are quarantined from common-equity evaluation.
On 2026-08-26, documented 2018 and 2023 GICS sector moves were added ahead of stale SIC mappings. Historical snapshots were not rewritten; subsequent snapshots record the corrected sector and sourced override provenance.

Veridion Score methodology changelog

v2.13 integrity update

Shipped July 10, 2026

Before we turned marketing on, we audited our own flagship: the Veridion Score. We found two defects. Both are fixed in v2.13.

What we found

1. Earnings factor was degenerate. Under v2.12, the earnings factor collapsed to two coarse values dominated by a neutral default. It looked informative without producing a continuous distribution.
2. Confidence label was not backed by data. High-confidence labels could appear despite missing factor inputs. The label described model certainty without requiring complete underlying evidence.

What changed

Earnings now follows a continuous surprise curve.
Sparse earnings history is marked unavailable instead of receiving a favorable default.
Thin analyst and sentiment samples shrink toward neutral.
High confidence requires measured data across all six factors.
v2.12 history is frozen. We are not retroactively rescoring the past.
The model-integrity gate blocks deploys when a factor degenerates or confidence is not backed by coverage.

STRONG

75-100 + high confidence

High-conviction composite with broad factor coverage behind the score.

BUY BIAS

60-74, or 75+ with thinner confidence

Constructive read, including high scores that do not clear the STRONG confidence gate.

NEUTRAL

45-59

Balanced evidence or incomplete signal strength across the available factor set.

SELL BIAS

30-44

Unfavorable composite where risk evidence outweighs support.

AVOID

0-29

Adverse public band under the current methodology.

Company methodology

Six applicable company factors

01 · Sentiment

Definition

News insight balance for the ticker across a 14-day primary window, extending to 90 days only when the primary window has no qualified ticker insight.

Data source

Market news insights with exact ticker-level sentiment tags; articles older than 90 days remain unavailable.

Forward-return justification

Forward-return review is reported on the public track record once band coverage clears the sample-size rule. review the public track record

Known limitation

News tagging can lag breaking events and can miss articles that do not carry ticker-level insight tags.

02 · Valuation

Definition

Market-universe valuation discipline from available company fundamentals and comparable multiples.

Data source

Financial statements, current quote data, and the covered-universe peer set.

Forward-return justification

Track-record evidence compares score bands across the same broad reference universe. review the public track record

Known limitation

Sparse statements can reduce usable metric coverage. Missing valuation fundamentals are excluded from the available subset.

03 · Hype

Definition

Attention velocity, abnormal volume, and breakout pressure measured from real market and news signals.

Data source

Daily market bars and ticker-level article counts, with financial safeguards from company statements.

Forward-return justification

Hype is validated inside the composite rather than published as a stand-alone forecast. review the public track record

Known limitation

Attention can fade quickly, and deeply unprofitable companies have capped upside from this factor alone.

04 · Analyst rating

Definition

Current analyst rating mix transformed onto a 0-100 scale, with thin coverage pulled toward neutral.

Data source

Analyst rating tape covering buy, hold, and sell-side rating counts.

Forward-return justification

Forward-return tables are linked by score band and include sample size plus standard error. review the public track record

Known limitation

Coverage differs by ticker. Sparse analyst counts are treated as lower-confidence evidence, not a full-strength signal.

05 · Momentum

Definition

Recent price return and moving-average structure from daily bars.

Data source

Daily aggregate market bars, using the available historical window when present.

Forward-return justification

The track-record page shows realized returns for the composite bands that include this factor when data exists. review the public track record

Known limitation

New listings and sparse bar histories can reduce the factor's usable coverage.

06 · Earnings

Definition

Recent earnings surprise history transformed into a continuous score when enough estimate-backed reports exist.

Data source

Earnings reports with actual and estimate fields when both are present.

Forward-return justification

Band-level forward returns are shown with null returns dropped rather than filled. review the public track record

Known limitation

Single-report or estimate-sparse histories are withheld from the factor until coverage clears the evidence floor.

Fund methodology

Five factors, valuation-exempt

ETFs and other classified funds never receive P/S, P/B, or company earnings-surprise inputs. The composite renormalizes only across the applicable fund factors, and every payload states its instrument class and coverage denominator.

Momentum

Recent fund-price return and moving-average structure from daily market bars.

Hype

Ticker attention, breakout pressure, and price acceleration without company-fundamental inputs.

Sentiment

Ticker-level news insight balance across the recent article window.

Fund flow

Issuer-reported net flow normalized by reported assets under management; omitted without a dated issuer receipt.

Volume

Directional up-day versus down-day volume across recent reported market sessions.

Known limitations

Missing data is not filled with zero. An unavailable factor is dropped from the applicable company or fund subset.
Confidence rises with breadth of applicable factor coverage. High confidence requires all six company factors or all five fund factors to have usable data.
Sparse samples are shrunk toward neutral rather than allowed to create a high-conviction score by themselves.
The highest public band requires both score strength and broad data coverage.
Valuation metrics can lag fundamental filings and can be unavailable for new or thinly covered issuers.
Newer tickers can have limited bar history, limited filings, or no forward-return window yet.
Track-record rows without complete 30d, 60d, and 90d returns are excluded from public band tables.
The score is descriptive research infrastructure. It is not financial advice.