CMD+RVL Signals

Short-term, explainable signals built on a continuously updating context graph—revealing what's moving now, why it moved, and whether it matters.

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Build outcomes, not dashboards

Signals is the public interface to CMD+RVL’s analyst-grade context graph. We ship new features daily—based on real questions from the community. Open the app, overlay rates and events, trace every number back to its source, and share a link that carries full lineage. Your collaborator sees the exact same context, with no ambiguity and no black boxes.

Curves & Calendars

Treasury, SOFR, FOMC, CPI and more.

Our first signal—Curves + Calendars—unifies 17 public time-series, event calendars, and 25+ derived features into one coherent short-horizon view. Built for analysts who need to spot correlations, test narratives, or validate fast-moving theories with defensible data.

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Shareable state

Links carry parameters and lineage.

Every saved or shared view includes state, parameters, and a verifiable audit trail. Send a link and collaborators see the identical view—curve selection, event overlays, zoom level, and lineage. Zero drift. Zero guesswork.

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Fast iteration

Build, compare, and save views in minutes.

Signals is designed for rapid analyst iteration: overlay events, test exposures, switch time horizons, compare regimes, and capture snapshots fast. Each view is anchored by CMD+RVL’s context graph, ensuring transparency as the market shifts.

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What you can do now

Signals lets you explore the CMD+RVL context graph through short-horizon outcomes—live, explainable, and tied to real events. Build views that connect Treasury auctions, FOMC decisions, CPI releases, or macro-driven rate movements in minutes.

Always current.

Updates land within hours of filings, auctions, macro prints, or policy events. Signals stays synchronized with reality, giving analysts and operators the same near-real-time feed our data products and engagement teams rely on.

Assurance-grade context.

Every chart includes lineage, coverage, freshness, and latency—ratings-grade metadata that makes short-term signals defensible. When you share a view, every number carries its origin and timing.

"2s/5s/10s behavior around Treasury auction days."

"SOFR vs FOMC moves with normalization factors applied."

"CPI-day rebase and next-7-day realized return patterns."

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High-velocity outcomes backed by a live context graph. Always relevant. Always explainable.

Assurance touches

Signals exposes the same assurance discipline that powers our data products and engagements: coverage metrics, freshness checks, latency tracking, methodology documentation for derived indices, and verification for key sources. Lightweight for analysts, rigorous enough for audit and governance teams.

Quality notes

Each saved outcome includes coverage, freshness, latency, and schema history—so analysts can trust every number before sharing or acting on it.

Methodology

Derived indices like TSPI_30D include methodology notes that document the logic, transformations, and assumptions—analyst-friendly and audit-ready.

Verification

Verification summaries for high-impact feeds (e.g., auctions, CPI, SOFR) ensure transparency as new datasets and signals roll out across the platform.

Trusted by leaders in:

Hedge Funds

Quants

Treasury

Risk Management

Short-term signals that reveal what’s moving now—anchored by lineage, enriched by events, and built to the standards of a next-generation analyst firm.

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