127 market signals. 7 ensemble models. 6 timeframes. Directional forecasts for SPY, QQQ, and the Magnificent 7 with full signal attribution on every call.
PRISM SUPPORTED TICKERS
The Pipeline
PRISM's prediction engine processes over 2.3 million data points per trading session through a distributed ensemble architecture designed for sub-second inference latency.
Multi-source ingestion pipeline with sub-100ms latency. Real-time normalization and feature extraction across 127 distinct signals.
7 heterogeneous models vote on directional probability. Weighted consensus based on rolling 30-day accuracy per market regime.
Automated pattern detection identifies 47 classical formations with probabilistic confidence intervals and historical win rates.
Final predictions calibrated via Platt scaling with isotonic regression. Confidence scores map directly to historical hit rates.
Under The Hood
Not another black box. Real models, real data, real results you can verify.
We run separate model stacks for each horizon because a 5-minute prediction and a 4-hour prediction are completely different problems. Each one backtested on 18 months of walk-forward data. The percentages you see are the actual hit rates from last month — not cherry-picked marketing numbers.
Trained a CNN on 2.1 million labeled candle formations. It catches head & shoulders, wedges, flags — patterns that actually matter. Each detection includes the historical win rate for that setup in similar market conditions.
Every signal shows which features drove the prediction. SHAP values broken down by category — was it order flow? Options Greeks? RSI divergence? You'll know exactly what the model saw.
Plug in your webhook URL, set a confidence threshold (e.g. only ping me above 75%), and you're done. Alerts hit your channel in under a second. Set quiet hours if you don't want 4am notifications.
Every prediction gets logged with a timestamp the moment it's generated. When the candle closes, we compare against actual price. No after-the-fact editing. The accuracy metrics you see are computed automatically from this audit trail.
The entire model stack re-runs every 300 seconds during market hours. Not cached. Not stale. Fresh inference on the latest data. Pre-market and after-hours support for those who trade extended sessions.
We pull dark pool prints and unusual options activity in real-time. When someone drops $2M on 0DTE calls, you'll see it. The model weighs this data heavily — big money moves markets.
Pricing
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SPY & QQQ trading signals
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