DISCLOSURE INTEGRITY SIGNAL
Sector Disclosure Heatmap LIVE
■ 0-29■ 30-49■ 50-69■ 70+
Disclosure Integrity Alert
Risk language elevatedvs prior filing
Insider activity detectedForm 4 confirmed
Disclosure gap detectedalignment mismatch
External signal divergentmarket unaware
RISK: ELEVATED
ACTION: Investigate | Monitor
Intelligence Chain — Filing to Root Cause
NLP scans SEC filing for language shifts vs prior period
1
DETECT
Filing shift
→
Categorize risk type: regulatory, operational, financial, legal
2
CLASSIFY
Risk type
→
Cross-reference against 8-K filings and corporate events
3
CORRELATE
8-K events
→
Compare filing signal against news coverage and market pricing
4
DIVERGE
News gap
→
Check Form 4 insider transactions for confirming or contradicting activity
5
CONFIRM
Insider signal
→
Identify the real-world root cause driving disclosure changes
6
TRACE
Root cause
→
Match against 30 years of historical patterns with similar signals
7
PRECEDENT
Historical
Validated Case Studies
INTC2021
-61%
System flagged critical disclosure stress. Signal triggered 3 YEARS before repricing.
ORCL2025
-56%
Maximum alarm Sept 2025 at $328. Layoffs confirmed 6 months later.
ABBV2019
-13.4%
Multiple disclosure dimensions shifted. $63B acquisition incoming.
Recent Filing Signals LATEST
Portfolio Watchlist
Validation Results 23/24
| Signal | Alpha | t-stat | Pass |
|---|---|---|---|
| 10-K Language | +4.51% | 4.46 | 6/6 |
| 10-Q Language | +4.06% | 7.67 | 5/6 |
| 10-K Composite | +3.41% | 3.69 | 6/6 |
| 10-Q Composite | +4.25% | 9.80 | 6/6 |
DISCLOSURE COHERENCE
t = 11.11
FF5 α = +7.36% · n = 858 filings
Methodology
✓Peer-reviewed financial linguistics
✓Five independent signal layers
✓Fama-French 5-factor controls
✓Bonferroni-corrected thresholds
✓Full causal trace on every alert
✓30 years of validated signal history
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