Every methodology change, published openly.
Quant models are only trustworthy when their changes are visible. This page records every material change to PRISM's scoring methodology, validation rules, and historical comparability — including the ones that made our numbers look worse.
Measured, cache-aware runtime — verified not to change any score
The pipeline now archives a full runtime audit for every run (not just the latest), with a durable index, per-phase timings, and explicit detection of machine-sleep / stall time so a 10-hour wall-clock is never confused with active compute. This makes monthly rebalances and daily runs separately comparable over time.
Alongside it, the system is being made cache-aware — reusing unchanged evidence and price history instead of recomputing — and a per-provider concurrency gate keeps upstream data sources from being overloaded. A fixed benchmark re-runs the same set with caches off and on.
Crucially, a cache-transparency check asserts that final scores are bit-identical (within tolerance) with caches on versus off. These are speed, reliability and measurement changes only — scoring methodology, model regime, and published performance are unaffected, and we verify that rather than assert it.
Market Signals layer + independent research services
A new Market Signals page surfaces ownership, flow and short-interest leaderboards, and every company page now shows an Ownership & flow panel for its ticker. These are fed by a set of independent, read-only services: short interest & squeeze pressure (FINRA), insider flow, congressional trades, an FDA-catalyst calendar, and a macro snapshot (FRED) — plus native boards for buybacks, 13F smart money, capital flow, policy exposure, fundamental quality and risk flags. Each feed is optional: if one is offline it simply shows as unavailable and nothing else is affected.
An ArkenLabs MCP server was also added, exposing this public data (rankings, boards and feeds) read-only to AI tools such as Claude and Cursor.
These are data-surface and presentation additions built alongside — not inside — the PRISM model. Scoring methodology, model regime, and published performance are unaffected.
Official name: ArkenLabs
The public research product is now published under the official name ArkenLabs (arkenlabs.eu). The underlying scoring model keeps the name PRISM — ArkenLabs is the brand, PRISM is the model.
Alongside the name, the interface received a full visual redesign: a new octahedral gem logo, a single light “etched blueprint” theme on a khaki / burnt-orange / plum palette, monospace technical labels, faint schematic watermarks, and refreshed navigation. This is a presentation change only — scoring methodology, model regime, and published performance are unaffected.
Backtest realism upgrade (numbers revised down, on purpose)
A full audit of the research pipeline led to four methodology changes that make reported performance more honest and strictly harder to achieve:
1. Entry timing: simulated entries now use the first trading day after a scoring snapshot, never the snapshot day itself, removing a same-day information edge.
2. Transaction costs: backtests now support explicit per-rebalance trading costs instead of assuming free trading.
3. Benchmark alignment: portfolio and SPY metrics use actual common observation dates instead of stale forward-filled prices.
4. Point-in-time inputs: holdings and evidence remain anchored to the snapshot that was available at the decision date.
These changes intentionally make the research record more conservative and easier to reconcile.