Directional consensus & probability telemetry for liquid markets.
Spectre Finance operates as an impersonal quantitative publisher under 15 U.S.C. § 80b-2(a)(11)(D). We ingest mechanical machine learning consensus vectors, directional probabilities, and conviction scores from remote compute clusters every 300 seconds.
Public Research Tier — Directional Consensus (T-24H Delayed)
Impersonal historical snapshot. Live 5-minute pulses are reserved for subscribers.
Historical Trajectory vs. Predicted Vector & Residual Error
Model directional accuracy & residual deviation across consecutive execution cycles
Model Calibration & Dispersion
Empirical Brier reliability score over rolling window
Decoupled Two-Server Ingestion Specification
Rich JSON schema payload with directional vector and residual error tracking
{
"asset": "SPY",
"direction": "increase",
"probability": 78.40,
"confidence_score": 91.20,
"actual_price": 582.40,
"predicted_vector": 584.10,
"timestamp": "2026-10-06T05:00:00Z"
}External ML clusters run statistical classifier ensembles across multi-timeframe order flow, pushing authenticated confidence telemetry directly to PostgreSQL every 300 seconds.
Full Live Telemetry Access
Zero-latency 5-minute automated pulses, multi-asset probability distributions, and raw dataset export.