Nightly quantitative signals · For Financial Professionals ONLY
Three systematic reports published every evening after the close — built on breadth data, momentum, and fundamental quality scores. No opinions. No noise. Just the numbers.
The reports
Each report targets a different time horizon and decision — from long-term market regime to sector allocation to individual stock selection.
Report 01 · Published nightly
A long-term, breadth-driven model that gauges the overall health of the U.S. equity market. When broad market conditions are favorable, the model is invested. When they deteriorate, it moves to safety. Signal changes are infrequent by design — reflecting major shifts in market character, not short-term noise.
Read latest report →Report 02 · Published nightly
A risk-managed sector rotation model that moves between the top-ranked U.S. sector ETFs and cash. A market breadth regime signal determines whether the portfolio is invested at all; when it is, sector selection is driven by a momentum-based ranking refreshed monthly.
Read latest report →Report 03 · Published nightly
A ranked watchlist of S&P 500 stocks combining price momentum with two fundamental quality screens — the Piotroski F-Score (financial health) and the Beneish M-Score (earnings manipulation risk). Momentum selects the candidates; fundamentals filter out the fragile ones.
Read latest report →Weekly Recap · Published Fridays
A weekly synthesis combining the current status of all three models with index returns, major market events, and spotlights on the sectors and stocks they're currently tracking — the week's signal, in context.
Read latest report →How it works
STEP 01
Price data, market breadth figures, and fundamental filings are pulled automatically each evening after the NYSE close. No manual inputs, no editorial judgement.
STEP 02
Each report runs its own quantitative model — breadth thresholds, momentum ranks, and multi-factor quality scores — producing a fresh signal or ranking for the next trading session.
STEP 03
All three reports are published and emailed to subscribers by early morning, before the next open. Everything you need before the market moves.
STEP 04
The models follow rules, not hunches. Past signal history and backtested performance tables are published with every report so you can evaluate the track record yourself.
The approach
Street Smart Reports was built on one principle: a model that can be fully described is a model that can be trusted. Every signal in every report follows a fixed, rules-based process — the same calculation, run the same way, every single night.
The models are designed for real-world use. Long holding periods, low turnover, and objective entry and exit criteria mean signals that a disciplined investor can actually act on — not a new "opportunity" every other day.
Performance tables, signal history, and methodology details are published inside every report. Models are based on well-defined, time-tested quantitative processes, delivered consistently.
Free access
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