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Methodology

How Early Signal analyzes the AI ecosystem and constructs portfolios.

10-Layer AI Supply Chain Taxonomy

Every stock in the universe is assigned to one of ten layers that trace the AI value chain from raw materials to secondary beneficiaries. Signals propagate along upstream/downstream edges so that, for example, a foundry capacity squeeze in Layer 1 ripples into chip and infrastructure layers before reaching applications.

LayerNameExample Tickers
0Raw Materials & ComponentsMP, ENTG, MKSI
1Semiconductor ManufacturingTSM, ASML, AMAT, LRCX, KLAC
2Chips & AcceleratorsNVDA, AMD, AVGO, MRVL, MU, ARM
3InfrastructureANET, VRT, EQIX, DLR, CRDO
4Cloud & Compute PlatformsMSFT, AMZN, GOOGL, META, ORCL
5AI Platforms & ToolsMDB, SNOW, DDOG, PLTR, ESTC
6Foundation Models & AI ServicesMSFT, GOOGL, META, AI
7AI ApplicationsCRM, NOW, WDAY, CRWD, PANW
8AI-Enabled TransformationJPM, UNH, WMT, JNJ, CAT
9Secondary & Tertiary BeneficiariesVST, CEG, NRG, PWR, EMR

Signal Architecture

Composite signals are built from three timeframe-specific components, each composed of weighted sub-signals.

Daily Signal

Momentum
30%
Options Flow
20%
News Sentiment
20%
Earnings Surprise
20%
Insider Trading
10%

Weekly Signal

Analyst Revisions
30%
Sector Rotation
25%
Supply Chain Leading Indicators
25%
Technical Levels
20%

Quarterly Signal

Fundamental Shifts
35% — revenue acceleration, margin trends
Valuation Resets
25% — multiple expansion / compression
CapEx Trend Analysis
20%
Market Share Changes
20%

Multi-Timeframe Aggregation

The three timeframes are blended with layer-specific weights. Layers closer to raw materials lean quarterly; layers closer to applications lean daily.

LayerDailyWeeklyQuarterly
0 Raw Materials15%35%50%
1 Semiconductor Mfg20%35%45%
2 Chips & Accelerators30%35%35%
3 Infrastructure15%40%45%
4 Cloud & Compute25%35%40%
5 AI Platforms & Tools25%35%40%
6 Foundation Models30%35%35%
7 AI Applications25%35%40%
8 AI Transformation15%35%50%
9 Secondary Beneficiaries10%35%55%

Conviction Scoring

HIGH
Composite signal ≥ 0.75
MEDIUM
Composite signal ≥ 0.50
LOW
Composite signal ≥ 0.25

When timeframes disagree in direction, a 30% disagreement penalty dampens the composite. Weekly signals decay over 5 days; quarterly signals decay over 65 days.

Cross-Layer Propagation

Strong signals in one layer propagate to connected layers with a lag that models real-world supply chain transmission times.

Attenuation per hop
60% retained (40% decay)
Maximum hops
3
Minimum source signal
0.20 to initiate propagation
Floor after propagation
0.05 (signals below this are discarded)
Memory window
90 days

Propagation lags range from 7 days (Foundation Models to downstream) up to 90 days (upstream commodity layers). For example, a strong signal in Layer 1 (Semiconductor Manufacturing) reaches Layer 2 (Chips) after ~45 days at 60% strength, then Layer 3 (Infrastructure) after another ~30 days at 36% strength.

Bottleneck Detection

The engine continuously monitors supply chain chokepoints using capacity utilization, lead time stress, and inventory signals. Each chokepoint is classified into a severity tier.

TierSeverity ScoreBeneficiary SignalVictim Signal
CRITICAL≥ 0.75up to +0.80down to −0.60
MODERATE≥ 0.50up to +0.48down to −0.36
MILD≥ 0.25up to +0.24down to −0.18
NORMAL< 0.25No signal generated
Tight utilization threshold
90%
Normal utilization threshold
75%

Tickers are classified as beneficiaries (alternative suppliers, substitutes) or affected (dependent on the bottlenecked chokepoint). Bottleneck signals feed into the composite before portfolio construction.

Portfolio Construction

Positions are allocated across three sleeves based on conviction and timeframe alignment.

Sleeve Architecture (Moderate Risk)

Core (60%)
High-conviction, quarterly-driven — up to 15 names, min signal 0.50
Satellite (30%)
Medium-conviction, weekly-signal — up to 25 names, min signal 0.25
Tactical (10%)
Daily-signal short-term trades — up to 20 names, min signal 0.15

Position Sizing

Each position is sized by blending four methods:

Fractional Kelly
40% weight — quarter-Kelly (0.25) default
Volatility-adjusted
25% weight
Risk-parity
20% weight
Signal-proportional
15% weight

Concentration Limits

Max single-position weight
8% (mega-caps: 10%)
Per-layer caps
Defined by layer metadata (1.5× typical annualized vol)

Risk Management

A drawdown-aware regime system dynamically scales gross exposure as the portfolio moves through four states.

RegimeDrawdown TriggerGross Exposure
NORMAL< 5%100%
CAUTION≥ 5%80%
DEFENSIVE≥ 10%60%
CRISIS≥ 20%30%

Regime upgrades (back toward NORMAL) require 5 consecutive days below the stricter threshold.

Per-layer caps
1.5× layer typical annualized vol
Max single-position weight
8% (mega-caps: 10%)

Walk-Forward Backtest

Historical performance is estimated using a strict walk-forward methodology that prevents look-ahead bias.

Rebalance frequency
Weekly
Warmup period
26 weeks (6 months)
Score lookback
12 weeks
Transaction cost
5 bps flat per round-trip turnover
Top holdings
10 names, long-only by default

At each rebalance, the engine re-scores the full universe, selects the top-ranked names by composite signal, and re-weights using the same construction logic applied in live runs.

Stress Testing

The engine applies predefined macroeconomic and geopolitical shocks at the layer level to estimate portfolio impact.

ScenarioDescriptionHeaviest Layer Shocks
Rates +100 bpsHigher discount rates compress growth multiplesFoundation Models −12%, AI Platforms −10%
Taiwan Supply ShockMajor disruption in advanced foundry outputSemiconductor Mfg −18%, Chips −12%
Hyperscaler CapEx CutLarge cloud operators cut AI infrastructure spendInfrastructure −15%, Chips −10%
Valuation CompressionBroad de-rating of high-multiple AI exposuresFoundation Models −16%, AI Platforms −14%

Each scenario applies layer-level shocks and optional ticker-specific overrides, then rolls up estimated P&L across the current portfolio.

Data Sources & Quality

Price data
Live market feeds with daily close updates
Synthetic fallback
When live data is unavailable, the engine uses synthetic simulations with clear labeling
Update frequency
Daily signals updated each trading day; weekly and quarterly on schedule
Data provenance
Each run reports whether prices were live, mixed, or synthetic
Freshness monitoring
Dashboard displays data age and mode badges
Disclaimer: Early Signal is for informational and educational purposes only. Nothing on this page or elsewhere on the platform constitutes financial, investment, tax, or legal advice. All content is generated by automated algorithms. Past performance does not guarantee future results. You should consult a qualified financial advisor before making any investment decisions.