sp-financials-institutional-leverage-divergence

Compares CFTC asset-manager and leveraged-fund net positioning in S&P Financial Sector on the same weekly report and open-interest basis.

Compares CFTC asset-manager and leveraged-fund net positioning in S&P Financial Sector on the same weekly report and open-interest basis. Purpose: Identify whether asset managers and leveraged funds are aligned or materially divergent in S&P Financial Sector positioning while preserving both classifications separately. 168-hour freshness target; missing evidence is reported explicitly rather than invented.

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Overview

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UNRATED

0 of 30 paid calls toward a letter

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0x7d9c21ac…7a3ecb5b

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https://pay.edge-agents.ai/v1/services/sp-financials-institutional-leverage-divergence

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first 19 days ago · last 15 days ago

23 free handshakes

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x402

Offered on?

Polygon, Arbitrum, Base USDC, Solana

Listed on?

Polygon, Arbitrum, Base, Solana

Handshakescomputed 8 days ago

0.557 from 22 free handshakes over 30 days · UNRATED ?

How the composite of 0.557 is made up, part by part
Component	Weight	Measured	Lower bound ?		Adds	Short ?	Uncertain ?
livenesscosts the most it answered at all	0.60	0.92	0.596		0.357	−0.050	−0.193
latency p95 it answered as fast as its class	0.20	0.00	0.000		0.000	−0.200	0
price stability the price stayed where it was listed	0.20	1.00	1.000		0.200	0	0
Composite	1.00		0.557	gap to 1.000 = 0.443 · 0.250 short · 0.193 uncertain	0.557	−0.250	−0.193

Not measured: correctness · nobody paid; honesty · nobody paid; schema conformance · no answer had a published shape to check

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