Pulse · For single-PM US-equity & ETF books

The screener that
knows your book.

Pulse helps a single portfolio manager connect today's signals to today's positions. Momentum, RSI, and vol-spike scored against every name you hold — so you walk into the open knowing exactly what to act on first.

ForSingle-PM equity books, $5M–$500M
CoverageUS equities + ETFs
CadenceDaily-close, 6am ET brief
Position vs Signal — This Morning
Ticker Composite Signal Held Drift Action
TSLA Reversal — long +2.4% −1.82 Cover
NVDA Momentum strong +5.1% −0.94 Trim
XLE Sector leading 0.0% +1.47 Add
AAPL Consolidation +3.8% +0.12 Hold
META Momentum weak +1.9% −0.71 Trim

A screener that connects to the book you actually run.

A small PM wakes at 5:30am ET with 60 minutes before the open. In that window, they need to know what their book did overnight, what the market did, and which names need action. Today that workflow is fragmented across a terminal, a spreadsheet, news emails, and a screener — none of which know each other. Pulse joins them up.

3
Signal generators — momentum, RSI, vol-spike
11
AI research tools over your real portfolio
$30–130
All-in monthly cost (single user)
5 min
From ingest to first useful screen
“Nobody connects screener output to the PM's actual book. That's the single most useful thing a research tool could do — and the one thing vendor terminals deliberately don't.”

Four things that make Pulse different.

1. Position vs Signal

For every name you hold, Pulse computes whether today's signals agree or disagree with your position direction. If you're long a name but the momentum + RSI + vol-spike composite is screaming reversal, Pulse flags it with a single-word verb: Cover, Trim, Add, Watch, Hold. This is the question every PM asks each morning — Pulse answers it on autopilot.

2. Sector tilt vs book weight

The dashboard shows where today's signals point per sector (signed green/red bar) alongside your gross weight in that sector (grey bar). Two screens in one: rotation read + concentration read. Energy leads at +0.36 average signal — but you hold 0% of the book. Rotate?

3. AI research over your data + the live web

Ask in plain English; get answers grounded in real numbers from your portfolio plus fresh news from the live web. Structured answers flow through narrowly-scoped tools (no hallucination). News answers come with cited source URLs. Every conversation persisted for audit.

4. ETF-aware single-name workflow

Every ETF detail page surfaces expense ratio, AUM, category, top 25 holdings, and overlap with the names you already hold. If you buy XLK, you add 60% more exposure to AAPL + MSFT + NVDA you already own singly. That's a daily decision and most tools don't surface it.

Nine screens. One workflow.

Designed for the 60 minutes before the open — from morning brief through screen, drift, research, and trade.

/dashboard

Gross / net / positions · sector tilt · top long/short signals · watchlist preview · ingest health.

/brief

AI-composed 200–400 word morning brief. Pre-warmed at 6am ET weekdays. Cached for the day.

/signals

Three generators in a dropdown: momentum_12m1m, rsi_14, vol_spike_20d. Sorted by |score|.

/drift

Position vs Signal — composite-scored, sorted by drift. Cover / Trim / Add verbs inline.

/research

AI agent with 11 Pulse-specific tools + web search. Slash commands for drift, sectors, news, momentum.

/watchlist

Per-user list with today's score across all three generators, last close, day Δ%, notes, targets.

/backtest

Per-generator monthly IC, decile forward returns, D10−D1 spread, hit rate — credibility check.

/securities

Per-ticker drilldown. ETF rows show expense ratio, AUM, top 25 holdings, overlap with held book.

/ingest

Daily positions drop (SFTP/cron). Auto-feeds status. Manual override for advanced folders.

A quiet alternative for a specific workflow.

We're not trying to replace a vendor terminal. We're trying to do one thing better: the daily discovery and review loop for a US-equity PM. Inside that scope, the table below is honest about where we stand.

Capability Pulse Vendor terminal TradingView / screener DIY Python
Multi-factor signal screen Yes Yes Yes Build yourself
Knows the PM's positions Yes No No Build yourself
Signal vs position drift Yes No No Build yourself
Sector tilt vs book weight Yes Partial No Build yourself
ETF overlap with held book Yes Partial No Build yourself
AI research over your data + live web Yes No No Build yourself
All-in monthly cost (single user) $30–130 ~$2,000 $50–200 Your time

Vendor terminals are still better for institutional execution, fixed income, options analytics, and global coverage. Pulse is intentionally scoped — and within that scope, it has the one feature a terminal won't build: it knows what you own.

Honest about fit.

Fits

Single PM, $5M–$500M book, US equities + ETFs · cap-weighted long/short, sector rotation, or trend-following · PMs who run their own signals or want prebuilt momentum / RSI / vol-spike · family offices overlaying a single-name + ETF book · small funds that don't want to pay $30k/seat for a terminal.

Doesn't fit

Multi-strategy, multi-PM hedge funds · high-frequency or intraday algos (Pulse is daily-close-driven) · quant funds building proprietary factors at scale · pure passive index investors · fixed income, FX, options, or derivatives books (Pulse is equity + ETF only).

Send us your positions. See your first drift in five minutes.

We work with a small number of design partners at a time. If you run a single-PM US-equity book and any of this resonates, drop us a note — we'll get you up and running with your real positions the same week.