LoneStarOracle RESEARCH-GRADE DATA
For systematic desks

The edge is in your inputs, not your model.

Real-economy and cross-asset feeds, built as clean causal inputs. The signals the crowd isn't already trading.

The problem

A bigger model just overfits the same crowded data.

Price, volume, the standard technical library. When every desk searches the same input space, a beautiful backtest is a statistical certainty, not a discovery. The durable leverage is upstream, in inputs that are causally ahead of price and mostly absent from retail pipelines. That is the half of the problem we build.

Why inputs

The factors are a commodity. The alpha is in the residual.

PCA and a Marchenko-Pastur cut pull the handful of real forces out of the S&P in a few lines of numpy, and every desk runs the same decomposition. The edge was never in the factors. It is in the residual, the idiosyncratic leftover once the market and sector tides are hedged out, and that residual moves on things a covariance matrix cannot see: an earnings surprise, an insider or congressional buy, an analyst revision, a sanctions listing, a supply or energy shock in one sector. That is the input space we build. Point a feed at your residuals and see if it moves your leftover.

The bundle · 18 feeds

Real-economy inputs, one key.

Not sixty-six scattered endpoints. A coherent set of the inputs a systematic process can actually use, grouped by what they measure.

Positioning
COTCFTC futures positioning versus its own 3-year range
Macro / Liquidity
MacroPulseRates, growth and inflation regime
LiquidityPulseNet liquidity: Fed balance sheet minus RRP minus TGA
Energy
EnergyCatalystEIA inventories versus seasonal norm, around the print
CrownBlockOil, gas and refined-product balances
SparkPulseWholesale power price and volatility
Sovereign / Geopolitical
SovereignRiskPer-country economic and default-stress score
GeoPulseCountry-level geopolitical risk signal
Smart-money flow
CapitolFlowCongressional stock-trade disclosures
InsiderFlowCorporate insider transactions
FundFlowInstitutional 13F accumulation and distribution
AnalystEdgeWall Street consensus and revisions
Volatility / Skew
OptionsFlowImplied-vol skew and put/call positioning
Real-economy macro
LaborPulseBLS labor-market signal
ConsumerPulseRetail sales and demand
CyclePulseInventory and production bullwhip
TradePulseInternational trade flows by category
StrategicMaterialsCritical-minerals supply concentration
What a feed returns

An input, not an indicator.

GET  cot.lonestaroracle.xyz/cot?market=copper
{
  "market":             "COPPER-#1 - COMEX",
  "report_date":        "2026-08-04",
  "cot_signal":         "Crowded Long (contrarian bearish)",
  "large_specs": {
    "net":               77123,
    "net_pct_oi":        26.6,
    "net_percentile_3y": 99.1,
    "net_wow_change":    +9842
  },
  "commercials":      { "net": -86169 },
  "open_interest":      289395
}

Large speculators are net long copper at the 99th percentile of their three-year range. Positioning stretched that far tends to mean-revert, and the producers who hedge it sit on the other side. That is a real-economy input, and it is not in your price series.

Run it yourself · free

No wallet, no signup. Paste this.

GET  smartmoney.lonestaroracle.xyz/demo
{
  "ticker":             "AMD",
  "smart_money_signal": "MIXED",
  "conviction":         "2 of 4 cohorts bullish, 2 bearish",
  "insiders":     { "signal": "bearish", "detail": "0 open-market buys, 25 sells worth $33.7M (90d)" },
  "congress":     { "signal": "bearish", "detail": "3 disclosed trades: 1 buy, 2 sells" },
  "institutions": { "signal": "bullish", "detail": "6 of top 10 holders added, 0 trimmed" },
  "analysts":     { "signal": "bullish", "detail": "Buy, 71.4% buy ratings, +29.7% upside" }
}

One call folds four smart-money cohorts into one read. Here, insiders and Congress are selling into a name that institutions and analysts still like, so the composite says MIXED rather than forcing a call. The /demo endpoint runs free and rotates its ticker daily. For any ticker, call /smartmoney?ticker=SYMBOL with a trial key or x402, and you get the same JSON.

The trial

Test a feed in your backtest. Free.

No wallet, no sign-up, no pitch. You evaluate real data the way you evaluate everything: does it survive out of sample.

  1. Tell us the input and the window. Say, COT positioning on crude, 2019 to today.
  2. We send the data and a short notebook. Clean, machine-readable, ready to load.
  3. You run your own walk-forward. If it earns a place in your process, we talk.
jay@lonestaroracle.xyz  →

We don't sell you a strategy. We give you inputs the crowd isn't already trading, and you decide if they earn their place.