Cited research
Agents read 150,045 BSE filings in full text, 43 news feeds, prices and the desk's own documents. Every number in the writeup names the document and the panel it came from.
No number from a modelSitrep is an AI-native operating system for investment teams. Agents research at 100x the speed of an analyst. Every number cites the document it came from. The market scores every call after the fact. The team decides.
Agents read 150,045 BSE filings in full text, 43 news feeds, prices and the desk's own documents. Every number in the writeup names the document and the panel it came from.
No number from a modelPaste a news item. Sitrep returns the similar past events and what each did to the stock, sector and market at +1, +3, +5 and +10 days. The cases that disagree stay in.
Shows the cases that disagreeEach thesis carries a version, a date and a window. Sitrep measures drift as the evidence moves. When the window closes, the market scores the call. The record stands as the rationale.
Graded against the marketAfter the 20 similar past items (10 of TMPV's own, 10 from Automobile peers), the stock's abnormal return was a median -1.0% by day 3 (30% were up) and -1.8% by day 10. Over the same 3 days the sector did +0.2% and the market -0.1%.
| Date | Headline | D1 | D3 | D5 | D10 |
|---|---|---|---|---|---|
| 2026-01-06 | Shares fall 4% after muted Q3 JLR update | -1.5% | -0.9% | -1.8% | +0.1% |
| 2025-10-07 | JLR posts quarterly volume drop after cyber incident | -2.6% | -5.7% | -47.3% | -46.1% |
| 2025-07-08 | Group global wholesales decline 9% in Q1 FY26 | +1.7% | +0.7% | +0.8% | +3.2% |
| 2025-04-08 | Global sales slip 3% in Q4 FY25 | -0.4% | +1.5% | -1.0% | +4.3% |
| 2024-10-08 | Slides as Q2 global wholesales drop 11% YoY | +0.8% | -0.1% | -1.8% | -2.9% |
Add the desk's coverage, positions and internal documents. Connect the market data you already run on. Sitrep reads. It never places an order.
Review mode reads your thesis and returns three to six challenges, each anchored to a panel row. It takes no side.
The market scores every call once its window closes. Event time and ingestion time sit in separate columns, so nobody can backdate a record.
A filing, a wire story, a broker note, a line pasted from the desk chat. Any source. The resolver names the company and the event class.
Same company first, then the same event class across the sector, matched on the text itself, inside the lookback you choose. Each precedent carries its measured reaction, cap band and regime.
Median, IQR, hit rate stated both ways, n. The cases that went the other way stay on the list. The analyst reads it, draws the conclusion and seals it with the evidence attached.
The window closes. The market answers. Sitrep scores the thesis per axis against dated thresholds and files the result next to the sealed evidence. The record is the rationale.
// Add Sitrep to any MCP client: Claude, Cursor, your own agent. { "mcpServers": { "sitrep": { "url": "https://mcp.sitrep.so", "headers": { "Authorization": "Bearer $SITREP_API_KEY" } } } } // 14 tools: precedents, base_rates, thesis, watch, memo, vault ... // Every number the model quotes carries the panel and the document it came from.
from sitrep import Desk desk = Desk(api_key=os.environ["SITREP_API_KEY"]) # One news item in, the precedents out result = await desk.precedents( text="Tata Motors: JLR wholesale volumes down 11% YoY", lookback_years=5, n=20, ) for case in result.cases: print(case.date, case.headline, case.abnormal_5d, case.vs_implied) # Summary across the list: median, IQR, hit rate both ways, n print(result.summary.median_5d, result.summary.hit_rate, result.summary.n)
# Every panel as JSON, with provenance on every number curl -s https://api.sitrep.so/v1/precedents \ -H "Authorization: Bearer $SITREP_API_KEY" \ -d '{ "text": "RBI holds repo at 6.5%, stance unchanged", "subject": "NIFTY", "lookback_years": 8 }' # → { "cases": [...], "summary": { "median_5d": ..., "n": 31 }, # "provenance": { "measured_at": "...", "as_of": "..." } }
The whitepaper lives at research.sitrep.so.
Method, data and measured results. The cases that went the other way stay in. Every claim names the file it came from.
Sitrep stores when it happened and when we learned it in separate columns. A precedent is only what the desk could have known that morning.
Ingestion sets the verification status, not the reader. An unverified item stays marked unverified on every panel it appears on.
Every number on a panel comes from the measurement layer and never from a model. CI fails the build if a model output reaches a number field.
Nothing in the system can place, route or size an order. There is no target price and no drafted view. The precedent list is the record.
Sitrep retrieves and measures. The reading, the call and the responsibility stay with the person whose name is on the note.
Every number on a panel comes from the measurement layer. A model output that reaches a number field fails the build. Flip the switch and watch the check run.
Every change is a dated commit.
What we measured, what moved and what did not, in the order it happened.
The method, the corpus and the measured findings, as one static site. Every claim names the file it came from.
Every BSE filing opens with the same covering letter. We stripped it before embedding and re-judged the company list: 59.3% of rows relevant before, 64.0% after. Not shipped yet.
460 dated macro events, CPI, FOMC, RBI, Budget, GST Council, OPEC+ and elections, with the Nifty's path after each. Cross-company lists now stop at a similarity floor instead of padding.
No. Sitrep returns the precedents and the measurements: what similar past events did to the stock, its sector and the market, and the summary across them. The analyst draws the conclusion. Sitrep drafts no view, sets no target price and holds no order capability anywhere. The precedent list is the rationale record.
From the measurement layer, never from a model. Sitrep measures each reaction in abnormal terms against the sector and the market at +1, +3, +5 and +10 days, and as a multiple of what options implied that day. A CI check fails the build if a model output reaches a number field. When the model quotes a number, it cites the panel and the document it read it from.
India first. Every NSE-listed company: 150,045 BSE filings with full text, adjusted prices, IIM-A factors, F&O implied moves, 43 news feeds plus GDELT and Google News with titles back to 2015, and 460 dated macro events for the index itself. Any market with an exchange feed comes next.
Yes. Add the desk's coverage, positions, mandate and internal documents, and connect the market data you already run on. Sitrep reads; it holds no order capability, so it cannot act on your book. The Enterprise plan runs single tenant with a frozen as-of mode for audit.
You seal a thesis with its evidence and a window. When the window closes, the market answers and Sitrep scores the thesis per axis against dated thresholds, so a grade re-read years later means the same thing. Event time and ingestion time sit in separate columns, so nobody can rehearse or backdate a record.