Sitrep v0.1-beta Scroll for more

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for equity analysts.

Design partner YES Securities 877K events measured

Sitrep 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.

BSE filings
NSE prices
GDELT
Google News
IIM-A factors
India VIX

Agents do the work.
The team decides.

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// 001

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 model
// 002

Precedent evidence

Paste 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 disagree
// 003

Graded theses

Each 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 market

877,067 events.
Every one measured.

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877,067
Measured events
150,045
Filings with full text
+1/+3/+5/+10
Day windows, abnormal terms
43 + GDELT
News feeds, titles to 2015
[Macro base rates] Nifty 50 median return after 460 release days, by kind Day +1Day +3Day +10

Three layers.
One desk, one record.

1 What happened next after similar news20 items · 20 measured
Tata Motors JLR wholesale volumes fall 11% in Q2
TMPVAutomobile and Auto ComponentsPress Release / Media Release5 years

After 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%.

Similar items20all 20 measured
Stock, day 3-1.0%p25 -2.4% · p75 +0.8%
Stock, day 10-1.8%p25 -4.9% · p75 +0.9%
vs expected, day 10.8×|move| over implied
4 Precedents TMPV's own past newsnewest first
DateHeadlineD1D3D5D10
2026-01-06Shares fall 4% after muted Q3 JLR update-1.5%-0.9%-1.8%+0.1%
2025-10-07JLR posts quarterly volume drop after cyber incident-2.6%-5.7%-47.3%-46.1%
2025-07-08Group global wholesales decline 9% in Q1 FY26+1.7%+0.7%+0.8%+3.2%
2025-04-08Global sales slip 3% in Q4 FY25-0.4%+1.5%-1.0%+4.3%
2024-10-08Slides as Q2 global wholesales drop 11% YoY+0.8%-0.1%-1.8%-2.9%
Abnormal return over what the market explainsas of 2026-09-11

Works with your data

Add the desk's coverage, positions and internal documents. Connect the market data you already run on. Sitrep reads. It never places an order.

Built to disagree

Review mode reads your thesis and returns three to six challenges, each anchored to a panel row. It takes no side.

Graded after the fact

The market scores every call once its window closes. Event time and ingestion time sit in separate columns, so nobody can backdate a record.

News in. Precedents out.
The desk decides.

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// 001

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.

A news item comes in

// 002

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.

Agents find precedents

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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 analyst concludes

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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.

The market grades it

sitrep · mcp.json
// 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.

14 tools over MCP.
Python and REST too.

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Invariant 06 · live

Try to put a model's number on a panel.

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.

6 numbers-from-dataidle

Three plans.
Priced per seat.

Analyst

For one analyst and their coverage

$160.00/month
Request access
  • Includes:
  • Precedent lookups, every NSE-listed company
  • Cited research writeups
  • Versioned theses, graded
  • Email support
Enterprise

For funds running Sitrep on their own portfolio

Custom
Talk to us
  • Everything in Desk, plus:
  • Your positions, mandate and documents
  • Your market data connections
  • Single tenant, read-only access
  • Frozen as-of mode for audit
  • A forward-deployed engineer

Every change, dated.
Nothing backdated.

View all

Every change is a dated commit.

What we measured, what moved and what did not, in the order it happened.

Sep 14, 2026

Whitepaper live

The method, the corpus and the measured findings, as one static site. Every claim names the file it came from.

Sep 11, 2026

Boilerplate stripping, measured

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.

Sep 09, 2026

Macro mode, similarity floor

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.

Five questions.
Plain answers.

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.

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Research,
[graded]
by the market.

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