Evidence feeds
Invest reads a curated set of market, flow, filing, and policy signals before it decides anything. This page covers the publisher fleet, the admission policy that decides which feeds reach the decision agent, and the freshness, cost, and write-integrity controls around them.
Evidence arrives before decisions do
Invest is a private-preview paper-trading research system, and its decision loop is only as good as what it reads. Before the agent considers a candidate, a fleet of signal publishers gathers market structure, options flow, disclosed activity, and policy events, then writes the results into shared Postgres and Redis state that the decision cycle reads from.
Fourteen publisher services make up the fleet. Some watch market microstructure: gex, darkpool prints from Polygon's TRF feed, and options flow. Others follow disclosed activity: congressional trading from Unusual Whales, insider Form 4 filings pulled from SEC EDGAR full-text search, and Schedule 13D activism filings from the same source. A macro pair tracks regime conditions from CBOE VIX and FRED data alongside anomaly indicators. A policy pair watches official government channels (White House, Federal Reserve, EIA, USTR, SEC, and the Federal Register) plus policy-shock posts from Truth Social. One legacy screener publisher is retired, and the ThetaData poll and stream flows run display-only.
Raw market data follows a documented hierarchy. ThetaData is primary for options chains and greeks, Polygon is primary for real-time stocks, Yahoo fills gaps in stock data, and Interactive Brokers is the fallback. ThetaData's stock endpoints return errors by design because the subscription is options-only, and the system treats those errors as expected rather than as faults.
Collection is not admission
A signal being collected does not mean it is trusted. A signal-source policy file decides which feeds may reach the decision agent, and a source missing from the policy fails closed. Absence is not treated as admission by default.
The admitted set is deliberately small: gex, net premium flow, darkpool flow, policy shock, congressional trading from Unusual Whales, insider Form 4 and insider velocity signals, and anomaly regime. Even inside that set, authority is limited. gex enters as a conditioner only and never yields candidates of its own.
Everything else stays observational. Market regime, activism, and several research feeds are blocked from candidate generation. Six Unusual Whales Kafka families are ingested observe-only and never feed decisions. Display-only feeds can appear on operator surfaces without reaching the agent.
Freshness and cost are enforced
Stale evidence is treated like missing evidence. A freshness watchdog tracks each source's newest published timestamp and pages when a source goes quiet, applying NYSE-calendar market-hours logic so an overnight silence on a trading day is weighed differently from a weekend. Each source also runs under a cost budget, and budget enforcement fails closed when cost recording is disabled: a source whose spend cannot be accounted for stops contributing.
Unregistered sources cannot write at all
Publisher writes pass through Postgres row-level security. A source that is not registered is rejected at the database itself with a permission error, before application logic ever sees the row. The admission policy decides what the agent may read; row-level security decides what may exist in the first place.
Next reading
The decision cycle
Inside one Invest cycle: fetch portfolio and chains, run one model call per symbol candidate, gate the result, submit to the paper account, and manage the lifecycle. Covers the agent's narrow authority, the shared wall-clock budget, the no-fallback model path, and the durable record every decision leaves.
Strategy menu
The concrete strategy families Invest's generator can propose, and the hard limits on that menu. Mixed stock-and-option combos are excluded, off-menu proposals are downgraded, and every multi-leg structure must fit a single native combo order.