OMNI Volatility Score
Methodology
- disclosure intensity from recent high-signal filings
- insider imbalance from recent Forms 3, 4, and 5
- risk-factor intensity from Item 1A language
- filing recency as a simple proxy for current information flow
- stale after
45days without a fresh primary-source filing in the signal cohort
Quality controls
- methodology version is returned in every payload
- confidence drops when OMNI has to fall back because recent filings, insider data, or risk-factor extraction are unavailable
- degraded reasons are surfaced explicitly instead of pretending the score is full-confidence
- validation runner:
bun run validate:derived-signals - release evidence artifact:
bun run bench:derived-signals
Output
- score on a
0-100scale - band:
low,moderate,elevated, orhigh - confidence:
high,medium, orlow - factor-level breakdown with weights and explanations
- freshness metadata, degraded reasons, and provenance