TradeLens.
Founding cohort · 500 seats · 10 reserved|Wired to the institutional feed

Institutional trading desk,
rebuilt in AI.

Plugged into the same feeds the hedge funds read — CFTC positioning, institutional OHLC, macro calendars — reasoned on by a multi-agent AI pipeline. 33 instruments, one institutional read. You stop guessing what the other side is doing. You see it.

86%monthly
accuracy

Rolling hit-rate of the institutional trading-desk analysis across the full catalog. Measured on every thesis we publish.

No card. No spam. One email when we open the gate.

Live · cohort filling490 seats left

What the gate unlocks

Everything a serious trader wants briefed,before the market makes them ask for it.

Four briefings per day

Pre- and in-session briefings for London and New York. Thesis carry-forward across the day, so nothing you read is stale by the open.

Probability-ranked zones

Support and resistance with written reasoning and a confidence score. Not indicators guessing — levels the model can defend.

Institutional positioning

Plugged directly into the institutional wire. CFTC Commitment-of-Traders data refreshed weekly, folded into every thesis. See how the big money is positioned.

33 instruments covered

Metals, indices, every major and minor FX pair. Macro thesis plus daily and session-level tactics on each. One platform, one view.

Institutional wire

See how the desks
that move markets
are positioned.

TradeLens is wired into the same institutional feeds the prop desks and hedge funds read. Net long / net short positioning of smart money across the full catalog — refreshed weekly, interpreted by our macro strategist before it reaches your screen.

You stop guessing what the other side is doing. You see it.

CFTC COTHedge funds · commercials · large speculators
CoverageGold · silver · DXY · EUR · GBP · JPY · CHF · CAD · AUD · NZD · indices
CadenceWeekly refresh · Tuesday snapshot, Friday release
InterpretedEvery number is framed by our macro strategist agent
Folded inPositioning flags feed directly into the daily thesis
AlertsExtreme readings and positioning shifts surfaced automatically

Why this changes the game

A multi-agent pipeline,
not a chatbot with a chart.

A technical agent reads structure and zones. A fundamental agent reads the calendar and positioning. A macro strategist frames the regime. Each runs with a specialist prompt against independent institutional data.

An orchestrator resolves conflicts, calibrates confidence with an assertive scale, and writes one defensible thesis per instrument — validated against a strict schema before it ever reaches your screen.

Every level we quote is cited to a candle. Every bias is scored. Every briefing is a read you can take to the open.

AgentsTechnical · Fundamental · Macro · Orchestrator
Data feedsInstitutional OHLC + calendar + COT positioning
ValidationSchema-verified before persistence
CadenceFour briefings · twice-daily thesis refresh
LatencyUnder 90 seconds from model to dashboard
Instruments33 · metals, indices, full FX majors + minors
Hit rate86% monthly accuracy · rolling catalog

The gate

500 seats. One open window.
Then the door shuts.

Founding cohort gets a locked price for life, direct feedback line to the team, and first access to every new instrument, session, and feature we ship. After launch: retention data decides when — and if — we open a second round. If you find this useful, this is the cheapest it will ever be.