An AI-driven contextual intelligence platform that reads corporate disclosures as a connected system. Built on three independent studies: a 185-company diversified market study, a 37-company financial sector study, and a 34-company healthcare study. 222 unique companies, 2,761 company-years, 2015-2025. Validated out of sample across earnings prediction, balance sheet forecasting, and credit risk indicators.
ContextQuant ingests the full textual and financial output of publicly listed companies and measures every disclosure against what direct competitors are saying. The result is a peer-relative intelligence layer that surfaces what changed, where it diverges from the peer group, and what it historically predicts.
We tested every signal on data the model had never seen, train before year t, test on year t, repeat ten times from 2016 to 2025. That span includes a global pandemic, a historic rate hiking cycle, a regional banking crisis, and a bull market. The original study found three confirmed earnings signals. The combination study found that filing language also predicts balance sheet changes, surviving all macro controls. All results replicated across three independent universes.
| Year | N | IC | Spread | t-stat |
|---|---|---|---|---|
| 2016 | 106 | -0.056 | +0.3% | +0.08 |
| 2017 | 111 | -0.221 | -6.1% | -2.29 * |
| 2018 | 111 | -0.227 | -9.9% | -2.03 * |
| 2019 | 109 | +0.028 | +1.7% | +0.42 |
| 2020 | 113 | -0.163 | -16.1% | -2.39 * |
| 2021 | 112 | -0.082 | -1.2% | -0.20 |
| 2022 | 110 | -0.110 | -7.7% | -2.07 * |
| 2023 | 108 | -0.275 | -18.5% | -3.48 ** |
| 2024 | 110 | -0.061 | -4.8% | -0.83 |
| 2025 | 74 | -0.034 | +6.9% | +1.09 |
| AVG (10yr) | 106 | -0.121 | -6.1% | — |
Contextual intelligence for equity research, credit risk, and trading desks. Four products: Filing Signal Feed, High-Conviction Alert, Management Credibility Index, Balance Sheet Health Signal.
A peer-relative textual analysis framework validated across three independent universes with a seven-test battery, grounded in established literature.
Plain-language quality metrics backed by quantitative validation. When your client asks "is this company getting better or worse," the confidence score answers.
The methodology works. We proved it on three independent universes. The architecture is built to scale across jurisdictions, languages, and filing formats. The insight that peer-relative disclosure behavior predicts returns and balance sheet changes is not limited to US markets.
Whether you are an institution exploring new signal sources or a researcher interested in collaboration, we would welcome the conversation.
info@contextquant.comWe typically respond within 24 hours.