How Kinetiq Brief works

1. Relevance ranking

Each news item receives a transparent score from eight weighted components. The components are stored with every selection, so the system can always explain why an item appeared in your Brief. Position weight can never fully suppress a severe event affecting a small position — high-materiality events on owned assets have a score floor.

Source quality follows a fixed hierarchy: regulatory filings, then company investor relations, government and central-bank sources, exchange announcements, reputable financial news, trade publications, secondary commentary, and finally social media — which is never treated as confirmed fact without corroboration.

2. Portfolio calculations

Metrics that need history you don't have yet (volatility, drawdown, correlation, risk contribution) are shown as unavailable — never estimated from insufficient data.

3. Risk Lab position sizing

risk budget        = account equity × risk %
stop distance      = |entry − stop|
per-unit risk      = stop distance + est. slippage + est. fees
risk quantity      = risk budget ÷ per-unit risk (FX-converted)
final quantity     = min(risk qty, allocation cap, cash cap),
                     rounded DOWN to instrument precision
planned stop loss  = final quantity × per-unit risk
1R                 = stop distance;  target at nR = entry ± n × 1R
break-even winrate = 1 ÷ (1 + reward-to-risk), before costs

The calculator always names which constraint determined the final size. Volatility-based stop comparison uses ATR with Wilder smoothing over 14 periods. Planned risk is not guaranteed: gaps and slippage can produce larger real losses, and a stop order may not execute at the stop price.

4. Kinetiq Pulse

Pulse keeps equity and crypto regimes separate — they are different markets and are never combined into one pseudo-scientific score. Each component shows its score, direction, inputs, last update and limitations. Components without licensed underlying data are labeled as demonstration data and excluded from any live claim. The current component set (trend, breadth, volatility structure for equities; trend, dominance, funding and leverage conditions for crypto) will activate as licensed data providers are connected, and this page will be versioned accordingly.

5. AI grounding rules

• ·The model only sees retrieved article evidence, deterministic portfolio metrics, your theses and the product methodology.
• ·Every external factual statement requires a citation; briefs are verified before publication and items failing checks are dropped.
• ·The model never calculates portfolio numbers, never predicts prices, and never produces buy/sell/hold instructions — such output is rejected by a language filter.
• ·Article content is treated as untrusted data: instructions embedded in sources are ignored by design and covered by tests.
• ·When evidence is weak or sources disagree, the Brief says so and lowers its stated confidence.