How Betta Signals will build research you can reproduce

Our standard: a reader should be able to identify the evidence, understand the calculation, and see where editorial judgment begins.

1. Identify the instrument

We verify the ticker, exchange, currency, security type, reporting entity, share class, and any provider-specific symbol mapping. ETFs, commodity trusts, exchange-traded notes, closed-end funds, and operating companies are not interchangeable.

2. Build from primary evidence

For U.S. public-company fundamentals, SEC EDGAR filings are the starting point. Fund prospectuses, shareholder reports, sponsor documents, and official index methodology govern fund structure. Secondary sources can add context, but they do not silently override the primary record.

3. Define every return

Price return measures the change in price between two points. Total return also accounts for cash distributions and must state whether and how they are reinvested. We identify the start date, end date, benchmark, currency, corporate-action treatment, and data source.

4. Handle missing or conflicting data

We do not fill a gap with a plausible-looking number. Conflicting sources are attributed, stale fields are marked, and unsupported calculations are withheld. Market data through any provider remains subject to field-level validation and display rights.

5. Use scenarios, not certainty

Forward-looking work uses explicit assumptions and more than one plausible outcome. Scenarios are not targets, promises, or instructions to trade. We identify what would need to change for a scenario to stop being useful.

6. Review and correct

Every report carries an as-of date and research-review date. Material corrections will identify what changed and why; routine refreshes will update the relevant timestamp.