RB Wealth Management builds honest, measured research tools for investors and advisors. RBWM Analyzer is an AI equity analyzer that scores its own sources, shows its dated record — misses included — and tells you what would prove each call wrong. Below: one paragraph per part of the analysis — where the data comes from, what we do with it, how it feeds the call, and the honest limit. Every claim was checked against the running system on 4 September 2026.
For each stock, RBWM pulls headlines from five news feeds (Alpha Vantage, Financial Modeling Prep, Polygon, NewsAPI, Finnhub) over 30 days by default, matches outlet names against 112 outlets, de-duplicates and keeps up to 250. One feed scores each article bullish-to-bearish; one gives a company-wide score; three enter as neutral. Articles are weighted by relevance, age (weight halving about every five days) and outlet record. That record is a daily scorecard from our own news corpus: 25,415 mentions across 52 outlets since July 2025 (live scorecard, 4 September 2026); the 10,208 with a readable bull-or-bear lean are graded on whether the stock moved that way over seven days. An outlet that fails a statistical test for being worse than a coin flip is marked down, never up. Today that is two, named on the analysis card. News is one of three inputs. Limits: a headline's lean is read by a keyword rule, not RBWM AI; most outlets are no better than chance; our trained headline classifier is not yet live.
How this is different — Where a typical sentiment tile averages the vendor's scores as shipped, RBWM checks each article's outlet against its own measured seven-day directional record, discounts only the outlets that fail a false-discovery-controlled worse-than-chance test, never marks any up, and prints the discounted outlets on the analysis card.
For each ticker we pull a company snapshot from Alpha Vantage's Company Overview feed: P/E (trailing and forward), price-to-book, price-to-sales, EPS, profit and operating margins, return on equity and assets, revenue, EBITDA, earnings and revenue growth, beta, sector and industry. Polygon supplies the latest price and backfills name, market cap and moving averages the overview lacks. If a company shows no revenue, income, return or margin figures, we fall back (outside Quick mode) to its latest annual 10-K figures from SEC filings data. Missing margins, returns and ratios stay blank, not zero. Those numbers go, unedited, into the briefing RBWM AI reads; it returns a 0-100 fundamentals score with a 40% default weight (news 35%, technicals 25%). The weights drift with our own logged win rate, capped at 30 points, and you can set them in the Advanced panel. A mechanical valuation grade from P/E, forward P/E, P/B and P/S is one-fifth of the card's starting confidence number. Limits: the snapshot is cached up to seven days on a rate-limited vendor plan, and the fundamentals score is RBWM AI's judgment, not an auditable formula.
How this is different — A typical stock app displays a fundamentals tile and stops; here the same vendor figures are one of three weighted inputs to a single BUY/HOLD/SELL call, the fundamentals weight is nudged by our own logged win rate rather than fixed, and a missing margin or ratio stays missing instead of being scored as zero.
Technicals start from daily price bars: up to 400 days of open, high, low, close and volume per ticker from Polygon, cached for an hour on a shared disk so repeat requests cost nothing against a five-request-per-minute plan. From those bars we compute the 50- and 200-day moving averages (the fundamentals vendor's published figures win where it has them), the 52-week high and low, a 60-day realized volatility (how much the stock swung) and a 14-day average true range. That snapshot, plus beta (sensitivity to the S&P 500), is what RBWM AI reads to assign a 0-100 technical score, blended with fundamentals and news at a default 25% weight. The same figures drive the written trend line (above or below the 200-day), a suggested entry near the 50-day average and a stop below the 200-day, sized by volatility. Beta sorts each pick into Conservative, Balanced or Aggressive; when the vendor has no beta we measure it against SPY from two years of daily closes, and otherwise say 'not measured'. The limit: the score is a judgement on daily data, not a formula, and can differ between runs.
How this is different — Where a typical stock app shows an indicator panel and leaves the reader to weigh it, here the technical inputs are a short disclosed snapshot whose beta carries its source, and a pick whose beta and volatility cannot be measured is labelled 'Risk not measured' instead of being quietly filed as Balanced.
Positioning is read from public disclosures. Every Balanced (default-mode) analysis pulls six feeds from Quiver Quantitative: Congress members' reported trades; insiders' Form 4 filings (latest 20,000, refreshed hourly; open-market trades in the last 90 days); federal contract awards; lobbying spend; r/wallstreetbets mention counts; and the share of off-exchange volume sold short. Congress and insider net buying or selling, plus short-volume pressure, move a positioning score from a neutral 50. A feed that does not answer is left blank; the card shows how many of the six answered and what moved the score. A further 53 sources (FINRA short volume, SEC Form 144 notices, 13F filings of ten named funds, CBOE put/call and skew, CFTC positioning, market breadth) join price, fundamentals and news in 66 market signals; the median name had 17 with data (production cache, 4 September 2026). RBWM AI receives the score, receipts and a signal summary before writing the call; signal agreement then nudges the confidence number, by default at most 15% either way. Limits: these are lagged disclosures, not predictions, and the Reddit feed was stale on 1,003 of 1,007 cached analyses that day.
How this is different — Rather than one "sentiment" number of unknown origin, the positioning score on the card ships with a receipt: which of six disclosure feeds answered this run, the exact points each contributed from a neutral 50, and a blank (never a guess) where a feed was silent.
Portfolio-aware sizing uses the holdings and total value you enter. For each call, RBWM turns its 0-100 score and risk score into a target band: a ceiling of 3%, 5%, 7% or 10% set by the risk score, scaled by conviction, risk and holding horizon, with the normal size at 60% of that; a HOLD is capped at 3% and a SELL sizes to zero. It compares your actual weight and prints ADD, TRIM, HOLD or EXIT with the dollar adjustment, under a single-name cap (default 10%). The Portfolio X-ray covers the whole book. From about two years of adjusted daily prices (Sharadar via Nasdaq Data Link; SPY as the market yardstick) it measures yearly swing, market sensitivity, concentration and co-movement, blends them 40/25/20/15 into a 0-100 risk score, places that in a Conservative (0-30), Balanced (30-55) or Aggressive (55-100) band, shows sector tilts against a fixed S&P 500 weight table, and simulates halving the three largest risk contributors. Limits: the sizing thresholds are hand-set, not fitted to outcomes; the X-ray is backward-looking, needs 120 trading days of history per name, and is labelled impersonal analysis, not advice.
Deep analysis (added 5 September 2026). After any X-ray, one click pulls every holding’s current call, confidence, 0–100 score, positioning receipt and kill condition from the same precomputed store the Analyzer serves, rolls them up by weight (the share of the book rated BUY, HOLD and SELL; weighted confidence), cross-checks the five holdings that drive the most risk against the analyzer’s call on each, and writes one short briefing from those numbers. A holding the analyzer has not scored is listed as not analyzed — its weight is never guessed into a call.
How this is different — A typical stock app scores one ticker in isolation; here the same call is converted into an ADD/TRIM/HOLD/EXIT dollar figure against the holdings you entered, and the whole book gets a 0-100 risk score whose four components, weights and band thresholds are printed on the page, with a before/after volatility and beta shown for every suggested rebalance.
Every call - BUY, SELL or HOLD, with stated confidence and price - is logged and kept, misses included, and seven calendar days later it is graded against the stock's close and, in the report data, the S&P 500 over the same window. Misses stay in. That record feeds back: stated confidence is sorted into 10-point bands, and where a band's graded record falls short of its stated confidence, the confidence shown is cut - never raised - and the card says why. We no longer publish a headline win rate. The one that used to sit here was carried by HOLD calls, which count as right whenever the stock stays within 5% either way, and a measurement in October 2026 against sector- and size-matched peers could not distinguish the analyzer's stock selection from chance. Quoting a number we cannot stand behind would be worse than quoting none. The graded log is open to clients and to anyone evaluating us; ask and we will walk you through it, including the misses.
How this is different — Unlike a typical stock app, which shows a single win rate or a backtest, this one logs every dated call, grades it seven days later against the stock and (in the report data) the S&P 500, publishes its own misses, and uses that graded record to cut - never raise - the confidence it displays. It does not advertise a win rate, because the honest ones are not flattering and the flattering ones are not honest.
Every Balanced- or Deep-mode call goes to a second RBWM AI pass that argues the other side from the same fundamentals, technicals, sentiment and headlines, under a rule against inventing numbers. It grades that case on a 0-to-1 scale, lists its counter-points and names one question whose answer would settle the call. That grade moves the confidence number on BUYs and SELLs: the strongest case against multiplies it by 0.7, the weakest by up to 1.1; HOLDs are argued but untouched. Plain arithmetic on the analyzer's own score (weights 40/35/25 by default; BUY above 70, SELL below 40) shows how far each input must move to flip the call, beside the price stop and the thesis falsifier. If fewer than two ticker-specific alternative-data signals fire, the alt-data composite is withheld rather than faked (160 of 3,374 calls, 4.7%, 30 days to 4 September 2026). If no vendor returns a usable price, no call is issued. Limit: on the graded calls so far, the strength of the case against did not predict which went wrong - disclosure and discipline, not a proven filter.
How this is different — A typical stock app shows a rating and a target; this one ships every Balanced-mode call with a graded counter-argument, the exact input moves that would flip its own score, a no-call when the price cannot be verified, and it measures on its own graded calls whether the counter-argument predicts anything (so far it does not).