Set-and-forget investors
You have cash on hand, you hold ETFs or blue chips, and you no longer accept 3–5% per year. You don't want to become a full-time trader — but you want to capture the swing instead of sitting through it.
If you recognize yourself in one of these three profiles, this tool is for you. If not — honestly, probably not.
You have cash on hand, you hold ETFs or blue chips, and you no longer accept 3–5% per year. You don't want to become a full-time trader — but you want to capture the swing instead of sitting through it.
Liquidity from your business sitting in the account. No time for six hours of charts. Robo-advisors give you 5% and take a 1% fee. That's too little for too much hassle.
You already trade. But by gut feel: read the news, looked at the chart, took the position. You don't want to stop — you want a system that tells you when you're wrong.
“The market’s uncertainty is not the problem. The problem is failing to quantify it.”
Every signal is the result of the same three filters. No exceptions, no discretion, no stories — only probabilities with verifiable origin.
Options-derivative mathematics quantifies the fair risk price of every asset. When the market deviates significantly, a robust edge appears — not an opinion.
C = SΦ(d₁) − Ke⁻ʳᵗΦ(d₂)Tens of thousands of paths simulate possible price trajectories. What remains is a distribution — and within that distribution, the zone where entry and exit make statistical sense.
Sᵗ₊₁ = Sᵗ·e^(μ−½σ²)Δt + σε√ΔtMulti-timeframe cycles condense the distribution into discrete action zones: Long, Short, Wait. Every zone is time-stamped, auditable, and binds action to a defined probability.
σᵗ ∈ {−1, 0, +1}15 trades from DB+Yahoo. One win per asset, deduplicated. YTD sum: +192.9%. Figures are referenced live from Yahoo Finance; signals were published before the move.
Every signal runs through the same path — automated, documented, repeatable. Your job is discipline. Ours is mathematics.
Tick, options-chain, and macro feeds across 204 assets. Nothing is manually filtered — raw data or nothing.
Black-Scholes delivers the theoretical price, Monte Carlo the possible trajectories. Discrepancies become the basis of a potential edge.
Multi-timeframe cycles (1D / 4H / 1H) converge to a single decision: Long, Short, Wait — each with its associated probability.
The signal is published with a time-stamp, ahead of any move. The exit zone is already defined before you enter.
Lorenscheit Intelligence is restricted to a small circle of investors who value data over narrative.