Collection scope
Stored content is not automatically an eligible viewpoint.
Timeline processes public X content from monitored accounts. Original posts and quote posts form the core public viewpoint layer; replies and pure reposts are excluded from primary viewpoint-performance statistics. Raw historical records may remain for audit and correction.
- A quote post separates the author’s added text from the quoted context.
- Deleted posts, provider delay and later backfill retain explicit states.
- Material scope changes require a methodology version update.
Asset identity
Each “post × ticker” pair is processed independently.
Tickers, aliases, contract addresses and chain identities resolve to one canonical asset. Multi-asset posts are split by asset; identical symbols are not merged by text alone, and uncertain identities remain under review.
- Validation never deletes invalid characters to guess another asset.
- Mentioning an asset does not by itself create a scoreable direction.
- An unresolved symbol is not converted into the nearest ticker.
Semantic eligibility and direction
Direction and scoring eligibility are separate decisions.
Each asset signal is classified as bullish, bearish, neutral/unclear, non-investment content or under review. Only a qualified, directional view enters directional performance.
Role of AI
AI assists interpretation; it does not create market facts.
AI assists asset identification, direction classification, rationale and target extraction, viewpoint-chain analysis and brief aggregation. Market prices, timestamps and return formulas are handled by deterministic data and program rules.
- Each interpretation should link back to the source X post.
- AI does not invent a missing price or replace unknown with zero.
- Sarcasm, metaphor and missing context can still cause semantic errors.
Publication-price anchor
The original publication time—not ingestion time—is the reference.
A qualified view is anchored using its original X publication time and an allowed market source for that asset. A persisted anchor does not drift when the page refreshes; if no valid price is available, the state remains unavailable.
- The interface exposes price, quote time, source and state when available.
- A backfilled post still uses its original publication time.
- Cross-venue price differences are a known limitation.
Evaluation price and refresh
Read cadence and data-production cadence are not the same.
Browser polling reads persisted data; background jobs produce new market evaluations. The interface treats the latest successful persisted timestamp as authoritative and presents each cadence as a target, not a real-time guarantee.
Directional-return calculation
Market movement and viewpoint performance are separate measures.
Raw move = (evaluation price − publication price) ÷ publication priceBullish performance = raw moveBearish performance = −raw moveNeutral performance = not calculatedA bearish view scores positively when price falls and negatively when price rises. No score is calculated without both required prices.
This is not account P&L. It excludes position size, leverage, fees, slippage and actual execution.
Viewpoint chains
A continuing thesis is not several independent calls.
Views from the same KOL on the same asset form a chronological chain: first view, continuation, new rationale, new target, execution update, direction reversal or neutral review.
The chain explains what changed without treating repeated updates to one thesis as unrelated calls.
Data and exception states
Unknown is not zero; unavailable is not failure.
Known limitations and corrections
A professional data product states its boundaries.
X data providers can be delayed, posts can be deleted or edited, and illiquid assets can have unreliable quotes. Equities can also be affected by trading hours, halts and corporate actions. Historical statistics may be recalculated after a correction.
Material methodology changes update the version and date. Report a specific issue to @JupiterRayy with evidence that can be checked.