Stronglight Inc.

Measuring how organizations think

57 validated psychometric dimensions scored from SEC filings and earnings transcripts. Three proprietary alpha signals. 7,300+ public companies.

13.7%
Distinctiveness Alpha
1.28
Sharpe Ratio
0.956
Prosecution AUC
01 / Prism API Index Suite

Three signals that survive everything

Distinctiveness
13.7%
annual L/S alpha, Russell 3000
Sharpe
1.28
t-stat
4.38
Post-2021
14.1%
S&P 500
5.1%
Culture Risk
18.2%
annual L/S alpha, Russell 3000
Sharpe
1.26
t-stat
5.27
Post-2021
12.4%
AUC
0.956
Innovation
16.2%
annual L/S alpha, Russell 3000
Sharpe
0.99
t-stat
5.57
Post-2021
17.7%
FF5
16.3%
7,377
tickers scored
257K+
documents processed
57
psychometric dimensions
25 yrs
quarterly history
02 / Prosecution Prediction

Culture before enforcement

0.956
AUC (LOO, 495 firms)
~2Q
lead time before DOJ
0.520
AUC on SEC fraud (null)
7.8x
top-decile lift
03 / Dimensions

Not sentiment. Not topics. Personality.

Dark Triad3 scales
Moral Disengagement8 Bandura mechanisms
Organizational Justice3 scales
Ethical Leadership1 scale
Psychological Safety1 scale
Empathy2 scales
Big Five Personality5 scales
Schwartz Values10 scales
Moral Foundations5 scales
Regulatory Focus2 scales
Need for Cognition1 scale
Locus of Control2 scales
OCP Culture7 scales
DOSPERT Risk4 scales
Social Dominance2 scales
Moral Identity1 scale
04 / Robustness

Validated across models, factors, and time

Check Result Detail
Fama-French 5 Pass 14.6% alpha survives all 5 factors
Post-2021 Pass 14.1% (t=5.25) — no decay
Multi-architecture Pass Voyage, Nemotron-8B, MiniLM converge
Text volume Pass r = -0.10, R² = 1%
Momentum (UMD) Pass β = 0.047 (not momentum)
Out-of-sample Pass 3 signals >10% alpha on Russell 3000

Sample data package available

info@stronglight.io

Case studies, sample scores, coverage file, and methodology whitepaper.
30-day trial with 500 tickers. Paper under review at Management Science.