Stronglight Inc.

Measuring how organizations think

Psychometric dimensions scored from public filings. Three proprietary alpha signals. Multitudes of ground truths. 7,300+ public companies and expanding globally.

16.3%
Avg. Alpha (3 premiums)
1.26
Sharpe Ratio
0.956
S&P 500 DOJ Prosecution AUC
01 / Prism API Index Suite

Forecast signals. Backtested and validated.

Uniqueness Premium
14.5%
annual L/S alpha, Russell 3000 (2011–today)
Sharpe
1.26
t-stat
4.55
Post-2021
11.8%
S&P 500
5.1%
Innovativeness Premium
16.2%
annual L/S alpha, Russell 3000 (2011–today)
Sharpe
0.99
t-stat
5.57
Post-2021
17.7%
FF5
16.3%
Risk Premium
18.2%
annual L/S alpha, Russell 3000 (2011–today)
Sharpe
1.26
t-stat
5.27
Post-2021
12.4%
AUC
0.956
7,377
tickers scored
257K+
documents processed
57
psychometric dimensions
25 yrs
quarterly history
02 / Actionable Predictions

Detect risk before DOJ prosecution

0.956
AUC (S&P 500, LOO)
~2Q
lead time before DOJ
7.8x
top-decile lift

Russell 3000 expanded — 5,070 federal cases

Financial Misconduct
0.881
Recidivism
0.847
Enforcement Severity
0.789
Any DOJ Prosecution
0.743
random
03 / Proprietary Signals & Dimensions

57 dimensions across 5 behavioral domains

Character10 scales — Big Five, Dark Triad, Narcissism
Governance Mindset14 scales — fairness, justice, authority, moral reasoning
Risk Orientation13 scales — risk appetite, strategic focus, agency, cognition
Culture Climate11 scales — empathy, safety, accountability, engagement
Leadership & Culture9 scales — ethical leadership, innovation, team dynamics, stability
04 / Robustness

Validated across models, factors, and time

Check Result Detail
Fama-French 5 Pass 14.5% alpha survives all 5 factors
Post-2021 Pass 11.8% (t=3.82) — 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.