Structure a market claim below and RexUnda will tell you whether it could be graded at all. Most claims cannot be, and the reason is usually specific and fixable. Nothing here creates a claim record, a seal, or a grade — and claim contents are not sent to third-party analytics.
Each shape below is one the machine can read and will refuse, with the policy's own reason. Refusing beats estimating. If a refused capability is the one you need, say so — the button submits one anonymous, closed-vocabulary interest signal, nothing else, and what gets built next follows those tallies.
asks for a size the book has never graded against. Our own floor is calibrated from measured volatility, not chosen by the claimant, and scoring against a threshold you pick would move every rate we publish.
asks for a size the book has never graded against. Our own floor is calibrated from measured volatility, not chosen by the claimant, and scoring against a threshold you pick would move every rate we publish.
asks by HOW MUCH something beat the benchmark. We grade excess against SPY as a direction only — whether it beat the market, never by how far — so the size of an outperformance is a quantity this book has never measured.
asks by HOW MUCH something trailed the benchmark. We grade excess against SPY as a direction only — whether it trailed the market, never by how far — so the size of an underperformance is a quantity this book has never measured.
asks whether a price was ever reached at any point in the window. The book records where a window opened and where it closed, not the route between — so a touch that happened and reversed is invisible to it, and always will be under this record.
asks whether a level held for every moment of the window. That is a statement about the whole path, and the book keeps two prints per window — a claim that failed briefly and recovered would read as a pass, which is worse than refusing it.
asks whether a ceiling held for every moment of the window. The book keeps an opening and a closing print, so a breach that reversed before the close would be scored as if it never happened.
asks that a price hold between two levels for the whole window — a path question twice over. ⚑ And it cannot be STATED here at all: the contract carries one threshold, so there is no field for the second side of a band. We will not accept a single number and treat it as the claim, because that would grade half of what you said.
names an absolute price rather than a move. The closing print exists, so this is computable — but a level is the one threshold a split or a dividend silently invalidates, and the house has never declared how a price level is adjusted for corporate actions. Grading it would mean choosing that rule after seeing the claim.
names an absolute price rather than a move. The closing print exists, so this is computable — but a level is the one threshold a split or a dividend silently invalidates, and the house has never declared how a price level is adjusted for corporate actions. Grading it would mean choosing that rule after seeing the claim.
compares one instrument to another company rather than to the market. Every excess number this book holds is computed against SPY specifically — not against a configurable benchmark that happens to be set to SPY — so a peer comparison is a measurement that has never been made, not a parameter that has never been changed.
the house holds no options data and has never graded one. ⚑ And the contract cannot even NAME the instrument: there is no strike and no expiry in it, so "NVDA calls" identifies a family of contracts with different prices rather than a thing whose return could be computed.
no futures prices are held and none has ever been graded. A future also rolls between contracts, so a window longer than the front month needs a declared roll rule — a second thing that does not exist here.
no crypto prices are held. ⚑ The deeper obstacle is the WINDOW: every horizon this book grades is floored in MARKET-OPEN hours, and a market that never closes has no such floor — so the house's own window definitions do not describe the asset.
prices once a day at NAV, so there is no first tradeable print after a seal to enter on. The house's entry basis is the opening of the next tradeable print; for a fund that does not trade intraday, that moment does not exist.
is not tradeable. The house grades from an entry print to an exit print, and an index has neither — only a level. A claim about one would have to be graded on a fund that tracks it, which is a different instrument and a substitution nobody declared.
excess return has only ever been computed against SPY; another benchmark has no measured basis
the house has only ever measured these windows; a longer horizon has no baseline, so a grade against it would carry no null to compare to
Interest counts are kept separate from claim submissions and carry the same rule as everything else on this page: no ticker, no numbers, no text of yours is saved — a stored signal is one category, nothing more.
Passing here means only that the claim commits to enough for an outcome to be checked later. It is not a view on whether it will hold, and nothing on this page grades anything or keeps any record of what you typed.
A refusal is not a criticism either. It means the machine has no measured basis for that shape of claim — and saying so is more useful than guessing.
RexUnda does not save your ticker, benchmark, numeric values, or raw text in its application database. When you run a check, we record only selected categories and the machine's outcome—such as operator, instrument class, verdict and reason codes—to learn which claim types need support.