PDS · v2.1 · Live deployment

The institutional pre-earnings
signal engine.

Pinnacle Dominion Signals fuses beat-rate calibration, estimate-revision velocity, options sentiment, dark-pool flow, and macro regime classification into a single, falsifiable conviction score — built for binary-event tape and the discipline of every-trade-competes-for-capital.

§01Live position book

as of 2026-05-28 04:30 AEST
Open Positions
2
DELL · AVGO
Net Unrealized (AUD)
+A$2,514
+1.85% vs entry
Realized Cumulative
+A$11,808
since deployment
Net Total P&L
+A$14,322
FX 0.7153 · 100k AUD
Regime
STAGFLATION_HOT
Fade-Risk Bias
HIGH · 8 / 10
Live

§02What Pinnacle Dominion does

a brief overview

Pinnacle Dominion is built around a single belief: every trade competes for scarce capital. The signal engine grades pre-earnings setups on a 1–10 conviction scale combining beat rate, revision velocity, implied vs historical move, dealer gamma, and regime context — producing two parallel tracks: hold-through and pop-sell, with a Fade-Risk referee.

Signal Engine

Composite alpha scoring across ~99 large-cap tickers. Beat history weighted above static consensus. Surprise std-dev, run-up exhaustion, IV rank, GEX, and dark-pool flow all enter the conviction formula.

Dual-Track Discipline

Every position carries two scores: hold-through (carry to earnings) and pop-sell (exit into spike). A Fade-Risk referee picks the primary track and forces exit-into-strength when crowding is extreme.

Regime-Aware

Macro classification (STAGFLATION_HOT, RISK_OFF, etc.) sets the dampener. Rallies are sold in gamma-positive tape; misses get punished harder in restrictive regimes.

Live Journal

Append-only journal logs every price fetch, regime change, IV shift, flow event, and exit with timestamps + citations. The source of truth for calibration and the 20-event backtest.

Post-Mortem

Every binary event scored against both tracks after print. Forced calibration — Fade-Risk thresholds adjusted from realized outcomes, not vibes.

Vendor Stack

FMP Premium + Unusual Whales for IV rank, GEX, dark pool, institutional delta. Yahoo PIT for point-in-time fundamentals. SQLite-backed registry with Cloudflare-tunnelled dashboard.

§03Recent calibration record

post-print outcomes

The last four binary events confirm the high-Fade-Risk pop-sell discipline. 3/3 print-week fades on premium-multiple names. Read more → full performance record.

DateTickerSetupHold-ConvPop-ConvFade-RiskPrimaryOutcome
2026-05-21DEPre-print de-risk 4.88 POP-SELL +A$334 · vindicated
2026-05-22ROST8/8 beat history 7.56 POP-SELL +A$2,529 · clean
2026-05-26ZSPremium-mult run-up 8.48 POP-SELL Beat+light guide → −20.8% AH (exit pre-print)
2026-05-27MRVL · CRMStacked print 8.2 / 7.08 POP-SELL Both exited into strength · vindicated

§04Operating principles

standing rules
Rule 01

Every trade competes for scarce capital.

Cold and precise. No portfolio slot exists by default; each position must outperform the next-best alternative on a falsifiable score. Conviction below 6 is watchlist, not capital deployment.

Rule 02

Implied vs historical move, every time.

No ticker is graded without comparing the option-implied move to its trailing realized move. The delta is the edge; when the option market is paying for what already happened, fade-risk goes up.

Rule 03

Catalyst chain or no trade.

If the desk can't articulate three independent catalyst links — fundamental, technical, and flow — conviction is capped. The chain is the brief; without it, there's no trade.

Rule 04

Post-mortem after every binary.

Every print is scored against both tracks regardless of outcome. The journal is append-only — exits, fade-risk calls, and calibration adjustments are all logged with citations.

Built for the desk

Open the live terminal.

The dashboard surfaces open positions, regime state, alpha scores, dual-track convictions, and the full report archive. Daily reports are versioned and append-only.

Launch Dashboard →