Plain-English methodology and an honest look at what the score does and does not do.
The SigmaLens sentiment score (−10 to +10) measures how much news pressure is currently bearing on a holding and which way it points: negative = bearish news pressure, positive = bullish, 0 = quiet. It is built from the geopolitical, commodity-market, and company-specific events we track.
Direction is per holding, not per headline. Adverse geopolitical news is bearish for most assets - but bullish for crisis beneficiaries: oil funds and energy producers when supply is threatened, defense names during conflict, gold as a safe haven. For those holdings the sign flips, and it flips back on de-escalation (a ceasefire is bearish for oil and defense). Every holding's exposure list shows when this rule applies.
It is an informational signal, not a prediction of price or returns, and not a recommendation to buy, sell, or hold. A score near 0 means "quiet in the news we track," not "safe." It reflects news only - it does not model macro drivers like inflation, interest rates, central-bank actions, or earnings.
Each news event gets a strength and a direction, then it is routed to your holding through its exposures:
The event is connected to your holding through its exposures: home country, sector, industry, commodity channels (oil, gas, grain market coverage), the fund's underlying holdings (for ETFs and mutual funds), and the company's own name in global coverage. Your portfolio's net sentiment is the position-weighted average.
We replay the score across a labelled library of major historical events (2014-2025) and compare it to each asset's benchmark-adjusted move (so moving with the whole market does not count). This is a backtest / hypothetical result - not returns achieved by any client, and not indicative of future performance.
SigmaLens does not just score today's news. Every strong signal it fires is logged, then checked against what the market actually did next (benchmark-adjusted). Those real outcomes retrain the direction model, so the stance for each holding stops being a preset and becomes something measured. This dataset compounds the longer SigmaLens runs.
The events SigmaLens scored highest-risk, and what the mapped assets actually did (ranked by our risk score, not by outcome - so this is not a cherry-pick):