Decision-grade
market intelligence
Capped capital allocation models. Dynamic regime classification. Generative explanation briefing. Engineered for risk-conscious operators and capital managers.
Institutional Risk Philosophy
How Finova AI replaces retail signal indicators with systematic, explainable risk management.
- ✕Unexplained "Buy/Sell" alerts without structural or market regime context.
- ✕Deceptive claims of "guaranteed profit" or zero risk threshold.
- ✕No capital allocation models, risking high drawdown on high-volatility spikes.
- ✕Opaque black-box formulas that cannot be vetted or mathematically audited.
- ✓Explainable market regimes (Trend, Momentum, Volatility, Liquidity, Risk).
- ✓Mathematical capital sizing calculations powered by the Kelly Criterion.
- ✓Rigid retail risk containment rules that hard-cap position sizing dynamically.
- ✓Generative explanation briefing translating regime data into decision support.
The Decision Support Flow
All algorithms run securely server-side. The dashboard provides clean structure, not code leaks.
Select Ticker
Input primary assets (such as XAUUSD, BTCUSD, or SPY) to query the regime matrix.
Classify Regimes
The engine evaluates 5 abstract indices: trend, momentum, volatility, liquidity, and risk.
Optimize Kelly
Formulate position risk using capital, historical win rate, risk-reward ratio, and active risk caps.
Explain Context
The generative briefing digests raw data states into a clear, professional interpretation.
Institutional Access Tiers
Flexible pricing built for different sizing requirements.
Standard
- ✦3 market scans / day
- ✦XAUUSD, BTCUSD, SPY
- ✦Kelly risk metrics
- ✦Basic AI summary
Pro Operator
- ✦Unlimited market scans
- ✦All supported assets
- ✦Custom Kelly thresholds
- ✦Extended AI summaries
- ✦Real-time state refresh
Enterprise
- ✦Everything in Pro
- ✦Multi-regime console
- ✦Webhooks & alerts
- ✦Excel/CSV exports
- ✦Developer API key
Join the Operators Console
Access waitlist registry is open. Secure priority onboarding codes. No promotional newsletters.