■ Intel Clearance
Let me tell you the problem I built this for, because you already have it.
The information that moves your stocks is public. That's the trap in it. An 8-K hits EDGAR at nine in the evening. A fund that cut its stake weeks ago finally has to say so in a 13F. The option market spends all week building a wall of dealer hedges at a strike sitting right above your entry. None of this is hidden. You could look all of it up tonight.
You won't, though. Neither will I, by hand. There are hundreds of filings a day and thousands of option chains, and you have a life. So most people find out what was in the filing from the price the next morning. The market never punishes you for missing secret information. It punishes you for missing public information that somebody else read first.
Institutions fixed this a long time ago. They pay analysts to read everything overnight and put a briefing on the desk before the open. That job — the reading — is what you're buying here. I built engines that do it every night, and I run them on your names.
Pro is my desk — real-time depth, the DOM, the gamma engine on the majors. You do the reading yourself.
Quant API is the raw numbers, for developers who want to build their own system on top of my feed.
Intel Clearance is the finished read. The engines run, the conclusions arrive, and every number shows its workings so you can check me.
If you hold stocks: the morning after one of your companies files anything — an 8-K, a 13D, an insider Form 4 — it's in your mail with a link to the document. When a 13F lands you get the names of the managers who added and the ones who cut, with share counts. Not "institutions are bullish." Who, and how much. And every night my engine reads the option chain on your names and tells you where the dealers' walls actually sit around your stock, and which side of the flip it closed on. And I watch the part of the tape most people never see: how much of your name's weekly volume crossed in dark pools instead of on the lit exchanges, venue by venue, from FINRA's own records.
If you trade: the screen. Every name my scanner surfaces gets scored against everything else I compute — position versus the flip, room to the walls, the fundamentals, which way the 13F money has been leaning, whether the day's short-flow spiked against its own sixty-day history, and whether dark-pool share is building under the price. A score out of 100, and next to it the exact components that built it. I don't do predictions. I show you where several independent things agree, and I show my math.
And underneath it all you get the whole ladder — the full Pro desk and Quant API access are included.
One mail, and only if something happened. Two of your companies filed — here's what and here's the document. A 13F landed on a third — two funds added, one cut, sizes attached. Last night's positioning on each of your names. Then the screen's top names with their scores broken open. Five minutes to read. If you reply, it comes to me — there's no support queue, it's just me — and I answer in writing.
Don't take the description's word for it. This is what the brief actually looked like on one real morning:
Intel Daily — the brief
Thursday, 27 August 2026 · specimen
The screen — highest confluence
signal Strong Buy +22 · call-wall headroom 4.0% +8 · F-score 8 +18 · 13F net adding (12 vs 2) +12
signal Buy +15 · trend up +5 · above gamma flip +15 · F-score 5 +10 · 13F net adding +12
signal Strong Buy +22 · above gamma flip +15 · call-wall headroom 21.4% +8 · F-score 5 +10
Positioning on followed names
AAPLspot 313.45 · net +$1,178M/1% · flip 315 · call wall 320 · put wall 280
NVDAspot 209.66 · net +$2,485M/1% · flip 220 · call wall 230 · put wall 190
Real numbers from that morning's run, frozen here so you can see the thing itself. Cleared accounts get it fresh at 07:40 every market day, on their own names.
Because it replaces the part of an institutional setup that actually matters — the overnight reading — at about a quarter of what a single terminal seat costs, before you've hired anyone to sit at it. It's annual because the read gets better the longer it runs on your names: the history builds, the record of what the walls did stacks up. And there's nothing to set up. You pay, you follow your names on their company pages, and that night the engines pick them up. No onboarding call, no configuration, no waiting on me.
Most people weighing this are not choosing between two terminals. They are choosing between doing the reading themselves, paying somebody to do it, or having it done for them. So here is that comparison with the money in it.
| Option | Typical cost | What you get |
|---|---|---|
| An analyst on staff | Six figures a year | Judgement, and someone to argue with. Also recruitment, salary, employer costs and holiday. |
| A contract analyst | Commonly $100–300 an hour | Deep work on the names you brief, when you brief it. At the middle of that range, $7,500 buys roughly thirty-odd hours — about a week, once. |
| A terminal seat on a trading floor | Around $32,000 a year | The whole institutional apparatus — news, chat, fixed income, every asset class, and the messaging network that is half the reason anyone pays for it. This does not replace that and does not try to. It does one part of it, on US equities, for less than a quarter of the price. |
| Doing it yourself | Your mornings | Free, if your time is. The filings, the 13Fs, the venue breakdowns and the dealer walls are all public — reading them every day is the part nobody sustains. |
| Intel Clearance | $7,500 a year | The same reading, every morning, on every optionable US name rather than the handful you had time to brief — with every component printed so you can check it against the filing it came from. |
An analyst is better than this at the thing analysts are for: judgement, context, and being wrong in an interesting way. This does not replace that and I am not going to pretend it does. What it replaces is the reading — the several hours a day of pulling filings, diffing 13Fs, checking where a name printed off-exchange and whether insiders bought together. That part is mechanical, it is the part that gets skipped first, and it is the part a machine should have been doing all along.
Paid once it is $7,500, or five payments of $1,500. Either way: about a week of a contract analyst's time, or a year of the reading. Same money.
If you trade size, none of those numbers are the decision. The decision is whether the read is any good. So ask for it before you pay — send me the tickers you actually hold and I will send back the read on them, free, once. Every figure in it names the filing it came from, so you can check me against the source rather than take my word for it.
Buy this if you hold or trade a book of optionable names and the morning reading — filings, 13F moves, dealer walls, dark-pool share — is work you already do or already pay several tools to approximate. One subscription replaces that stack and the hour, and the components are printed so you can check every number against the source.
Don't buy it to be told what to trade — no vendor's score is alpha by itself, mine included. The screen shows where independent signals agree and shows its math; what you do with that agreement is your edge, not mine. If you trade two index futures and nothing else, Pro is the right tier and costs a sixth as much. And if you'd rather compute everything yourself from the raw feed, that's Quant API — Clearance is for the trader who wants the reading done and checkable, not outsourced and opaque.
One tier. One year. Two ways to pay.
Still deciding? Email me at [email protected] or reply to any mail I've sent you. No calls, no sales process. You ask, I answer in writing, you decide.
Analytical tool only — not investment advice. Trading involves risk of loss.
