Nine independent lenses · one moving market

Follow the flow.
Read the regime.

9REMORAS reads US equities through nine independent agents and the disclosed portfolios of the managers who move real money.

The index is the result. The composition is the analysis.

Enter the Council Track Smart Money

Live divergence

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Tape says Energy, Health Care and Materials lead, with Technology the worst sector over three months. Late-cycle leadership, Council in a distribution risk regime at 39/100.

Managers did —

Reading The two look at different moments: the Council reads today's price, the 13F is a photograph of 30 June. Which one was right only shows up next quarter — and following that is what this site is for.

Nine agentsindependent by design

Two readingstape + declared capital

One signaldivergence is information

Two modules

Live · by round

US Equity Market Council

Nine independent agents — sector rotation, breadth, macro and credit, earnings, quant, Wyckoff, sentiment, Gann and Elliott — analyse without contaminating one another. A meta-agent consolidates by confluence and divergence, at fixed weights.

39/100Council score

8 of 9same direction

DISTRIBUTION
RISKRegime

Open the dashboard →

Quarterly · SEC EDGAR

Smart Money

The declared portfolios of the largest US managers, read straight from their 13F filings, classified into the same GICS sectors the Council uses and compared quarter over quarter. The flow wheel shows where each manager took weight from and where they put it.

—Managers

—Declared value

—Positions read

See the portfolios →

How to read them together

What each one sees

The Council answers which phase of the cycle the market is buying right now. It measures relative strength, breadth, credit and price structure, and it is sensitive to recent shocks — currently a military escalation that pushed crude to $90 and a repricing of rates.

Smart Money answers what the people running billions decided to do. It is a photograph of the last day of the quarter, published 45 days later. Slow, but free of noise: not opinion, but positions declared under legal obligation.

Where this misleads

A 13F shows only the long side of US-listed equities. No shorts, no cash, no debt, no currencies, no commodities, nothing held offshore. A 13F portfolio is not the manager's portfolio, and a position that went to zero may have been a redemption rather than a change of view.

And the lag is real: the 30 June positions have already lived through a full quarter of market before you read them. Treat this as a read on structural conviction, never as an entry signal.