The consumer-demand data hedge funds license.
LikeFolio scores nearly 4,000 US-listed and ADR/OTC names every trading day from measured consumer behavior: purchases, app downloads, web traffic, brand engagement. Fully owned pipeline, a decade of history, and alpha documented in public fact sheets, not asserted.
From 1,170,301 ticker-day observations across 595 names (15% of today's 3,976 scored names), Jan 25, 2016 to Jul 3, 2026. Battery run Jul 5, 2026. Full methodology and fact sheets below. Hypothetical results; past performance does not guarantee future results.
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Signal fact sheets
Rank IC by horizon and year, decile long-short tearsheets gross and net, orthogonality to price factors, regime splits — generated from the data, refreshed with every battery run.
Point-in-time discipline
As-published vintages accrue nightly in an append-only store with externally-held SHA-256 manifests and a written no-restatement policy. Pre-freeze history ships honestly labeled as reconstructed, with per-row provenance flags.
Dated event receipts
Divergence extremes are logged when flagged and scored when closed — 2,670 events, +6.1% mean abnormal 90-day return (t = 8.91). The record includes what did not work.
Three ways to buy
Quant Feed
Full history with underlying demand components, FIGI-mapped, point-in-time labeled. Snowflake share, S3/SFTP flat files, or REST. 90-day structured trials on the SBAI template. Limited-seat and category-exclusive terms available.
Signals License
Firm-wide API license: daily scores, divergence rankings and events, earnings-week signals, webhooks. Live in a day on the same /v1 surface the fact sheets are built from.
Embedded Research
Per-ticker demand panels for brokerages and fintech platforms — web component or JSON, white-label theming, FINRA-ready disclosure kit. The team that built thinkorswim Social Signals and powers Trend Watch on Power E*TRADE.
Research seats for discretionary desks ($25K–$60K/cluster) and content syndication are available inside any engagement.
Diligence, pre-answered
Fully-owned data (no panel resale), documented sourcing and derivation, de-identified consumer signals, MNPI policy, provenance memos, and the standing DDQ pack — built so your compliance review runs in parallel with your data evaluation, not after it.
September 14 retrospective review
Reconstructed histories with unknown source provenance; these are not point-in-time live results. LikeFolio Score rank correlation measures its association with subsequent returns over 90 recorded weekday price observations.
| Population | Names | Weekday score rows | Rank correlation |
|---|---|---|---|
| All currently scored names | 1,994 | 3,077,129 | 0.1025 |
| First recorded since July 5 | 1,417 | 1,933,293 | 0.0748 |
| First recorded before July 5 | 577 | 1,143,836 | 0.1495 |
The archived July 5 study covered 595 names and was not rerun: its original ticker membership is unavailable. The 577 earlier-recorded names above are a different population. Calendar, estimated-row and return filters differ, so these figures are not a like-for-like update of the archived study. Later database insertion does not establish when a signal was observable.
Estimated scores and weekend rows are excluded. Price endpoints below $1 and absolute returns above 300% are excluded. Returns use recorded weekday observations rather than an exchange-session calendar. Cohort memberships and reproducible methodology are retained with the review artifact.
The data institutions license, on one desk.
Andy and Landon Swan built LikeFolio to measure consumer demand before it reaches an earnings print. The dataset has been licensed to institutional investors for years, and the research has appeared on CNBC and across financial media. The platform puts the same data, plus the analyst that reads it, on one desk.
20 minutes, your tickers, live data.
Bring your coverage list. Landon will pull the demand history on your names and show you where the desk disagrees with the Street right now.