A proprietary Master Cycle engine that maps where the market is — and where it turns next. Dated positioning, capital flow detection, and a 253-asset scanner. Built for those who act early.
A structured command center spanning cycle analysis, dated positioning, and capital flow — in one coherent surface.
A proprietary cycle model identifying major market turning points well in advance, mapping the current phase and the structure ahead.
Each position defined by date, entry zone, stop, three targets, and a conviction score — a structured roadmap through 2032.
Every weekday after the close and every Monday morning, the desk writes and archives its own report — probabilities, cones, risk state, open windows. Computed, never invented.
Identifies where institutional capital is positioning before it surfaces in price — a read on the movements of the largest participants.
Continuous risk scoring across major flashpoints, mapped to the assets that respond as conditions shift.
253 assets across 30 sectors, each scored on cycle, geopolitics, and momentum — the full board, at a glance.
Most research tells you what it thinks. This platform tells you what its instruments have measured, how often they have been right, and — when they have not earned the right to speak — that they are staying quiet.
A conditioning ladder over the full market-state vector produces a probability that an asset is higher in twenty sessions, with the sample size and confidence interval attached to every number.
Split-conformal price cones at five, twenty and sixty sessions and 50/80/95% coverage — bands built from the engine's own past errors, taken separately per side, plus touch odds for reaching a level inside the window.
Cross-asset lead-lag: when one series shocks, does another move later — and how much later. Hundreds of source, target and horizon combinations tested, with the windows that are open right now shown alongside their remaining sessions.
Is there a repeating clock inside a market — measured, not asserted. A grid of candidate periodicities folded into phase quarters, each quarter's forward record tested against the asset's own record on the same non-overlapping grid, and the position inside every surviving cycle shown live.
Conditional drawdown odds, volatility-expansion odds, tail expected-shortfall and a stress price — graded on the worst tradeable asset rather than a flattering one, with a composite risk state from published rules.
After an outsized multi-session move, the conditional forward distribution given the direction of the move and the state it came from — the question every violent week actually raises, answered from the record.
Which macro channel an asset is actually trading — dollar, real rates, credit, energy, growth — measured across three windows on paired daily returns instead of asserted in a paragraph.
Odds around dated policy decisions and scheduled arbiters, conditioned on comparable past windows, injected directly into the forward radar so the probability sits next to the event it belongs to.
Nineteen recorded series build a ten-feature conditioning vector on fixed, published thresholds, with a scorecard ranking the measured skill each individual feature actually adds.
Every probability the platform publishes is logged, resolved and scored — a reliability curve by probability band, a Brier score, and cone hit rates. Public, not internal.
The Master Cycle positions the market in time. The action calendar translates it into structured, dated decisions.
Sample entries from the published calendar (structure as stamped July 10, 2026 — current levels live inside the platform), drawn from the full dated calendar spanning precious metals, equities, fixed income, energy, commodities, and digital assets across 30 sectors and 253 instruments. Every zone carries an explicit invalidation level.
The market moves in cycles. ILT Oracle maps them.
The Master Cycle engine models the market's underlying structure — identifying the current phase and the turning points that follow. Paired with a dated action calendar, the platform is built around a single principle: positioning is decided in advance, with structure, rather than in reaction to price.
Beneath the Intelligence layer, a continuous engine scans 253 assets across 13 timeframes.
Proprietary indicators aligned across 13 timeframes per asset, with weighted scoring from 0 to 100.
The GCL engine identifies extreme compression — historically a precursor to significant moves.
Trained across a broad set of historical patterns and market scenarios for higher-conviction reads.
A dedicated tier surfacing only the highest-conviction setups — signal over noise.
Crypto, forex, equities, commodities, and indices on one unified surface.
Every asset re-scanned with current market data, signals, and scores each day.
Instead of testimonials, here's the inside of the platform — the Master Cycle, the dated calendar and the scanner, as members use them every day.
The market phase and the turning points ahead — dated.
Each position: date, entry, stop, three targets, conviction.
Every asset scored 0–100 across 13 timeframes, daily.
Framework figures shown are excerpts from published, timestamped platform calls. Trading involves risk of loss; past performance is not indicative of future results. This is not investment advice.
Every framework call is published with a date, explicit conditions, and an invalidation level — then resolved on the tape, in a permanent ledger. Including the misses. That is the difference between research and marketing.
The framework's distribution read on long-duration sovereigns was published while consensus expected easing. The market now prices ~70% odds of a year-end hike. The thesis became the market's own base case.
A $55–70 accumulation band was written into the dated calendar months before the move. The fastest speculative unwind of the cycle tagged the band — and the tiered plan was already waiting, with invalidation pre-set.
A silver-leads-gold regime tell was invalidated by the tape within a week. It was logged, corrected in the next update, and the re-entry condition was published. The ledger keeps the misses. That is the point.
Full access to the Intelligence engine and the complete scanner suite.
Institutional macro research runs $2,000+/month. A single mis-sized position costs more than a year of ILT Oracle. This is ~$2.90/day — with the invalidation levels included.
Intelligence is the platform's predictive layer — an Asset Desk giving each asset a probability with its sample size, an 80% price cone with its measured coverage and an evidence grade; ten gated engines covering direction, targets, risk, cycles, lead-lag and events; a dated action calendar with entry, stop, targets and conviction; a geopolitical risk radar and a self-published daily desk report.
Nothing is charged during the trial. We email you three days before it ends. If you keep it, your plan starts automatically; if not, cancel in one click from the Billing page and you are never charged.
The desk writes and publishes its own report every weekday after the close and every Monday morning: data freshness first, then each asset's probability, price cone and evidence grade, the risk state, open lead-lag windows, cycle position and machine-watched levels. Computed text assembled from the gated engines — nothing generated, nothing invented — archived append-only.
A precise roadmap of strategic moves with exact dates, entry zones, stop levels, three price targets, and conviction scores — spanning from now through 2032. Every action is tied to the Master Cycle phase.
ILT Oracle scans 253 assets across 13 timeframes using proprietary indicators combined with ML pattern recognition to generate signals scored from 0–100, refreshed daily.
GCL measures market compression. When it reaches extreme lows, the asset is tightly coiled — historically preceding major price moves. These are flagged as priority alerts.
Every framework call is published dated, with explicit conditions and an invalidation level, then resolved on the tape in a permanent ledger — misses included. The current scorecard and every resolved call are public at /track-record, no signup required.
They operate on different layers. The IllumiTrade® indicator lives on your TradingView charts and fires real-time technical signals. ILT Oracle is the macro layer above it: cycle positioning, a dated action calendar with entries, stops and targets, capital flow and geopolitical context. Many members run both — the Oracle decides what and when, the indicator refines the exact entry.
Yes. Manage or cancel your subscription anytime in one click from the Billing page (secure Stripe portal). You retain full access until the end of your billing period.
IllumiTrade® offers a complementary TradingView indicator suite.