Every evening, the desk reads 32 markets — gold, silver, oil, bitcoin, indices, currencies, rates — and tells you in plain words where each one leans over the next month, how far it could go and what could go wrong. Plus machine-written trade plans, and an email when something changes on the markets you follow.
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 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.
Nine engines each answer one question about today and the weeks ahead — which way, how far, what could go wrong, what comes next. An autonomous desk on top of them writes its own trade plans and spots the situations that usually come before a big move. Every one of them stays quiet when it has nothing reliable to say.
Every evening it looks at each of 32 markets, finds the past situations most like today, and writes a trade plan — entry, stop and two targets — with the real odds of reaching the first target. It also flags what is building: squeezes, breakouts, stretched moves, trend turns, fear spikes. When the evidence is not there, it publishes nothing.
After every close it finds, in each of 32 markets, the past situations most like today — price, trend, volatility and the macro backdrop together. It learns market by market which engine to trust and how wide the ranges must be, then writes its own trade plans — entry zone, stop and two targets sized on the paths those situations actually took, with the real odds of the first target before the stop — and flags the events ahead: squeezes, breakouts, stretched moves, trend turns, credit cracking under stocks, fear spikes, extremes between gold and silver. Each comes with its odds and the date its window closes. A plan closes itself at its stop, its second target or its date.
Which way? The odds that a market is higher a month from now — and how many comparable cases that number rests on.
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.
How far? The price range a market is likely to end in over a week, a month or a quarter — and the odds of touching a given level on the way.
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.
What moves next? When one market jumps, which others tend to follow a few days later — and which of those windows are open right now.
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.
When? If a market has a real repeating rhythm, where it sits in that rhythm today and what that phase usually brings.
Is there a repeating rhythm inside a market — measured, not asserted. When one is real, the card shows where the market sits in it today and what that phase has usually meant for the weeks ahead.
What could go wrong? The odds of a 3, 5 or 8% drop within a month, how bad a bad week can get, and one overall state: calm, elevated or stressed.
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 a violent week: does the move usually continue or reverse? Answered from every comparable burst on record.
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.
What is driving it? Whether a market is really trading the dollar, interest rates, credit, energy or growth right now.
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.
What is coming? The odds around scheduled events such as central-bank decisions, shown right next to the date.
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.
Which backdrop? The economic regime every other read is measured against.
Nineteen recorded series build a ten-feature conditioning vector on fixed, published thresholds, so every read knows which economic backdrop it sits in.
The Master Cycle positions the market in time. The action calendar translates it into structured, dated decisions.
Written by the autonomous desk after the last close, on the markets where its plans have held up when replayed on their own history. Each plan carries an entry zone, a stop, two targets and the real odds of the first target before the stop — the levels unlock in the trial.
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.
Every asset ranked by how many of its signals agree across timeframes, so the strongest setups rise to the top.
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.
Entry zone, stop, two targets — and the real odds of the first target before the stop.
Every asset scored 0–100 across 13 timeframes, daily.
Figures shown are illustrative excerpts of the platform interface. Trading involves risk of loss. This is not investment advice.
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 every plan’s stop and targets included.
Not sure yet? See today's free forecasts for 32 markets →
Intelligence is the paid desk. For each of 32 markets it tells you, in plain words, where the market leans over the next month and how many comparable cases that rests on, the price range it is likely to end in, and the risk of a sharp drop. On top of that: machine-written trade plans (entry, stop, two targets) with their real odds, the events ahead with their odds, a dated action calendar, a geopolitical risk radar, and a report the desk writes itself after every close.
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.
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 and multi-timeframe confluence to score each setup 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 read comes with an evidence grade from A to D and the number of comparable past situations it rests on. When an engine has nothing reliable to say, it stays quiet instead of forcing a call — and the desk tells you so in plain words.
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.