SentiSense Rating methodology

What the SentiSense Rating is

The SentiSense Rating is a letter grade, A to F, that summarizes where a stock stands across six independent signal families: crowd sentiment, smart money, options positioning, analysts, fundamentals and earnings. It is computed once per trading day for every stock SentiSense covers that has enough data.

The grade is a rank, not an absolute measure. Each rated stock receives a percentile from 0 to 100 that says how its blended signals compare with every other stock rated that day. The letter is that percentile in five bands, and the percentile is always shown beside the letter so the grade never hides its position in the distribution.

The Rating is a different object from the SentiSense Score. The Score is the continuous crowd-sentiment number for a stock and is one of the six inputs here. The Rating is the composite grade. SentiSense publishes exactly these two headline measures.

How to read it

The letters are fixed slices of the rated universe: A is the top 10 percent (percentile 90 and above), B the next 20 percent (70 to 89), C the middle 40 percent (30 to 69), D the next 20 percent (10 to 29) and F the bottom 10 percent (below 10). Because the grade is relative, roughly one stock in ten carries an A on any given day, whatever the market is doing.

Under the letter, the composition card shows each of the six dimensions on its own natural scale, its percentile among rated stocks, and whether it was available for this stock. Anomaly flags appear only when they are active.

A stock shows "Not rated" when too few dimensions have data. Missing data is never filled with a neutral value, and a stock is never given a C by default.

The six dimensions

Every dimension is turned into a percentile among the rated stocks that have it that day, so a reading from a bounded sentiment scale, a share count and a margin can be compared. The percentiles are then blended with fixed weights: crowd sentiment 20 percent, smart money 20 percent, options positioning 15 percent, analysts 15 percent, fundamentals 15 percent and earnings 15 percent. The weights are engineering priors ordered by freshness and by how much independent information each family carries. They are not the output of a return backtest, and a later version may revise them.

Crowd sentiment enters through the SentiSense Score alone. Mention counts, social dominance and per-source slices are the same document stream and are not counted a second time.

Missing data and the coverage floor

When a dimension is not available for a stock, its weight is removed and the remaining weights are rescaled so they still sum to one. A stock is rated only when at least 3 of the six dimensions are available and those dimensions carry at least 50 percent of the total weight. Otherwise it is Not rated for that day.

This is why smaller companies with little coverage, no options market and no analyst following are often Not rated rather than graded from one or two signals. A grade built from a single family would look like a grade and carry none of the information.

Anomaly flags

Three situations are flagged on the composition card when they are active. They are informational and do not change the letter in this version.

Freshness and cadence

The Rating is recomputed once per trading day, early each weekday morning before the open, using the prior session's crowd sentiment, the options reading computed that morning from the prior session's chain, the prior session's closing prices, and the latest available filings, consensus and earnings data. Institutional 13F positions are reported quarterly with a lag of up to 45 days after quarter end and are carried forward until the next report; congressional trades are disclosed with a lag of roughly 30 to 45 days.

Each daily Rating is stored, so the card can show how a stock's percentile has moved over the past 90 days. Because the grade is a rank, its history stays comparable even when the weights are revised.

What the Rating is not

The SentiSense Rating is not a recommendation to trade, a forecast of returns or a statement about whether a stock is suitable for anyone. SentiSense does not know your situation and does not give personalized financial advice. The Rating describes where a stock sits today across public signals, in a form that is transparent enough to check.

An A says the blended signals rank in the top tenth of rated stocks. It does not say the stock will rise. An F says they rank in the bottom tenth. It does not say the stock will fall. Signals can be stale, crowded or simply wrong, and every input has known blind spots listed below.

Known limitations

Fundamentals are ranked across all rated stocks, not within sectors, so structurally high-margin industries rank above structurally thin-margin ones regardless of quality within the industry. Institutional data lags by a quarter. Options positioning exists only for stocks with a liquid options market and enough history. Analyst coverage is thin for small companies. Crowd sentiment can be moved by a small number of loud accounts. The weights have not been validated against forward returns; a signal ledger that tracks each Rating against subsequent returns is planned, and its results will be published on this page.

Versions

Every stored Rating carries the methodology version it was computed under. The current version is 2026.09-v1. Changes to weights, floors, letter edges or dimension definitions bump the version and are recorded here.

2026.09-v1: initial release. Six dimensions, the weights and floors above, letter edges at percentiles 90, 70, 30 and 10, three anomaly flags, fundamentals from operating margin, return on equity and revenue growth.

In the API

The letter, the percentile, the raw composite, the six dimension percentiles and raw values, the flags and the methodology version are available through the SentiSense API for every rated stock, and the daily history is available as the sentisense_rating metric.

API documentation