Fundamentals data
that can't lie to your backtest.
Every value is stamped with the date it actually became public — so your backtest only ever sees what was knowable at the time. No lookahead bias. No silent restatements. Straight from the filings.
Your backtest gets a 43-day head start it never earned.
A company's fiscal year endson one date, but the numbers don't go publicuntil the 10-K is filed weeks later. Join your data on the period-end date and you're trading on information that didn't exist yet. It quietly inflates every fundamental backtest — right up until you trade it live and the edge evaporates.
Across 40 large caps we measured the gap: fundamentals went public an average of 43 days after the period closed. That gap is the lie. We remove it.
The data appears exactly when it was filed.
Honest data — and it shows its work.
Every value carries its full history: when it became public, whether it was ever revised, and exactly where it came from.
Point-in-time stamping
Every number is dated to the moment it was actually filed — your backtest only ever sees what was public then. No lookahead, ever.
filed 2024-11-01 · lag 34dRestatement flags
Know the original value and whether it was later revised — 18,539 restatements caught and labeled.
QA-validated
Per-row quality status. We flag the rows we can't fully trust — never fake them.
Full provenance
The exact SEC XBRL tag behind every single value. Show your work.
Honestly priced
The clean point-in-time data the $10–50k vendors gatekeep — without the gate.
Your format
JSON point-in-time query API + CSV today. Bulk Parquet on the roadmap.
We show our work.
With data, transparency isthe product. If you can't see how it's built and validated, you can't trust it — so here's exactly how, start to finish.
Read the full methodology- 01
Straight from SEC EDGAR
Public-domain 10-K filings — free, redistributable, the source of truth.
- 02
Tag resolution
Each XBRL concept is mapped to the right tag across companies and years — no stale-tag errors.
- 03
Point-in-time stamping
Every value carries the earliest filing it appeared in — the first date it was actually knowable.
- 04
Restatement detection
When a later filing revised a number, we keep both the original and the revision, and flag it.
- 05
QA + reliability
Every row is range-, magnitude-, and date-checked. The few we can't fully trust are flagged — never hidden.
Start free. Scale when you're ready.
Inspect the data, run it against your own backtests, then plug in the full market.
Free sample
Everything you need to sanity-check the data.
- 40 large-cap companies · 7 concepts · up to 12 years
- 3,212 point-in-time rows (CSV)
- Full methodology + per-row QA
- Query helper to test it against any date
Full universe
The whole US market, point-in-time.
- 5,214 companies · 313,562+ rows
- Point-in-time query API — live now
- 5,000 API calls/day · full restatement history
- Quarterly (10-Q) + bulk Parquet — on the roadmap
