Market Sentinel · Access & Pricing

Surveillance that
earns its keep.

Market Sentinel is a live investigative data pipeline. Not a newsletter. Not a dashboard. An ongoing surveillance operation with published findings, proprietary methodology, and a pricing structure that takes serious users seriously.

Access Tiers
Retained
$5,000/month
Up to 3 reports · Priority turnaround · Direct access

For policy shops, law firms, and government affairs teams that need ongoing coverage across the legislative calendar. Up to three complete reports per month, priority turnaround, and direct contact for follow-up questions between reports.

  • Up to 3 complete reports per month
  • Priority turnaround — ahead of institutional queue
  • Full instrument set, custom configuration
  • Full event database — 2018 through present
  • Options flow layer included when data available
  • Raw CSV data on every report
  • Direct contact for methodology questions
  • Reviewed and signed by Michael Russo, PolicyTorque
  • Commercial use permitted
Get in Touch →
Press & Academic
$500/report
Application required · Manual approval · Citation required

For working journalists and academic researchers. One complete report per request. Approval is manual and at our discretion. Citation of PolicyTorque and Market Sentinel in any published work using this data is required.

  • One complete report per approved request
  • Core instrument set
  • Full event database — 2018 through present
  • Equity volume residual analysis
  • Raw CSV data included
  • Longer turnaround than institutional
  • Options flow layer
  • Commercial use
Apply Below →
Alert Subscriber
$9/month
Email alert when sentinel flags · No analysis included

When Market Sentinel detects anomalous equity volume above the threshold, you get an email. That's the product. No reports, no query interface — just the signal, when it fires, before it becomes a public article.

  • Email alert when SPY or QQQ flags
  • Residual percentage and raw dollar volume
  • Alert fires before public publication
  • Cancel anytime
  • Custom reports
  • Options flow layer
  • Query interface access
  • Raw CSV data
Subscribe →
Why reviewed delivery
Market Sentinel runs against live market data. Each analysis requires pipeline execution, data validation, and editorial review before delivery. That review is what makes the findings defensible in a published brief or a legal proceeding. You are not buying software access. You are buying a verified research document.
Free tier
Published findings, event database, and CSV downloads are always free. The investigation is public. The instrument is not.
Read the investigation →
Also available
The Policy Engine — paste any bill, regulation, or executive order and get a structured brief — is a separate product on the same login. $2,500 per reviewed session or $5,000/month unlimited. Two sessions a month equals the retainer. The math makes the decision.
Policy Engine →
What the instrument does
01 · Data pipeline
Live market data, not approximations
5-minute OHLCV bars from Polygon.io. Dollar volume calculated as shares × VWAP per bar. No synthetic data, no modeled estimates. If the market moved it, we measured it.
02 · Baseline engine
Residual methodology from event study literature
Five prior trading days, same time window, same instruments. Standard academic event study baseline. Conservative by design. A tighter window would produce larger residuals.
03 · Event database
Policy events back to 2018
Tariff announcements, reversals, pauses, escalations, social media posts, press conferences. Verified timestamps from Federal Register, White House schedules, and archived social posts.
04 · Options layer
Call/put flow anomaly scoring
Options flow data from Unusual Whales. Call premium, put premium, call/put ratio, and pre-event options activity index. Currently pending historical data extension. Pipeline is built and tested.
05 · Flag threshold
2.5× baseline. Less than 2% natural frequency.
A 2.5× residual occurs by chance in under 2% of normal trading windows. Across multiple instruments simultaneously, the probability approaches zero. Flags are not noise.
06 · Ongoing coverage
The instrument runs after the article publishes
Market Sentinel is not a one-time analysis. Every new policy event, every social media post with market implications, every reversal gets added to the database and run through the pipeline. Subscribers get findings as they emerge.

Why $2,500 is the right number.

Market Sentinel does not sell software access. It sells a verified research document produced by a proprietary instrument and reviewed by the engineer who built it.

A senior analyst at a hedge fund, policy shop, or law firm costs their organization roughly $400 per billable hour all-in. A Market Sentinel report covering a multi-instrument event sequence would take that analyst four to six days to produce manually — sourcing the data, building the baselines, running the comparisons, validating the outputs, writing the brief. That is somewhere between $12,800 and $19,200 in analyst time.

At $2,500 per report, the question is not whether Market Sentinel is worth it. The question is how many reports you need per month — because at three, the retained tier pays for itself.

The economics — institutional report
Senior analyst all-in hourly cost ~$400/hr
Days to replicate one report manually 4–6 days
Cost of manual replication $12,800–$19,200
Market Sentinel institutional report $2,500
Net savings vs. manual $10,300–$16,700
Retained tier break-even 3 reports/month
Press & Academic Application

We want serious
people using this.
That includes you.

The reduced press and academic tier exists because citation matters. A working journalist who uses Market Sentinel data in a published investigation is worth more to this project than the fee. An academic who cites the methodology in peer-reviewed work advances the credibility of the entire investigation.

Reports are $500 per request for approved press and academic applicants. We approve applications manually. We're not looking for credentials. We're looking for intent and seriousness of purpose.

  • Working journalists at any publication, independent or institutional
  • Academic researchers with a relevant research focus
  • Graduate students in finance, law, political science, or related fields
  • Policy researchers at non-commercial organizations

Applications are reviewed manually. We respond within 48 hours. Approval is at our discretion. Citation of PolicyTorque and Market Sentinel in any published work using this data is required.

✓ Application received. We'll respond within 48 hours.
Common questions
Why isn't the source code published?
A methodology that is fully legible to well-resourced actors is a methodology that can be gamed. We are not protecting the code from researchers or journalists. We are protecting the instrument from the people it is designed to monitor. The methodology section in the published investigation is sufficient for independent replication.
Can I use Market Sentinel data in published work?
Institutional and retained reports may be used in commercial work. Press and academic reports require citation of PolicyTorque and Market Sentinel in any published work. The raw CSV data published with the investigation is freely available without restriction.
When will the options flow layer be live?
The pipeline is built and tested. We're pending extended historical data access from Unusual Whales covering April 2025. Once that access is confirmed, the options layer — call/put premium, ratio, and anomaly scoring — will be added to all event results and all tiers simultaneously.
What events are in the database?
Currently: tariff announcements, escalations, pauses, reversals, and social media posts with direct market implications from 2018 through the present. Planned additions include Federal Reserve commentary, sanctions announcements, and executive orders with market consequences.
How is the baseline calculated?
Five prior trading days, same time window, same instruments. Dollar volume is shares × VWAP per 5-minute bar. Days with no market data (holidays, early closes) are excluded and the remaining days are averaged. Standard academic event study methodology. Conservative by design.
Is there a subscription or commitment?
Institutional reports are per-request, no commitment. The retained tier is month-to-month, cancel before your next billing date and you won't be charged again. Press and academic reports are per-request after application approval. There are no annual contracts on any tier.
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