Company signals, screening, 13F flow, activist 13D/13G, adviser data, and XBRL fundamentals — every answer traced to a filing, accurate as of any date.
One protocol — bring it to the assistant you already use
The outcomes desks connect SEC for — before the feature list.
Every figure and quote is traced to a specific filing or article — no model guesses — so research lands in a note without a separate fact-check pass.
Point-in-time by construction — reconstruct what was knowable on a given date for backtests, event studies, and "what did we know when" reviews.
Signals, XBRL fundamentals, 13F flow, activist ownership, adviser data, and news — one connection your analysts query in plain English instead of five terminals.
One question. Your AI composes the tools and returns a cited answer.
Which stocks saw the biggest cluster of notable funds entering last quarter?
Brief me on NVDA — signal profile, recent 8-Ks, insider activity, and fundamentals, each cited.
Show active hostile activist campaigns demanding board seats.
Which companies filed non-reliance 8-Ks (Item 4.02) last quarter?
One call returns a company's latest signal profile — rising/declining classifiers, 8-K activity, insider and credit signals, price, and latest-quarter fundamentals.
Cross-company screening over the filing universe — filter on 8-K item codes (bankruptcy, non-reliance, auditor change), classifiers, SIC range, insider buying, and credit widening.
Quarterly XBRL fundamentals for ~4,400 companies — YoY growth, margins, capex, leases, and interest burden back to 2009, with ticker aliases auto-resolved.
Signal profiles of 2–5 companies side by side — aggregates, top rising classifiers, category signals, price, and the computed key differences.
Embed a plain-English query and pull the most similar sentences across filings — no classifier needed. Scope by ticker, form, SIC, or year.
Article-level news and press-release search with a 9-class event taxonomy, a materiality score, and post-publication price move — deduped to the canonical story.
Top institutional holders of a ticker with each manager's quarter-over-quarter action, notable-fund flags, and cluster-entry signals.
Every institutional manager holding a ticker — filterable to the ~760 notable ($58T AUM) funds, activists, quants, or a given AUM tier.
Cross-company institutional-flow screen — consensus cluster entries/exits, quiet accumulation, and multi-quarter inflow streaks the single-company views can't show.
The same trust contract every server in the family follows.
What was actually knowable on a date — no hindsight. Real backtests, not leakage.
The failures are in the denominator, not just the winners the model remembers.
Every number carries its filing and snippet. NULL means unknown, never invented.
SEC filings, 13F, N-PORT, ADV, and funding rounds — live, past any training cutoff.
13F flow, activist campaigns, screening, and manager track records.
Governance, officer changes, disclosure and litigation language, cited.
Restatements, auditor changes, XBRL fundamentals, and comparables.
Paste the endpoint into your client's connector settings. Sign in with your allowlisted email — access is by invitation.
https://mcp.kscope.io/mcp/
Works with Claude (desktop & web), Claude Code, Cursor, and any MCP client over HTTP. On first use your client opens a sign-in tab — enter your email for a one-time link.
Request a demo and we'll show you cited, point-in-time sec answers in your own AI client.
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