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Indices

Last updated: · weekly snapshot · Mon 00:00 UTC

Proprietary measurements for the AI-infrastructure stack — per-layer activity (hiring + business signals) and end-user demand pressure, tracked week over week from our own signal history.

How it works

Layer Activity (L1–L8)
— weekly count of business_signals + talent_signals for companies whose canonical_companies.primary_layer matches the layer. Captures real hiring + announced deals; not press-release noise.
Commitment (green) vs Attention (blue)
— V20.48 split. Commitment = A1 talent + A4 capital + A5 orders (real money + hires). Attention = A2 discussion + A3 product (mentions + launches). Divergence (commitment − attention) separates real money from talk: positive means real money outpaces discussion; negative means hype is concentrated.
Demand Pressure
— weekly count of demand_signals across all topics (forum + question + procurement-style language extracted from collectors). End-user intent, not vendor marketing.
Forward read (forecast)
— V20.48 §3 pooled lagged cross-correlation: leading axes (A2 + demand) → lagging proxy (A3 product launches), best lag k ∈ 1–6 weeks. Marked hypothesis until ≥4/5 sample-out scored runs confirm. No named-stock forecasts on this page; named companies appear only as present-tense evidence (e.g. “Coherent hiring”) never as forward calls.
Window
— ISO weeks (Monday start), UTC. Sparklines show the last 12 weeks. Delta = latest week − prior week.
Refresh
— recomputed every Monday 00:00 UTC by the /cron/weekly-indices cron, after the V19 collectors run. Latest snapshot upserts into indices; full history accumulates in index_points; forecasts append into forecast_runs.