Aeon Nimbus Research
Equity deep dives, macro briefs, geo/market wraps, central bank analysis.
Every call audited publicly. Entry, target, stop, position size, and outcome — wins and losses, fully timestamped.
Full DCF with WACC/CAPM, 3-way sensitivity, peer comps, football field. Pre-loaded with live examples.
Portfolio construction, Kelly position sizing, cross-asset correlation matrix, macro regime classifier, investment screener.
Equity deep dives · Macro briefs · Geo/market wraps · Central bank analysis
Every call published publicly before outcome is known. Losses included. Never deleted.
Why this matters: Any analyst can show you winners. The credibility is in publishing every call with position size, stop, and entry — before knowing the outcome — and recording losses with the same transparency as wins. This is what a fund will ask for. Every row here is timestamped on Substack the day it was published.
| Date | Ticker | Post type | Direction | Entry | Target | Stop | Size | Horizon | Status | Return |
|---|
Every tool a PM or equity research desk expects fluency in — live, free, open to all.
| Metric | Value |
|---|---|
| Mean terminal price | — |
| Std deviation | — |
| 5th percentile | — |
| Median (50th pct) | — |
| 95th percentile | — |
| P(profit) — above S₀ | — |
| P(> +20%) | — |
| P(< −20%) | — |
| Period | Cashflow | PV of CF | Wt (t×PV/P) | Cumulative Wt |
|---|
| Metric ($M) | Y1 | Y2 | Y3 | Y4 | Y5 |
|---|---|---|---|---|---|
| Click Run Complete Valuation in the Inputs tab first. | |||||
Each cell shows the implied share price under that WACC and terminal growth combination. Base case highlighted in gold. Green = material upside. Amber = near current. Red = downside.
Run valuation in Inputs tab to generate sensitivity tables.
| Company | EV/EBITDA | EV/Revenue | FCF Yield | Rev Growth | EBITDA Margin | Implied Price |
|---|---|---|---|---|---|---|
| Run valuation first. | ||||||
The football field plots all valuation methods on a single axis. The red line is the current share price. The wider the range of methods above the red line, the more asymmetric the upside.
Run valuation first.
Build a mock portfolio to demonstrate portfolio-level thinking — the skill that separates analysts from PMs. Add positions below. The tool calculates total exposure, P&L, long/short split, and remaining risk capacity.
How much capital you allocate to each idea is as important as the idea itself. This tool implements three methods used by professional PMs. Full Kelly maximises theoretical log-wealth; modified Kelly (½ or ¼) controls for estimation error. Fixed-risk anchors size to your stop-loss distance. Conviction-weighted blends both.
Understanding what actually diversifies your portfolio — and what is merely uncorrelated on average but highly correlated in drawdowns — is the core risk skill of a portfolio manager. During risk-off events, correlations spike toward 1.0 across equities and collapse for UST and gold.
Enter current macro indicators to classify the regime and see the historically optimal allocation framework for that regime. This is the systematic macro lens that underlies every allocation decision.
Before spending 10 hours building a model, stress-test the idea against the questions every PM will ask. The best analysts filter ruthlessly before committing time. This tool forces the six questions that distinguish a publishable idea from wishful thinking.