Mastermind Research is the editorial and analytical team behind the Mastermind market-intelligence platform. Every night, deterministic signal engines recompute macro-regime classifications, market-cycle readings, and per-stock assessments across US, Chinese, Hong Kong, and Canadian markets. The dashboards, articles, and tools on this site are produced from that nightly output.
What Mastermind covers
The platform tracks four major equity markets plus their associated macro environments:
- United States: macro-regime classification (expansion, contraction, transition), sector rotation, individual stock cycle scoring across the S&P 1500 and Russell 2000 universes, congressional trade disclosures, and breadth conditions.
- China: A-share market structure, basket-level cycle readings, and cross-asset flow context including CNH and yuan positioning.
- Hong Kong: Hang Seng and Hong Kong-listed names, with China exposure context and HKD peg dynamics.
- Canada: TSX-listed equities, commodity-sector alignment, and CAD macro context.
Across all markets, the core outputs are regime classification (what phase of the cycle is this market in?), directional stance (is the evidence leaning toward risk-on or risk-off?), and per-name cycle position (where is this specific stock in its own price cycle?). These are display-tier assessments — they describe the evidence as the engines compute it, not investment recommendations.
How content is produced
Signal computation is fully deterministic. Given the same market data inputs, the engines produce byte-identical outputs. No judgment enters the signal computation layer — regime classifications, cycle scores, and breadth readings are computed by explicit algorithms with documented parameters.
Articles, explainers, and tool copy are drafted with AI assistance and reviewed by the Mastermind Research team before publication. The AI assists with drafting and explanation; the research team verifies that examples are arithmetically correct, claims do not exceed what the underlying data supports, and the copy meets the editorial standards described below.
The free tools — calculators and the trading journal spreadsheet — implement formulas exactly as documented in each tool's article. Every calculator includes embedded test fixtures that run against the formula on page load; a mismatch between the expected and computed output surfaces as a console error, not a silent wrong answer.
Honesty rules
Three standing editorial commitments govern everything published under the Mastermind Research byline:
Nulls are printed, not hidden. When a signal cannot be computed — insufficient data, an upstream feed gap, a metric that requires a minimum history — the display shows that the signal is unavailable. The absence of a reading is not treated as a neutral stance or converted silently to a default. If a regime reading is missing, the page says so.
Display-only labels are disclosed. Some signals are surfaced as informational context without being promoted to the decision layer — they appear in the dashboard but do not drive the primary stance or recommendation. These are labeled as display-tier in the system documentation, and articles referencing them distinguish between what the engine shows and what it acts on.
Corrections are noted on the page they amend. When a factual error is identified in published content — a calculation error, a stale reference, a claim that the underlying data no longer supports — the correction is noted inline on the affected page with the date of correction. Affected pages are not silently replaced without record.
Coverage boundaries
Mastermind covers markets through a regime and cycle lens. The platform does not publish earnings estimates, price targets, or buy/sell recommendations on specific securities. Cycle position scores describe where a stock's price structure currently sits relative to its own history — they are observations about current state, not predictions of where the price will go.
The congressional trades tracker displays public STOCK Act disclosures with entry-timing context. It does not assert that any disclosed trade represents informed trading or that copying a disclosed position is likely to be profitable. The disclosure lag — typically 30 to 45 days — means the data is historical context, not a real-time signal. The detailed explainer covers this accurately.
Authorship
Articles are published by the Mastermind Research team. There are no personal bylines on research content because the work is a team output: signal engines, editorial review, and copy assistance all contribute to each published piece. Accountability sits with the team and the platform, not with a named individual.