Availability datingFundamental history is assigned an availability date using a uniform modelled lag — 90 days after period-end for annual results, 50 days for quarterly — applied identically to every company. This is a modelled approximation of when results became public, not an observed filing date. A company that filed late will appear knowable earlier than it was; one that filed early will appear unknown when it was already public. Accordingly these surfaces are labelled “modeled-availability” and must not be read as point-in-time. A true first-seen date is captured only going forward (it does not exist for historical periods).

Universe & survivorshipOur security universe is built from the raw daily bhav-copy archive, not a current-constituents list. Delisted, suspended and surveillance-series names are kept, so historical analysis can see companies that later disappeared rather than only today's survivors. A company is followed across a symbol rename as one continuous security where an ISIN handover confirms it; demergers, mergers and schemes of arrangement are recorded as continuity-break events so a structural gap is never mistaken for a price move. One asymmetry we state plainly: the price/survivorship spine retains delisted names, while the fundamental history covers the names listed today — the two universes are not identical.

Concall credibilityConcall Credibility measures a management's stated guidance against the results that subsequently landed — a measurement of delivery-versus-guidance, not a judgment of management integrity. A company's credibility level becomes meaningful only once its guidance has resolved. Until then the level is held at a fixed ceiling and reflects only the quantification rate — how specific and falsifiable the guidance was — which is a disclosure metric, not evidence of delivery. Roughly one-third of scored names currently have no resolved promises, and many high bands rest on fewer than three. We therefore define a robust core of names with at least ten graded promises, and report credibility tiers for that core only. Momentum is undefined for the first period and stabilises after about four. Every figure carries its as-of call date and its resolved-promise count; verify each against the original transcript.

Coverage selection (missing-not-at-random)Concall coverage is missing-not-at-random: India's transcript mandate is phased by company size and era, so small-cap and earlier-period absence is systematic. A study restricted to names with concalls is implicitly tilted toward larger, more recent companies — read coverage with that selection in mind.

SourcingFundamental and concall data are presently obtained from public web sources (including Screener.in and BSE filings); price and delivery data derive from NSE's published bhav-copy archive. These sources are public and each figure links to its origin, but the present collection method is scraped, not a licensed feed. Migration to owned or licensed data sources is planned as part of a backend rebuild ahead of production distribution.

Validation disciplineWe test our own strategies and publish what fails. Every strategy we have backtested is recorded with its results net of realistic cost (tier spread + slippage), walk-forward 2012–26, no look-ahead — the failures kept as visible as the wins. The honest verdict so far: nothing that scales beats a Nifty 500 buy-and-hold net of cost. One low-turnover corner does clear the bar once the cost model accounts for the size of the money — and that result is not yet in the run table below, which is itself a defect we are recording rather than hiding. We state all of that plainly, because a research process is only trustworthy if its negative results are on the record — and only honest if its positive ones are too. No performance claim follows from this surface — it is the rigor evidence behind the product, not a strategy lens or a return promise.

The replay artifact answers the diligence question every scored surface invites: what exactly did the system know, and when? It replays two fully worked historical cases — ALKYLAMINE (fundamental lens, 2020) and TANLA (technical lens, 2020) — where the reader scrubs to a past date and sees only what was knowable that day (prices as-traded, the latest filing then public, the score as it stood), then reveals what followed. Every number is date-stamped; no return is quoted here because the demonstration is the audit trail, not a performance claim. It is interactive by nature and therefore lives outside this printed pack: /dash/replay. Its live counterpart (charter P-05) replays ANY symbol and ANY date through the entitled /v1 API itself — knowable clock stamped, curl included: /dash/replay-any-date.