PATENT CLAIM ANALYSIS

Application Number: 15877968
Application Type: Utility
Filing Date: 2018-01
Publication Date: 2019-03
Patent Classification: ["705", "035000"]

Abstract:
Strategy relies on extracting signals from at least two major indices, S&P 500 and the VIX (S&P 500 implied volatility). The main idea of the strategy is to extract a signal to sell equity and a signal to buy back equity. Let E t  and V t  be the prices of the S&P 500 and the VIX index at day t, respectively. Moreover, let R t E  and R t V  denote the change rate of the S&P 500 and the VIX indices, respectively. Sensitivity, or volatility, is determined based on cumulative return statistics over a period of time.

Claim (Index 7):
A system for extracting signals from at least two major indices to develop a strategy, the system comprising a processor and at least one memory comprising computer-executable instructions and coupled to the processor, the instructions when executed by the processor are configured to implement:\n extracting at least one signal; performing at least one action in response to the extracted at least one signal; transmitting at least one notification comprising the at least one signal; determining at least one optimal combination to calculate a sensitivity of the strategy; and graphically representing a cumulative return over one or more years with respect to the at least one optimal combination; wherein sensitivity is determined based on heterogeneity across the one or more years yielding high performance with lower volatility in relation to a moving average.

Metadata:
- Claim Count in Document: 30.0
- Percentile: 86.0
- Lexical Diversity: 1.90476
- Patent Class: 705.0
- Transitional Phrase Type: open
- Component Type: 1
- Foreign Priority: False
- Related Applications: ['13192940', '09507360', '13248873', '12576127', '13208421']

Analysis Scores:
- 35 USC 101 Eligibility (BERT): 0.090522414626818
- 35 USC 102 Novelty (BERT): 0.4637566596743309
- Combined Prediction Score: 0.1278458391315692
- Mean Citation Score: 86.36430279999998
- Max Citation Score: 90.267944
- Similarity Product: 60.36002017227745

Labels:
- Claim Label 101: 0
- Claim Label 102: 1
- Claim Label 103: 0
- Claim Label 112: 1
- Combined Label: 0
- Label 101 Adjusted: 0

Dataset: test