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 6):
The method of  claim 1 , wherein the at least one signal is a sell signal.

Metadata:
- Claim Count in Document: 30.0
- Percentile: 86.0
- Lexical Diversity: 1.90476
- Patent Class: 705.0
- Transitional Phrase Type: none
- Component Type: 0
- Foreign Priority: False
- Related Applications: ['13192940', '09507360', '13248873', '12576127', '13208421']

Analysis Scores:
- 35 USC 101 Eligibility (BERT): 0.1010876216449
- 35 USC 102 Novelty (BERT): 0.4632037891247102
- Combined Prediction Score: 0.1372992383928811
- Mean Citation Score: 86.36430279999998
- Max Citation Score: 90.267944
- Similarity Product: 61.53730303176022

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