Behavioral
Intelligence

A research-backed system for understanding how you invest, why you behave the way you do, and how to evolve from reactive patterns to strategic alignment.

Grounded in MIT Sloan behavioral research and institutional finance.

Behavioral Intelligence Engine

Research-backed analysis grounded in behavioral finance literature: Kahneman & Tversky, Statman, Shefrin, Pompian, and leading women researchers in behavioral economics. The system detects cognitive patterns, emotional drivers, and decision-making biases through institutional-grade ML analysis.

Risk Calibration

Portfolio volatility vs. stated tolerance. Real behavioral data.

Recency Bias Indicator

Conviction Drift

Belief stability tracking. Pattern recognition across market cycles.

Decay Analysis

Timing Quality

Entry/exit efficiency. Decision timing relative to market conditions.

Impulse Detection

Emotional Volatility

Post-win and post-loss behavior. Aftershock analysis.

Affective Forecasting

Cognitive Bias Detection

Loss aversion, anchoring, status quo bias tracking.

Availability Heuristic

Pattern Recognition

Consistency across cycles. What drives decisions under stress.

Regime Sensitivity

Investor Identity

Six psychology-based axes that evolve with real behavior. A living profile showing who you are as an investor—not categorical labels, but actionable self-knowledge grounded in behavioral science.

Cosmic Markets

A reflective timing lens using Co-Star API sentiment cycles. Not predictive. Not advice. Purely reflective for intention-setting and timing awareness.

Your personal meditation space adjacent to rigorous institutional analysis.

How It Works

Cosmic Markets integrates Co-Star API sentiment data with market cycle analysis. It surfaces when market conditions align with your behavioral patterns—creating awareness without prediction.

The system asks: "When do you typically act? When is the market likely receptive? Where might your biases create friction?"

Core Features

→Sentiment Overlay — Real-time market mood contextualization without prediction
→Timing Visualization — Your personal cycles vs. market cycles
→Behavioral Intersection — Where your patterns meet market conditions
→Institutional Infrastructure — Powered by institutional-grade data

Research Advisory

The scientific foundation. A gender-inclusive team of behavioral economists, investment strategists, and decision science experts advancing the field of behavioral finance.

Dr. Meir Statman

He/Him

Behavioral Finance Pioneer

Santa Clara University

Investor psychology, behavior, financial wellbeing

Dr. Hersh Shefrin

He/Him

Behavioral Finance Theorist

Santa Clara University

Behavioral portfolio theory, overconfidence, disposition effect

Dr. Claudia Sahm

She/Her

Economist & Consumer Behavior

Sahm Consulting

Consumer behavior, economic psychology, decision-making under uncertainty

Dr. Abigail Joseph Cohen

She/Her

Institutional Investment Strategist

Harvard University

Behavioral economics in institutional investing, market psychology

Dr. Shlomo Benartzi

He/Him

Behavioral Decision Science

UCLA Anderson School of Management

Choice architecture, behavioral finance, decision science

Dr. Lisa D. Statman

She/Her

Financial Psychology Researcher

Santa Clara University

Emotional regulation in investing, investor wellbeing metrics

Research Stream

A curated editorial feed of behavioral finance research, institutional strategy insights, and decision science perspectives—high-signal finance thinking without hype or prediction.

Behavioral Finance Research

The Psychology of Portfolio Construction

How emotional attachment influences asset allocation decisions and creates systematic underperformance.

MIT Sloan Management Review

Women in Institutional Finance

Gender-Based Decision Patterns in Volatility

Emerging research shows differential behavioral responses to market stress based on decision-making frameworks.

Harvard Business School

Neuroeconomics Lab

Affective Forecasting and Investment Timing

New neuroimaging studies reveal how predicted emotions drive timing decisions—often inefficiently.

University of Chicago

Behavioral Coaching Research

Building Conviction Under Uncertainty

Evidence-based frameworks for maintaining decision discipline while adapting to new information.

Journal of Behavioral Decision Making

Asset Management Strategy

Institutional Grade Risk Management

How systematic frameworks reduce cognitive load and improve long-term decision quality.

JP Morgan Asset Management

Decision Science

Pattern Recognition in Market Cycles

Machine learning analysis of behavioral consistency—understanding what persists across market regimes.

Behavioral Research Quarterly

Platform

Investor Identity
Intelligence Engine
Cosmic Markets

Research

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Behavioral
Intelligence