Stay ahead of the markets.
Decide with clarity.

Rather than relying on established theories or generic artificial intelligence architectures, Sibyllium® was designed to start from the exhaustive analysis of tens of thousands of price series, from various asset classes (stocks, currencies, rates, commodities, cryptos), etc., across all time scales, from tick to multi-year scale. Thus, the model is based on a learning structure specifically developed for the non-linear and non-stationary analysis of time series. Each projection is accompanied by a probabilistic estimate of reliability, built from rigorous tests:

• Controlled perturbations of input series;
• Cross-evaluations of other assets and timeframes;
• Implementation of robustness analysis protocols, inspired by advanced deep learning methods.

This approach relies on proprietary algorithms, developed to process highly volatile data devoid of stationary structure, where exploitable information often lies in weak and intermittent regularities. Sibyllium® does not aim for deterministic market prediction but a rigorous statistical interpretation of observed dynamics, integrating both uncertainty and probability.

Sibyllium® draws the future evolution of the selected indicator (RSI, MACD, stochastic, etc.). Users thus visualize a projected curve, anchored in mathematical logic and enriched with a confidence level.

What we offer is not another opaque model, but a true anticipation assistant, capable of revealing what a signal could become... before it appears on the charts.

More than a tool, Sibyllium® is a new way of thinking about the relationship to time, decision, and information.

This resource gives you a first glimpse of Sibyllium®'s scientific foundation. Other content will soon be available to deepen each technical aspect of our approach, without losing sight of our ambition: making anticipation accessible, reliable, and visual.