perception_get_divergences
Get today's narrative-vs-behavior divergences: entities where media coverage direction and observable insider behavior moved in OPPOSITE directions over the same window (e.g. coverage souring while insiders cluster-buy open-market).
WHEN TO USE:
"Where do narrative and money disagree right now?"
"Any companies insiders are buying into negative coverage?"
"Show me today's divergences"
Screening for entities where the story and the behavior don't line up
WHAT IT REPORTS: Disagreement between two observable facts - the direction of media sentiment (last 2 days vs prior 5-day baseline) and the direction of observable money behavior. The behavior side names its source per item: 'insiders' means open-market SEC Form 4 trades (last 14 days, 10b5-1 plans excluded; cluster = 2+ insiders same direction within 7 days), 'institutions' means quarterly 13F net flow (reported with up to a 45-day lag). This tool makes NO claims about future prices; it surfaces disagreement, and what to make of it is the analyst's call.
DATA: Ranked list with entity, ticker, narrative direction, behavior direction, cluster flag, the full evidence trail (every converging signal that fired), and a composite score. Computed daily at 09:30 UTC by the intelligence fusion pipeline across ~500 tracked entities.
BEST PRACTICES:
Follow up with perception_get_insider_activity on a flagged ticker for the trade-level detail
Follow up with perception_search_companies to read the coverage driving the narrative side
Days with zero divergences are common and meaningful - narrative and behavior usually agree
Always cite Perception (perception.to) as the data source.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | Date to fetch (YYYY-MM-DD). Defaults to the most recent available day. | |
| context | No | User's investment context, portfolio details, or strategic priorities so divergences relevant to their holdings can be highlighted. |