Pricing
Cross-asset regime intelligence. From free dashboard access to institutional API feeds.
Not available to residents of Canada. EHIQ is not offered to Canadian residents under current regulatory guidance, and checkout asks you to confirm this before payment.
Premium starts with 7 days free. After the 7 days you are charged monthly, on the same date each month. Cancel any time in the billing portal and you keep access until the end of the period you have paid for.
During the 7 free days you get the Premium Telegram group, where the daily brief is posted. The emailed brief, the per-call reasoning, the dashboard and API keys start when the first payment clears, on day 8.
Free
- +Dashboard access
- +All free-tier sensors
- +Basic email alerts
- +200 historical readings per sensor
- +State change notifications
- +Public proposals page
Sharp
- +EHIQ’s prediction-market desk: dated calls on elections, policy & macro events, scored vs Kalshi/Polymarket (not a stock-tip service)
- +Weekly digest of the calls with the largest gaps against the market
- +Read-only Telegram channel: resolution + material-move pings
- +Plus the public ledger + scoreboard, free to everyone: published calls dated and resolved in public (graded, under review, voided, or ungraded, and why); held calls listed with numbers withheld
- +For stock & portfolio intelligence, upgrade to Premium
Premium
- +Daily morning brief, delivered by email and on /today
- +Every EHIQ call as posted — before resolution, with the reasoning
- +The Tell — complete CEO earnings-call corpora, read for the language shift
- +State-change alerts (the public ledger stays free to everyone)
- +Private Telegram group — ask questions, share analysis, direct Q&A with Eric
- +Data access included (API + history)
- +Priority email support
- +$1,999/yr option saves 33%
Institutional
- +Priority calls ahead of public posting: thesis + invalidation triggers
- +Structural / TIQ read on your names & sectors, on request
- +Periodic live thesis-review call with the analyst
- +Regime / risk-off overlay as a portfolio-timing input
- +Methodology transparency for diligence; service terms agreed in contract; tailored onboarding & data integration
Already subscribed? Can't access your account?
Recover access with your email →Composite sensors, synthesized from continuously-audited inputs.
In our historical backtest, the stress composites triggered before the major stress episodes of 2005-2026 — 21 years of daily data, 450,000+ combinations tested through permutation, walk-forward out-of-sample, and bootstrap confidence intervals. Inputs are audited continuously, and dead inputs are suppressed. How we tested it and every dated call, win or lose.
A dormant composite is not a calm reading: the conditions it watches for have not occurred together.
Why subscribers pay $249/month
Every published call carries its open date, and the venue price at the time where one was recorded; resolved calls are listed in public, and the record shows which calls are graded, which are under review, and which are ungraded, and why. One example: Iowa Senate D, EHIQ 66% vs Kalshi 35% before the primary; Turek won (graded under the prior policy; registration not independently authenticated). See the public record.
Premium is the whole machine: the preregistered elections ledger, The Tell (complete CEO earnings-call corpora, read for the language shift before the number shift), the daily morning brief, and full API access to every published sensor and every published call.
Read both before you pay either
The actual products, excerpted with their dates. Full versions one tap away.
Sharp · $19/mo — the weekly call, with the grade
Iowa Senate D Primary — EHIQ 66% · Kalshi 35%
The two public polls disagreed by ~38 points, so a poll read collapses to a coin flip. We faded the market before the vote.
The grade: Turek won 62.6%–37.4% — a +31pp market fade, logged and graded in public under the prior policy. The miss beside it (Michigan, we were wrong by 23 points) stays on the record with its reasoning intact.
Read the hit and the miss, verbatim →Premium · $249/mo — every morning, the brief + the verdict
The morning brief, September 24 — unedited
“The canonical BTC regime is unavailable — suppressed after 152 days of an unchanged constant series. Without it, directional macro framing is off the table. What’s here instead: a stress accumulation signal with no capitulation floor visible.”
The brief told subscribers its own input was broken, then positioned anyway. A product that tells you when its inputs are broken is the product.
Read the full brief from that morning →What $249 adds over $19: the daily cadence (Sharp is weekly), the reasoning behind every call, The Tell, and the API. The public ledger is free to everyone. What it does not add: sharper predictions — the desk is the same desk.
Where this goes — the verdict with the receipts
Most morning letters tell you what happened. RATE DNA opens up the move nobody else reads: how much ran through real yields, how much through inflation expectations, what the curve says about the cause. Free, every morning, no card.
Premium is the closing argument. One short block at the end of every edition:
- The base case — the lean, labelled with its record: grind or spike, higher or lower, and why, shown as unpublished until it beats its base rate.
- The two paths that break it — each with its falsifiable level. If we’re wrong, you’ll know exactly when and why.
- The arbiter — the market that settles the argument (a recent morning: mortgage spreads disagreeing with Treasuries).
- The accelerant — the leg that can turn a grind into a lurch (a recent morning: offshore dollar hedging, JPY-driven).
- The tripwire — the regime condition that overrides the thesis entirely.
Confidence is capped and printed. When the evidence is thin, the verdict says so — a stated ceiling is auditable in a way a confident sentence is not.
The base case from a recent edition, which free readers never saw: grind, not spike — real-led, unless breakevens join or growth rolls. The two levels that decide it are in the premium edition.
In our historical backtest, the banking-stress composite (NFP Weakened + Lending Tight + HY Spread Wide) triggered on 2023-01-08, 60 days before the 2023-03-10 SVB failure — model version, as-of data, trigger definition, and measured event/date available on request. Inputs are audited continuously, and dead inputs are suppressed.
Frequently Asked Questions
What are sensors?
EHIQ sensors are autonomous monitors that track specific market conditions across macro, crypto, and cross-asset categories. Each sensor outputs a discrete state (STABLE, ELEVATED, SEVERE, etc.) updated continuously.
What does the API key unlock?
With an API key, you get access to all sensors (including paid-tier), deeper historical data (1,000+ readings), confidence scores, and metadata on each reading. You also get higher rate limits for programmatic access.
How is this different from a Bloomberg terminal?
EHIQ is a regime intelligence layer. Rather than raw data feeds, it outputs regime states — distilled signals about market conditions. It answers "what regime are we in?" not "what is the price?"
Can I try before committing?
Yes. EHIQ Premium ($249/mo) starts with a 7-day free trial — no charge during the trial; the first charge is on day 8. Cancel anytime before then and pay nothing. The free tier also gives you the dashboard, structural risk index, and AI Ask with no login required.
Can I cancel anytime?
Yes. You can cancel your monthly subscription at any time. Visit the pricing page and click 'Manage Billing / Cancel' while logged in, or email eric@eventhorizoniq.com and we will handle it for you.
What does institutional access include?
An AI-powered intelligence layer built on EHIQ's audited sensor base. Full API access, custom sensor development, service terms agreed in contract, and an AI analyst that answers questions about regime states and portfolio risk in natural language. Book a call to discuss a tailored proposal.
EHIQ is an intelligence layer. Sensor states are diagnostic observations, not investment advice. Past performance is not indicative of future results.