Maverix Restructuring
Signal Engine · Technical Specification
Scoring &
Signal Weighting
DPS Algorithm · Temporal Decay · Cross-Signal Multipliers
Versionv1.0 — Live
DateFebruary 2026
ClassificationInternal Only
Section 1

Overview

The Signal Engine assigns every tracked company a Distress Probability Score (DPS) from 0 to 100 — a continuously updated estimate of financial distress based on observable public data signals.

DPS is calculated in three stages: signal ingestion and classification, temporal decay adjustment, and cross-signal multiplier application. Each stage is designed to reward convergence — multiple independent indicators pointing in the same direction — which is a far more reliable predictor of actionable distress than any single data point.

3
Signal Tiers
5
Decay Steps
5
Multipliers
100
Max DPS Score
Design Principle

A single isolated signal rarely justifies outreach. The model is calibrated to reward signal convergence — when multiple independent data sources agree that a company is in distress. This reduces false positives in the outreach queue, which matters because a bad first impression in this market is costly.

Section 2

Signal Taxonomy

Signals are classified into three tiers based on predictive strength. Tier 1 signals are hard, verifiable legal or financial events. Tier 2 signals are financial indicators with strong predictive power but less certainty. Tier 3 signals add behavioral context but rarely trigger action alone.

Tier 1 — Hard Signals

Legal and financial events sourced directly from court filings, government records, and regulatory databases. These are the highest-confidence distress indicators. 8–15 pts each

SignalBase PointsSourceStatusNotes
UCC Lien Filing — New15Utah SOSIn ProgressNew secured debt filing against the company
UCC Lien Filing — Amendment12Utah SOSIn ProgressAmendment or continuation of existing lien
Federal Tax Lien15IRS / LiensDirectNot BuiltUnpaid federal taxes — severe distress signal
State Tax Lien12SLCo RecorderLiveUnpaid state taxes recorded against property
Judgment Lien12SLCo Recorder / CourtListenerLiveCourt-ordered money judgment recorded
Notice of Default15SLCo RecorderLivePre-foreclosure filing — acute distress
Bankruptcy Filing15CourtListener / PACERLiveChapter 7, 11, or 13 filing
Vendor Lawsuit10CourtListenerLiveSupplier or vendor suing for non-payment
WARN Act Notice12DOL WARNLiveMass layoff or plant closure notification

Tier 2 — Financial Signals

Credit and operational indicators with strong predictive power. These signals rarely trigger action alone but amplify Tier 1 signals significantly via co-occurrence multipliers. 3–8 pts each

SignalBase PointsSourceStatusNotes
FDA Recall — Class I8openFDALiveSerious health hazard — CPG-specific, major ops disruption
FDA Recall — Class II5openFDALiveModerate health risk recall
FDA Recall — Class III3openFDALiveMinor violation recall
Debt Maturity Approaching8Manual / PitchBookManualKnown debt maturing within 12 months
Retailer Delisting6News / ManualManualRemoved from major retail shelf
Co-packer Dispute5News / CourtLiveManufacturing partner conflict
Facility Closure7News / WARNLiveOperating location shut down
Insurance Gap4ManualManualKnown coverage lapse or non-renewal

Tier 3 — Soft Signals

Behavioral, market, and management signals. These add context and contribute to multiplier triggers but carry low individual weight. 2–4 pts each

SignalBase PointsSourceStatusNotes
Negative Press Coverage3Google News / RSSLiveAdverse media — financial, operational, or reputational
Executive Departure4News / LinkedInNot BuiltC-suite or key operator exit
Glassdoor Rating Drop2GlassdoorNot BuiltInternal culture deterioration signal
Supplier Change2News / ManualManualKey supplier relationship disruption
Location Closure3News / ManualManualRetail or office location closed
Social Media Silence2SocialNot BuiltSudden drop in brand communication
Section 3

Temporal Decay

Every signal loses weight as it ages. A lawsuit filed yesterday is far more actionable than one filed two years ago. The decay function uses a stepped model — not linear — to reflect how distress signals age in practice.

Stepped decay means signals drop sharply in the first year (reflecting how quickly distress situations evolve), then stabilize at a 10% floor. The floor is intentional: historical distress patterns are permanently informative even when the acute situation has resolved.

effective_points = base_points × decay_rate
// decay_rate is determined by signal age (days since signal_date)
0 – 30 days
100%
31 – 90 days
75%
91 – 180 days
50%
181 – 365 days
25%
365+ days
10%
Floor Rule

Signals never fully expire. A lien filed 3 years ago carries 10% of its original weight indefinitely. A company that has been through multiple lien cycles is structurally riskier than one with a clean history — even if those signals are old.

Section 4

Cross-Signal Multipliers

Multipliers are the most important part of the scoring model. They reward signal convergence — when multiple independent data sources agree that a company is in distress.

A company with one lawsuit scores modestly. A company with a lawsuit, a tax lien, three negative news articles, and an executive departure is a fundamentally different situation. Multipliers ensure the model reflects this difference.

Tier 1 + Tier 2 Co-occurrence

1.5×

Applied to both Tier 1 and Tier 2 scores when at least one signal exists in each tier. A hard legal signal combined with a financial stress indicator compounds the risk significantly.

Tier 1 + Tier 3 Cluster

1.3×

Applied to Tier 1 score when 3 or more soft signals are present alongside at least one hard signal. Behavioral deterioration amplifies legal and financial risk.

Multi-Category Tier 1

2.0×

Applied to Tier 1 score when 3 or more distinct Tier 1 signal types are present. Multiple independent hard signals converging is the highest-confidence distress pattern in the model.

Signal Velocity Bonus

+5–10 pts

Additive bonus when 3+ new signals are detected within 30 days. Rapid accumulation indicates acute deterioration — not slow-burn distress. Scales: 3 signals = +5 pts, 5+ signals = +10 pts.

Debt Maturity + Tier 1

1.5×

Applied when known debt matures within 12 months and at least one Tier 1 signal is active. Refinancing pressure combined with legal stress creates high urgency for outreach.

Stacking Rule

Multipliers do not compound with each other. The highest applicable multiplier wins for Tier 1. The velocity bonus is always additive regardless of which multiplier applied.

Score Calculation Formula

tier1_score = Σ(effective_points, tier1) × tier1_multiplier
tier2_score = Σ(effective_points, tier2) × tier2_multiplier
tier3_score = Σ(effective_points, tier3) // no multiplier applied

DPS = min(100, tier1_score + tier2_score + tier3_score + velocity_bonus)
Section 5

DPS Bands & Action Triggers

DPS bands determine what the Engagement Engine does next. Automated action begins at Elevated (41+). Direct banker involvement escalates as score increases.

0 – 20
Healthy
21 – 40
Early Warning
41 – 60
Elevated
61 – 80
High Distress
81 – 100
Critical
BandAction OwnerEngagement Engine TriggerResponse Window
HealthyAgentNone — monitor only
Early WarningAgentWatchlist — intel package begins, warm path scan startsNo urgency
ElevatedSharedOutreach sequence drafted — banker reviews intel packageWithin 1 week
High DistressBankerPriority — banker personally approves each messageWithin 48 hours
CriticalBankerImmediate — all warm connections activated nowSame day

Known Limitations

Data Coverage Gaps

The model only scores what it can observe. Companies with distress hidden behind private credit agreements, non-public disputes, or unreported executive changes will be underscored. Planned additions of D&B PAYDEX and LinkedIn monitoring will partially address this.

False Positives at Low Scores

Companies in the 20–40 range may be healthy businesses with a single adverse event. Always review the signal breakdown before making outreach decisions based on Early Warning scores alone.

Planned Improvements — v2