Zero look-ahead bias
Every row carries a snapshot-date stamp, so your backtest engine can verify: on signal day, this number had actually been announced. Look-ahead bias is blocked at the data layer, not by discipline.
Public beta · official-source direct · live backend data
Snapshot-grade Taiwan equity data
Every number is the version you could see that day.
A backtest’s first assumption is that the data was knowable at the time. We turned that assumption into a database: query any past date and you get the version the market could actually see that day, never the restated one. All direct from Taiwan's official market data, not another reseller, every number auditable back to its source.
Public beta · demo keys work without signup · production keys by application (below)
$ curl "https://8888fortune.com/v1/valuation/vintage?stock_id=2330&as_of=2025-07-18" -H "x-api-key: demo-quant"
↳ returns the database snapshot as of 2025-07-18 — not the later-restated version. The demo key demo-quant works as-is.
Trust marks
Three promises written into the spec
Not marketing adjectives — auditable product guarantees, each mapped to something you can verify.
Official-source direct
Every field is labeled with its official origin and snapshot time — direct from Taiwan's official market data — fully auditable; every response carries source attribution.
Honest labeling
Every screener and composite metric is labeled “data tool, not a trading signal” — our own quant research validated what works, and what works is not what we sell.
Core features · all built on snapshots
One point-in-time snapshot series,
six modules on top
One daily-accruing snapshot series is the shared foundation of the six modules below — query, backtest or score, you always get the version that was knowable that day.
Snapshot query
Pick any past date and get the database state as of that day — every restatement and retroactive revision excluded. Other sources only serve the latest revised values; we serve what the market could actually see.
as-of API · Quant tierBacktest data bundle
A market-wide panel with a snapshot_date stamp on every row, ready to feed into a backtest engine for strict point-in-time alignment — the data-layer fix for look-ahead bias. Parquet format with a full column dictionary.
Quant tier · bulk downloadStructured earnings calls
An LLM extracts guidance, capex plans and margin outlook into structured JSON — Chinese-language earnings calls made machine-readable, for event studies and fundamental tracking.
Chinese text · machine-readableFinancial scorecards
Piotroski F / Altman Z / Beneish M plus a composite health score, computed in-house from official quarterly statements with open formulas and per-line contributions — and snapshot-aware: query any past date for the score computed from statements visible that day.
Open formulas · auditableChip-structure dashboard
Institutional net-flow streaks, TDCC holder-concentration bands and futures OI — three chip-flow stacks on one page, refreshed daily from official sources, snapshot-stamped.
3 sources · daily snapshotsValuation percentile history
Where a stock’s current PER / PBR / dividend yield sits inside its own historical distribution — percentile and z-score against itself. No calls, no price targets.
Own history · not a signalINDICATOR LIBRARY
Featured indicators
Jump straight into the ones people open most — or browse the full library.
PER Band
Where a stock's valuation sits inside its own history — cheap or rich.
Piotroski F-Score
Nine financial-strength checks computed from official quarterly filings, with per-line contributions.
Shareholder Distribution
Official 15-bracket holder data structured into a weekly concentration series.
Revenue Momentum
Taiwan's unique monthly sales turned into a growth-momentum series — accelerating or stalling.
How snapshots work
Why snapshots can’t be rebuilt after the fact
The same reported number lives on two very different timelines — a conventional source vs. a snapshot database.
Conventional source — revisions overwrite
Aug 10 · announcedQ2 EPS announced at 3.2
Nov 12 · restatedRetroactive restatement — the same cell is overwritten to 3.8 3.2; the old version is gone
Backtest asks for Sep 1You can only get the latest 3.8 — but on Sep 1 the market saw 3.2look-ahead bias leaks into the backtest
Snapshot database — every version preserved
Aug 10 snapshotThe version knowable that day, preserved: EPS 3.2
Nov 12 snapshotThe restatement is saved as a new version 3.8 — the Aug 10 snapshot stays intact
Query Sep 1Returns the Sep 1 as-of snapshot: 3.2 — what was actually knowable that dayzero look-ahead bias · audit trail intact
A vintage series is the full version history of one metric across snapshot dates — every post-announcement revision is traceable. It can only exist if someone was saving it at the time; once data is overwritten, nobody can rebuild the as-of version.
For serious backtesting this is the line between honest and inflated results: backtesting on restated values silently uses information that wasn’t knowable on signal day. Every day of accumulated history widens a gap that a database started today can never close — databases of this grade used to live behind enterprise annual contracts.
Vintage series accruing daily (+1 day every day) · Quant tierCompare
How the snapshot database differs from a conventional source
Conventional sources (resellers / charting apps)
Historical numbers are restated versions: revisions overwrite in place, silently leaking future data into backtests
Chip flows fragmented across separate subscriptions: institutional flows, holder bands, futures OI
Financial scores are a black box: one number, no per-line breakdown
Official data relayed second-hand, about a month behind
The snapshot database
Snapshot query: any past date returns the as-of version; restatements can’t reach frozen snapshots
Chip-structure dashboard: institutional + holder bands + futures on one page, 2 years deep
Financial scorecards with open formulas, per-line contributions, snapshot-aware backtesting
Direct from Taiwan's official market data, available T+1 after the close
Pricing
Three tiers — the deeper, the stronger
Free serves the latest data point, for trial; Indie unlocks 90-day history + the multi-factor screener + financial scorecards; Quant unlocks complete history + snapshot query + the backtest data bundle. One global price on every tier, no regional pricing.
Free
Trials / students / teaching
US$0free forever
Free signup · every single indicator, any ticker · 2,000 calls/day
- All single-indicator queries: financial ratios / valuation river / revenue momentum / dividend policy / insider holdings / CB quotes / adjusted price…
- Any ticker — no demo-stock limit once you sign up
- Valuation / revenue / flows, latest data point (whole market)
- Demo-stock experience without signing up
- Composite views: multi-stock compare / stock panorama
- Market-wide scans · snapshot look-back · backtest bundle
Indie
Solo quants / bloggers
US$50/ mo
Composite views · multi-stock compare · stock panorama · 10K calls/day
- Everything in Free, plus
- Multi-stock compare: several tickers on one chart
- Stock panorama: one ticker × every indicator, stitched into one view
- Market-wide scans & screeners: valuation × fundamentals × chip flow
- +90-day history time series + 90-day snapshot look-back
- Bulk monthly parquet download
Quant
Small prop shops / serious backtesters
US$200/ mo
Complete history · snapshot query · backtest bundle · 100K calls/day
- Everything in Indie, plus
- Complete history panel (no depth limit)
- Snapshot query: the database state as of any past date
- Backtest data bundle: daily bulk download, snapshot_date on every row
- All derived factors + valuation percentile history + Beneish M
- Outage email alerts · priority support
Each tier’s unlock scope is machine-readable — call /v1/me (with your x-api-key) to see exactly what quota / history depth / factors your key unlocks.
Free keys are now self-serve: [email protected] gets you one instantly. Email us for Indie / Quant plans.
Coverage · read live from the backend
Fundamentals to chip flows — one database
Valuation, monthly revenue, financial statements, institutional flows, holder dispersion, futures open interest and earnings-call summaries — market-wide coverage, direct from Taiwan's official market data, refreshed after each close with snapshots accruing daily. Each card below is one ready-to-use dataset; the numbers are read live from frozen parquet — not marketing copy. externally servable = open-licensed official source / our derived work; internal-first = licensing being confirmed item by item.
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Reading /v1/coverage live…
Reading /v1/coverage…
Live demo · hits the real backend
Not a static screenshot — real data
Pick a tier key, type a ticker, hit run, and it actually calls the backend API and returns a row from a frozen snapshot — real data, not a mockup. Watch the paid gate turn free into a 402.
Hit “Run” to fire the first call…
FAQ
About the database
What is a point-in-time (as-of) snapshot?
Query any past date and you get the version the market could actually see that day, not the later-restated version. Conventional sources overwrite history in place; a snapshot (vintage) series keeps the full version history of every revision, traceable and auditable — and it only exists because someone was saving it at the time.
How is this different from Statementdog / Goodinfo / CMoney?
Their historical numbers are the latest revised versions, chip flows are fragmented across products, and scorecards are black boxes. We serve snapshot queries (the as-of version of any past date), transparent scorecards (open formulas, per-line contributions, snapshot-aware), and a chip-structure dashboard (institutional flows + TDCC holder bands + futures OI on one page) — all direct from Taiwan's official market data, available at T+1.
How far back does the snapshot query go?
Honestly: the vintage series accrues daily from the day the database went live — valuation snapshots started recently and are still shallow; institutional flows and statement data carry multi-year official history. Per-source snapshot depth is read live from /v1/coverage — no inflated claims.
Why not just scrape the data myself?
Scraped data is the latest revised version only, so a backtest silently uses information that wasn’t knowable on signal day — that is look-ahead bias, and it inflates results. The backtest data bundle stamps snapshot_date on every row — every row verifiable as knowable on signal day, ready to feed straight into a backtest engine.
Are the scorecard formulas really transparent?
Four scores: Piotroski F (nine financial-strength checks), Altman Z (bankruptcy risk), Beneish M (earnings-manipulation red flag) and a composite health score — all published academic formulas, computed in-house from Taiwan's official quarterly statements, each with per-line contributions (which line item added +1 or −1). Snapshot-aware: query any past date for the score computed from statements visible that day.
Is the Free tier really free forever? Do I need a credit card?
Yes — Free is free forever, no credit card. Register an email to get an API key with the market-wide latest data point, 500 calls/day and one fixed-criteria demo screen (custom criteria are a paid tier). Indie (US$50/mo) unlocks 90-day history and the multi-factor screener; Quant (US$200/mo) unlocks historical time series, the multi-factor screener, the complete scorecards, snapshot query and the backtest data bundle.
Is the data licensed? Can I use it commercially?
Yes. Externally we serve only sources listed on Taiwan’s open-government data portals, plus our own derived works (scores / factors / structured summaries, over which the operator holds editorial copyright). We never resell non-official raw values, and every response carries source attribution — see Data sources & licensing.
How fresh is the data?
Data lands T+1 after each close, following the official publication schedule; snapshots accrue daily. The Quant tier adds outage email alerts and priority support.