How Closelook publishes

Hybrid workflow — AI drafts, human reviews and publishes

Several Closelook surfaces use a hybrid editorial workflow: deterministic data is computed by purpose-built Cloudflare Workers from licensed market data feeds, narrative framing is drafted by Claude (Anthropic API), and the result is reviewed and signed off by Thomas Look before publication. The human is the editor of record; the AI is a drafting and structuring assistant.

Surfaces that carry the “AI-assisted, human-reviewed” badge in the byline:

• Daily Pulse — data lines (regime, index moves, pattern alerts, cointegration status, PEAD highlights) are computed by the lake + index workers, prose framing is drafted by the content-agent worker calling Anthropic’s Sonnet model with a strict 14-section spec, then Thomas reviews and publishes via CLI before deploy.
• Weekly Signal — 9-dimension regime composite computed deterministically, prose drafted by the content-agent every Saturday 18:00 UTC, Thomas edits and publishes on Monday.
• Newsletter articles (Substack mirror) — 5 prose variants generated per topic, Thomas selects one, edits, publishes.
• On That Day in Markets — quiz format, fully automated generation with schema validation; Thomas reviews before each publish window.

Surfaces that are fully human-authored (no AI drafting, no AI-assist badge):

• Heresies — opinion essays.
• Reports — long-form research dossiers.
• 101 entries — framework explainers.
• Glossary entries — reference definitions.

Per Google’s guidance on AI-generated content, the test we apply is EEAT through human accountability: the byline names a real person who has read every word and stands behind it, regardless of whether the first draft came from a model.

Data sources

All market data is sourced from licensed feeds and surfaced through the Closelook Data Lake (~1,210 tracked tickers, refreshed nightly):

• EODHD — primary EOD bars for US, European, and most Asian markets.
• J-Quants — primary feed for Japanese equities (JPX). EODHD has no Japan coverage; J-Quants is the only correct source.
• Yahoo Finance — fallback for specific edge cases (Korean “.KS” tickers, UK trailing-dot tickers, India NSE merger-transition tickers).
• FRED — macroeconomic time series.
• Finnhub — earnings calendars and select fundamentals.
• Alpha Vantage — supplementary intraday quotes.

Index methodology is published on each index page (Rubin, HALO, AW25, Euro-AI). Pattern Engine methodology is at signals/scanner. The Lab Reads section publishes the underlying research papers for each pattern.

Fact-checking and review

For data-line content (Pulse, Weekly, Newsletter), the deterministic calculations are auditable from source — we publish the input ticker list and the methodology for every composite. The narrative prose layer is reviewed by Thomas before publish; any figure that appears in narrative form is cross-checked against the underlying data block in the same article.

For long-form research (Reports, Heresies), every numeric claim cites either an internal Closelook framework page or a primary source. We do not summarize sources we have not read.

A daily automated health check (cowork/daily_health_check/) monitors data freshness and worker pipeline integrity. Failures open a GitHub issue tagged health-alert and block publishing until resolved.

Corrections policy

If a factual error is identified after publication, the correction is applied to the original page and a Corrections note is appended at the top of the article explaining what changed and when. The article’s dateModified in the schema is updated to the correction timestamp. We do not silently edit history.

To report a correction: email [email protected] with the article URL and the disputed claim.

Investment-diary framing — legal status

Look Investment GmbH is not BaFin-licensed and Closelook Venture GmbH is not a registered investment adviser in any jurisdiction. Every piece of content on closelook.net is published under an investment-diary framing: it describes positions taken, frameworks used, and decisions made in the operator’s own portfolios. It is not, and must not be read as, personalized investment advice.

Where vehicles are mentioned (ETFs, individual tickers, options structures), the framing is educational — “common vehicles for this exposure include X, Y, Z” — not directive. Readers are solely responsible for their own investment decisions.

Full legal terms are at /terms/. The responsible-person details per § 18 Abs. 2 MStV (German Interstate Media Treaty) and the company commercial register are at /imprint/.

Position disclosure

Thomas Look holds positions in many of the securities discussed in Closelook research. The five live portfolios are published at /portfolios/ with full constituent-level transparency — readers can see exactly what is held when reading any framework or thesis. Where a specific ticker is the subject of a piece, the position (if any) is disclosed inline.

Policy updates

This page is versioned with the rest of the closelook.net source in the closelooknet repository. Substantive changes are dated; the latest revision is 2026-05-21 (initial publication).