Application · Direct Indexing at Fleet Scale

A fleet engine for personalized portfolios.

Personalized, tax-aware portfolios across thousands of accounts — deterministic, auditable, and fast at fleet scale. Every account is its own problem; the promise is to re-solve all of them, correctly and on time, as a fleet. PRISM runs the batch and reports exactly how long it took, per percentile.

10K
Accounts in a single batch — 100 / 1,000 / 10,000 measured
p50·95·99
Full latency reporting on every batch, not just an average
tax-lot
Lot-level handling, per account, built in
audit
A content-hashed trail for the whole fleet run

Thousands of accounts. One run. Reported to the percentile.

At fleet scale, "it works" isn't enough — you need to know the p50, p95, and p99 of the run, because the tail is what blows the window. PRISM treats it as a production engine: batches of 100, 1,000, and 10,000 accounts, each with tax-lot handling and a full audit trail.

Fleet batch · per-account, at scale Batch
Latency ladder is illustrative · p50 / p95 / p99 reported for every batch
100 accounts 1,000 10,000
01 · The problem

Personalization is a promise to re-solve every account.

A personalized, tax-aware account is a genuinely better product and a genuinely harder thing to run, because each account is its own optimization problem — its own lots, restrictions, and tax situation — that has to be re-solved as the world changes. Sell it to thousands of clients and you've signed up to run thousands of those problems, correctly, on a schedule.

That makes it a fleet problem, not a single-portfolio one. The work grows with the number of accounts, not the dollars, and the thing that breaks the window isn't the average account — it's the tail. Which is why the run has to be measured the way production systems are: by percentile.

02 · Why it's hard

Per-account correctness, fleet-scale throughput, tail you can trust.

Each is manageable alone. Together — every account correct, the whole fleet on time, the tail bounded — is where most stacks hit a wall.

Count is the multiplier

Every account is a distinct problem and the count grows faster than assets — the work scales with the number of problems, not the dollars.

The tail is the risk

An average latency hides the accounts that blow the window. You need p50, p95, and p99 to trust the batch will finish on time.

Taxes are per account

Lot-level holding periods and wash-sale windows mean the right trade depends on each account's history, not just today's prices.

03 · How PRISM fits

A black box with a clean contract.

You bring the book; PRISM returns per-account trades, tax-lot handling, an audit trail, and the latency report for the batch. The methods are proprietary; the interface is simple.

Inputs
  • Per-account positions & lots
  • Constraints & targets
  • Your risk view
  • Batch & deadline
PRISM
Fleet optimization core

One engine, fleet scale, deterministic.

Outputs
  • Optimized trades, per account
  • Lot-level tax handling
  • p50 / p95 / p99 latency report
  • Content-hashed audit trail
04 · The evidence

A production-grade fleet engine.

Demonstrated results on the batches described — not a guarantee. Comparators are referred to generically as conventional / standard solvers.

Batched to scale
100 / 1k / 10k

Account batches of 100, 1,000, and 10,000 — the fleet sizes a real direct-indexing book runs.

Measured to the tail
p50 · p95 · p99

Full latency reporting on every batch — the tail percentiles, not just an average that hides them.

Correct & logged
tax-lot

Lot-level tax handling per account, with a content-hashed audit trail for the whole fleet run.

05 · What you get

Built like production infrastructure.

Fleet-scale — 100 / 1,000 / 10,000-account batches, with throughput that scales on the number of problems.
Latency you can SLO — full p50 / p95 / p99 reporting per batch, so the tail is visible, not a surprise.
Tax-aware — lot-level handling and wash-sale logic per account, built in.
Deterministic — same inputs, same trades; re-derivable for any audit or exam date.
Auditable — a content-hashed, reproducible record for the whole fleet run.
Deploys your way — dedicated cloud, your VPC, or on-prem, with no per-seat solver license.

Bring your book. We'll run the fleet and show you the tail.

A matched-workload pilot on your accounts, lots, and constraints — batched to your scale, with full latency reporting and every losing case shown.

Request a pilot →