
We turn founder execution into real-time portfolio foresight — helping funds protect IRR, reduce write-offs, and surface outliers earlier.

Bayesian inference, Real Options pricing, and Monte Carlo–driven models calculate portfolio outcomes and risk trajectories in real time — providing predictive visibility across vintages and stages.
The modeled change in a startup's expected valuation in future rounds based on its latest execution data.
Identify whether founder actions are creating or eroding enterprise value before the market.
90-day operational survival forecast combining execution activity, traction signals, and consistency metrics to predict portfolio resilience.
Early-warning radar for portfolio risk: Forward-looking risk signal, enabling proactive support and sharper follow-on decisions.
Execution (EV)
The speed and consistency of founder activity — experiments, iterations, and learning cycles per week.
EV is the strongest behavioral predictor of survival and early traction.
Traction Efficiency™ (TE)
How efficient in generating market signals is the founder's go-to-market activities.
Validated signals increase with execution volume
Execution-to-Outcome Ratio™ (EOR)
Sharpe Ratio for founders: indicates performance per unit of effort. Filters noise from activity.
How effectively execution converts into measurable progress.
Teams with shorter pivot cycles outperform slower peers by 1.8x in Expected Valuation Delta.
Founders in the top quartile of Execution Velocity show 2.6x higher Expected Valuation Delta over the last 6 weeks.
Founders validating more than two channels within 30 days achieve 3x higher acquisition efficiency.
A composite risk-adjusted score combining all inference outputs — execution, learning, traction, and valuation signals.
Enables objective ranking across founders and portfolios — the quant layer for venture allocation.

From partner strategy to associate diligence, Starman amplifies decision quality across every layer of a venture firm — driving 10x the output at 10% the cost, creating over 100x the value invested.
Quant-backed credibility accelerates capital inflow
Greater LP trust with data-driven allocation conviction
Eliminate manual quarterly tracking and repetitive analyst work
Real-time data cuts diligence, builds conviction, and increases compounding period
Automated sourcing and quantified ranking significantly reduce manual parsing and false positives
Network effects scale your brand's reach to top founders, generating high-signal dealflow

Flag high-risk performance months prior to investor updates.
Early churn detection can save 1 in 5 failing startups, reducing write-offs by 15-25% over a fund lifecycle.
Spot outliers sooner and never miss a winning deal again.
*Based on one £200M exit achieved
"You don't lose sleep over the investments that fail, but over the ones that got away."
Publish unique insights, positioning your fund as rigorous and analytical in a space dominated by intuition.
Data-driven funds attract higher-caliber talent who want to work with structured intelligence, not spreadsheets.
Be recognized by LPs as "systematic allocators," not storytellers.
Top founders are drawn to "smart money" funds that understand their data.
