Auditable Distress Intelligence
Every score on DLRadar is computed from public-record sources by deterministic formulas. No black-box AI. No fabricated data. Every score is built from named public sources by fixed, rule-based formulas that behave the same way every time.
Live coverage
Counts are live and refresh about once an hour.
The acquisition funnel
Every engine below feeds one of four stages. Stages compose into a single workflow.
13 scoring engines
Each card shows what the engine scores, the kinds of public inputs it draws on, and what it produces. The scoring rules are fixed and rule-based, so the same inputs always give the same score.
Five-tier ZIP cluster ranking — Strong Buyers Market → Buyers Market → Watch → Monitor → High Risk — combining bank pressure, ZIP stress, vacancy, listing density, and exit timing.
- → Bank movement score (FDIC QoQ asset/equity delta)
- → ZIP stress composite (3-axis)
- → DLSpecial listing density per ZIP
- → Vacancy/demand signal (Census ACS)
- → Liquidity + Exit predictor band
Time-to-exit band per cluster — how long until a buyer can resell or refinance. Used by Fund Mode to allocate capital under a budget.
- → DOM trajectory (median + 90th percentile)
- → Discount-cut velocity
- → ZIP stress + vacancy
- → Bank movement direction
Three independent axes per ZIP — Market Stress (pricing pressure), Structural Risk (long-horizon fragility), Distress Activity (events firing now).
- → FHFA HPI YoY + drawdown depth (market)
- → FEMA disaster history + FEMA National Risk Index (structural)
- → NFIP flood claims + insurance pressure (structural)
- → Foreclosure filings + auction events (distress)
- → CFPB DQ 30–89 / 90+ (distress)
- → Census ACS rent burden + vacancy (structural)
FDIC-backed credit pressure scored per institution. Quarterly stress level + 7-day momentum delta surfaces banks moving fastest into trouble.
- → Equity / assets ratio
- → ROA
- → Asset trend QoQ
- → Net charge-off ratio
- → Deposit composition (volatile vs core)
- → Branch concentration
- → FDIC enforcement actions
Inverse of bank stress — banks with public financial signals suggesting capacity to deploy real-estate loans. Not a loan-approval recommendation.
- → Tier 1 capital ratio
- → Liquidity ratio (cash + securities / assets)
- → Loan-to-deposit ratio
- → Credit quality (noncurrent loans / total loans)
- → Loan-growth pressure (deposit growth − loan growth)
- → Branch market fit (proximity + ZIP context)
Single rank per state/ZIP combining six independent stress dimensions for top-down market scanning.
- → FHFA HPI drawdown
- → Climate severity (FEMA National Risk Index)
- → Insurance pressure (NFIP rate trajectory)
- → Institutional exposure (HUD + FHA concentration)
- → Foreclosure activity (filings per 1k housing units)
- → Auction event density
Classifies every US county and ZCTA into one of five cycle phases using FHFA HPI trajectory + drawdown direction + county headwind.
- → FHFA HPI YoY %
- → HPI 5-year acceleration
- → Drawdown from local peak
- → County headwind score
Direction label per (asset_class × county) — surfaces markets moving from EARLY to ACTIVE before inventory appears.
- → Macro pressure score (rates + labor + HPI)
- → Bank stress in county
- → Listing inventory delta (28-day)
- → Permit activity (Census BPS 12mo)
Composite alpha score per EARLY county — surfaces highest-conviction emerging markets before the herd.
- → Macro/banking context
- → Bank stress signals
- → Candidate listing flow
Stage classifier per (asset_class × county) — moves opportunities through CANDIDATE → ACTIVE → WATCHING → CONTEXT_READY pipeline.
- → Listing density per asset class
- → Discount % distribution
- → Bank presence + stress
- → Days since first signal
Event detection layer — flags state changes across the funnel (cluster moves to BUY_NOW, exit becomes FAST, new top deal in your ZIP).
- → Layer 4 cluster transitions
- → Liquidity+Exit band changes
- → DLSpecial new qualified rows
- → Bank stress band changes
Strict deal filter — every qualified row meets a hard discount threshold against recorded values. Thresholds are applied to recorded figures, not projections.
- → List price (live scraper feed)
- → Market value (appraiser just_value or ACS-blended median)
- → Taxable value (county tax roll)
Monthly ZCTA insurance pressure — surfaces ZIPs where insurance is becoming uneconomic (a leading abandonment signal).
- → NFIP claim trends (frequency × loss severity)
- → FEMA disaster declaration density
Property signals (Florida)
Each Florida property carries a yes/no flag for each signal below, set from the named public record. A flag is set only when a record is tied to the parcel by its parcel or folio number. Coverage depends on each county's source being loaded, so a missing flag can mean no record or no feed for that county.
Closed or satisfied records clear their flag on the next hourly run. Properties are ranked by how many signals are active and, for tax, how many years are owed.
Public data sources
Every signal traces to one of these. Public data only; anything labeled an estimate is a formula output, not a recorded fact.
Reproducibility
Every score on this platform is computed by fixed, rule-based formulas from public inputs. Inside Platinum + Supreme, every property dossier shows the underlying signal values. Inside DLBankDistress + DLLenderRadar, every cluster + bank exposes its component scores. Inside DLSpecial, every qualified row shows the exact discount calculation.
Now see the system in action
The bundle that fits depends on whether you're scanning markets, accessing real listings, or executing daily.
- ✓ Platinum property research
- ✓ Radar Markets · Heatmap + prediction
- ✓ Find pressure before listings appear
- ✓ Everything in Bundle 1
- ✓ + Supreme institutional drill
- ✓ + DLBankDistress capital readiness
- ✓ + DLSpecial qualified listings
- ✓ Everything in Bundle 2
- ✓ + Daily Deals curated queue
- ✓ + Fund Mode capital allocator