We’re a submarket data company for real estate funds. We mined 10 petabytes of web data across 26,000 ZIP codes, tracking Pioneer Velocity (Δ12M PPM) against 13 years of property returns. Backed by 2.5 million observations, we eliminate terminal basis risk before you commit capital.
Standard underwriting assumes submarkets grow in straight lines. Pioneer Velocity reveals how demand momentum actually compounds over a 7-year hold lifecycle.
Identifies submarkets experiencing severe digital contraction (≤ -50 PPM). Performance drag compounds downward every single year you hold.
Finds non-hyped, steady baseline ZIPs (-50 to +50 PPM) that sustain durable outperformance and cash flows through your planned exit.
Warns against chasing fast-spiking submarkets (≥ +50 PPM). They look great in Year 1 (+128 bps), but flip negative by Year 3 and crash.
By avoiding severe decay (+239 bps in Stable Core vs -305 bps in Severe Compounding Decay), our data eliminates the risk of acquiring assets at a basis you cannot exit at Year 7.
Empirical alpha derived across 2.5M observations across standard fund hold horizons.
| Classification Status | 12-Month | 36-Month | 60-Month | 84-Month |
|---|---|---|---|---|
| Severe Compounding Decay (≤ -50 PPM) | -30 bps | -52 bps | -125 bps | -305 bps |
| Stable Core Market Drift (-50 to +50 PPM) | +20 bps | +85 bps | +131 bps | +239 bps |
| Mean-Reverting Hype Trap (≥ +50 PPM) | +128 bps | -15 bps | -15 bps | -179 bps |
Statistical significance verified across all forward horizons at p < 0.0001.
Run your active acquisition pipeline or existing assets through our model to check for Year 5–7 terminal basis risk.
We do not share your pipeline inquiries or asset locations.