About & Methodology

Who built this, what data we use, and how the SBFF framework works.

ARJ

Ali Reza Javadi

SBFF Framework Designer

Independent researcher and framework designer with a background in commodities, structured finance, and behavioral economics. The SBFF (Structural-Behavioral Footprint Framework) is a proprietary analytical system developed over several years of observing how macro regimes interact with asset-level financing behavior.

The SBFF Framework

What It Is

SBFF maps each asset to one of eight behavioral archetypes based on three analytical axes: Identity (what the asset structurally is), State (its current macro regime positioning), and Footprint (how it behaves in financing and liquidity environments). Unlike price-based models, SBFF describes why an asset behaves as it does.

What It Is Not

SBFF is not a trading signal, a price prediction tool, or a replacement for quantitative risk models. It is a behavioral intelligence framework — a structured way to describe an asset's position in the capital cycle, useful for positioning context, stress testing, and portfolio construction logic.

Three Analytical Axes

Identity

Classifies what the asset structurally is — commodity, financial instrument, protocol, real asset — and how it is financed at the structural level.

State

Determines where the asset sits in the current macro cycle: expansion, compression, stress, or transition.

Footprint

Describes how the asset behaves in credit, liquidity, and risk-on/off environments — its observable pattern in financing conditions.

Data Sources

All SBFF classifications are derived by the framework designer through structured analysis of public market data. There is no proprietary feed or real-time data API. Data inputs include:

Exchange & Futures Data
LME, COMEX, CME, ICE — physical delivery, forward curves, warehouse stocks, and open interest patterns for commodities.
Central Bank & Credit Reports
BIS, Fed, ECB, BOJ publications — credit cycle indicators, repo market conditions, cross-currency basis.
Asset-Specific Filings
SEC EDGAR (REITs, equities), exchange circulars (energy contracts), protocol on-chain data (crypto).
Macro Regime Signals
PMI composites, yield curve shape, credit spread indexes, DXY and broad trade-weighted FX indices.
Public Market Prices
Price history used only to calibrate State axis; no price forecasting is performed.

Framework Timeline

2020–2022
Research Phase
Initial SBFF concept developed from observations about financing behavior divergences across commodity classes during post-COVID supply chain stress.
2023
Archetype Codification
Eight behavioral archetypes (NFA, PFD, EDVC, SCR, ICA, RSA, PCD, LFD) formalized with distinct axis combinations and regime response profiles.
2024
Platform Launch
ARJ Finance platform built as a structured interface for SBFF outputs — scanner, knowledge base, and archetype documentation.
2025
Asset Coverage Expansion
Coverage expanded to 135+ assets across commodities, equities, real estate, crypto, FX, and structured instruments.

Disclaimer: ARJ Finance and the SBFF framework are for informational and intelligence purposes only. Nothing on this platform constitutes investment advice, a solicitation, or a recommendation to buy or sell any financial instrument. All analysis reflects the framework designer's interpretation of publicly available data. Past behavioral classifications do not guarantee future behavior.