The paper presents a concept of immune paradigm application to monitoring of company environment. Short-time prediction of stock rates is used as a basic tool to vigil relevant events, viewed as switching between “healthy” and “ill” behavior of the monitored quotations. Two predictive formulas are applied alternatively to recognize the behavior kind. “Illness” detection rules are proposed, based on the prediction efficiency evaluated in moving windows. Parameters of the predictors are modified according to the immune paradigm.