Financial Analysis x402 offerings

Bulk labeled trade-outcome archive: 10k+ rows across NQ futures, 9 multi-asset futures symbols, 44 options strategies. Price-stripped, outcome + evidence-class labeled. Ensemble training data.

Prop-firm execution intelligence from months of live funded/eval trading (Apex, Lucid, NinjaTrader/Tradovate): trailing-drawdown mechanics that kill accounts, phantom-fill and silent-stop-rejection detection, payout math, holiday lockout windows. Every rule carries its evidence. Filter by ?firm= or ?category=.

NQ opening-range read (09:30-09:45 ET): OR width in points + 20-session percentile, first-bar direction, open vs overnight midpoint delta, overnight high/low breach flags, heuristic signals. Companion to /premarket — the session-confirmation half of the buyer loop. Point deltas and labels only; refreshed every 20 min.

Truth Social post -> volatility-explosion classification stream (flag + confidence + keywords). Event-driven.

How good are our numbers, measured: premarket range forecast vs REALIZED range per session (n, MAE, bias, hit-rate — updated every snapshot, misses included), plus methodology constants: the 2-7x bar-backtest PF inflation multiplier, strategy survival rates, evidence hierarchy. Calibration data for anyone consuming trading forecasts or backtests.

Multi-account prop portfolio aggregator: given a JSON array of accounts (firm, eval_phase, account_size_usd, start_date, daily_pnl), runs /prop-eval + /prop-proximity-style arithmetic across every account and adds the cross-account view a single-account call can't produce — consolidated drawdown exposure, simultaneous-loss-day correlation risk, and a per-account today's-risk recommendation. Verified thresholds for LucidFlex/LucidDirect firms (see /prop-rules ?firms); other firms accept explicit profit_target_usd/trailing_dd_limit_usd/consistency_rule_pct per account.

Conditional entry edge: strategy x regime x time-of-day bucket x realized-vol tercile -> historical PF/win-rate/trade-count for exactly the current intraday conditions. GROUP BY over the /archive live-fill database (evidence_class=live_fill only), joined against /premarket's regime + vol_score history. edge_vs_baseline is the delta vs the strategy's unconditional /verdict live_fill_pf; entry_urgency is PRIME/FAVORABLE/SUBOPTIMAL/NO_DATA (<5 historical analogs -> revert to unconditional). Dimensionless ratios and labels only, zero price levels. Per-entry companion to /decide/next-trade.

Convert a PDF to clean LLM-ready Markdown (layout-aware, tables, OCR fallback for scanned pages). POST JSON with either 'url' (http/s link to a PDF, max 15MB) or 'pdf_base64'. Returns markdown + page count. Stateless — documents are processed in memory and never stored.

Daily premarket volatility & regime read for US index futures/0DTE: vol_score, regime label, expected range %, primary driver, key events, reasoning — plus NQ overnight enrichment (overnight range pts, gap pts + direction, 20-session range percentile, heuristic signals; point deltas only, refreshed every 20 min). ~60 sessions of history.

Regime-conditioned strategy fitness: for each NQ strategy, REAL win-rate/PF computed on live-money fills only, broken out by which regime /premarket assigned that session. Thin samples are honestly labeled insufficient_data rather than scored. Companion to /verdict — today's regime cross-referenced against strategies' actual historical performance in that regime.

Last-10-day P&L brief across three live trading platforms (NQ futures, multi-asset futures, options), per strategy, evidence-class labeled (live_fill / forward_test / paper / sim). Price-stripped.

Normalized red-folder economic calendar: date, time ET, event, impact, forecast, previous.

Strategy verdict lookup: 165 registered strategies with documented test outcomes — tick-replay PF, forward-test results, real-money fill stats (n, PF, strip-2-best-days, split-half), and the written verdict. The BT->live gap database: what survived real money and what didn't.

Risk-adjusted return statistics per NQ strategy: Sharpe/Sortino/Calmar computed on daily-aggregated REAL live-money fills (evidence_class=live_fill only), trailing 90 calendar days, plus win_rate, max_drawdown_pct, vol_of_returns, avg_win_loss_ratio, and a regime-conditional Sharpe filtered to today's /premarket regime. Thin samples honestly labeled sufficient_sample:false. Dimensionless ratios and percentages only, zero price levels. Companion to /fitness — pairs regime-active strategies with how well they've actually paid per unit of risk.

Overnight Globex gap/regime-alignment classifier: gap direction + size in ATR multiples, overnight range percentile vs last 60 sessions, overnight trend direction, close-in-range position, and whether the gap ALIGNED/CONTRADICTED this morning's /premarket regime call (with continuation bias + historical gap-fill rate before 11 AM ET). ATR multiples and percentile ranks only, zero price levels. Companion to /premarket and /opening-range.

Real-time danger score for a funded/eval prop account: given account state (trailing high balance, current balance, today's P&L), computes breach distances against drawdown/loss limits. Verified numeric thresholds for LucidFlex/LucidDirect (firm=lucid_flex_50k etc, see ?firms for the list); any other firm requires you to supply trailing_dd_limit_usd/daily_loss_limit_usd explicitly — we do not guess prop-firm rules we haven't verified ourselves.

Intraday regime-drift check vs the morning /premarket call: realized vol over the last 15 min compared to the same time-of-day distribution over the last 20 sessions, flagging whether the morning regime call is still valid. Refreshed every 20 min during RTH; returns session_active:false outside 09:30-16:00 ET.

Evaluation-phase progress tracker: given a firm and a list of daily P&L, computes profit-target completion and pace. Verified profit targets for LucidFlex (?firms for the list); other firms require profit_target_usd explicitly. No fabricated pass-probability or ETA — those need a real model we don't have yet.

How much open federal money is in the dataset right now? Headline aggregates: active SAM.gov contract opportunities (and how many still have an open deadline), Grants.gov opportunities by status (posted vs forecasted), and USAspending award records on file with their total dollar amount.

Hospital cost-report record by CMS Certification Number (CCN). Answers: what are the financial and operational metrics for this hospital across fiscal years? Includes identity, beds, discharges, revenues, net income, operating margin.

Retrieve latest euro-area observations from fixed ECB macroeconomic series; optional region U2 and mode latest only. Returns current and previous values, units, observation dates, status flags and percentage-point changes where applicable. Provisional observations remain labeled and revisions are possible. This is a single institutional-source current snapshot, without historical revision vintages or cross-provider verification.

SYNTHORA ecb-macro: official eurozone macro from the ECB data warehouse — HICP inflation, MRR policy rate, 10Y govt yield, each with previous value, change and direction. For macro/rates agents and p…

SYNTHORA fear-greed: indice de miedo/codicia con la VARIACION frente a ayer y el cruce de banda, no solo el valor. Fuente: alternative.me, fechada y con hash.

Official BNR daily reference exchange rate table (live fetch + cache, embedded fallback snapshot when offline)