Financial Analysis x402 offerings

Returns up to 168 hours of historical signal snapshots with timestamps and per-symbol scores — use it to backtest, chart signal drift, or build training data.

The committed long-horizon cycle regime (14-basket framework) with rationale.

Claude-narrated per-asset conviction thesis (3-5 sentences) plus an evidence pack — composite rank vs universe, returns and volatility, factor scores per class, top active signals, and top per-asset predictors. 4-hour cache. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Universe-wide composite breadth at one horizon — bullish/bearish/neutral counts and percentages across 200+ assets, sliced by regime, with full per-asset stance list. Is this rally broad or concentrated?

Per-asset predictor explorer — top 5 atomic signals and top 5 metrics ranked by absolute IC times hit rate. A/B grades only, anti-predictive filtered, family-deduped. Signals carry walk-forward robustness; metrics carry TS-vs-CS divergence. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Curated institutional-grade trigger presets — mean_reversion_price, vol_expansion_alert, vol_regime_break, flow_inflection, treasury_manager_classic. Each returns the full evidence envelope: 5-year backtest with hit rate, Sortino, max drawdown, profit factor, rolling 30/90-day performance, regime-conditional stats, last 10 triggered events. Nightly-refreshed for top-50 assets; live evaluation for others.

Class-level attribution waterfall for one asset and horizon — master score, per-class contributions ordered by impact, per-signal triggers with walk-forward IS/OOS, and per-signal health grades. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Factor term-structure grid — 7 classes by 8 horizons of market-average t-score with breadth counts and 1-day momentum delta. Per-asset mode adds delta-vs-market per cell. Read rotation in one matrix. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Cross-sectional z-score scanner across 200+ assets and 670+ metrics. Pick a metric and threshold; get ranked triggering assets with z, percentile, returns, composite score, and per-metric health grading. Live anomaly hunting.

Historical signal edge for one asset and horizon — up to 6 A/B-graded atomic signals that actually worked on this asset, grouped into reversal/continuation/breakout lanes. Per setup: hit rate, mean forward return, walk-forward IS/OOS. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Latest-day breakdown of composite signal trigger stats: per-composite triggered_asset_count, breadth %, top-triggering assets. Snapshot of where the 9 composites are actually firing across 200+ assets right now. Complements /signals/composite/breadth (universe-wide) with per-composite drill-down.

Cross-window z-score differential trigger — the generalized crossover primitive. Pass two metric_ids (typically same factor at different windows, e.g. VOL_RV_7D vs VOL_RV_30D) and a threshold. Fires on the delta z(a) − z(b). Same institutional envelope. Applies across every factor family: TR, VOL, FLOW, FUT, OB, CORR. Backtests run over the CRYPTYX 200+ tracked digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Multi-factor z-score confluence backtest for one asset (2-4 conditions). Intersects triggered days, returns per-metric series, composite triggers, and per-horizon forward-return/drawdown stats. Validate confluence stacks before live deployment. Coverage: pass any asset in the CRYPTYX 200+ tracked universe (BTC, ETH, SOL, top-cap + long-tail).

Universe-wide factor breadth bucketed by class and horizon — positive/negative/neutral counts, average t-score, expand-share percent, dominant regime. Time risk-on/off rotations across 200+ assets.

Historical performance of a specific (horizon, regime_label) cell — n_prints, mean 30d forward return, hit rate, and last 5 instances. Answers "when this regime showed up before, what happened next?" — analytical primitive for regime-conditional strategy backtesting. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Re-rank 200+ assets under your own 8-class composite weights at 7d/14d/30d. Returns full ranking with class contributions, default-weight comparison, and top movers vs default. Stress-test your composite recipe against the production moat.

Walk-forward backtest of a custom 8-class composite weight vector at 7d/14d/30d. Runs custom, IC-weighted default, and equal-weight blends in parallel with full performance breakdowns. Benchmark your blend against the production moat. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Today's firing signals across 200+ assets — atomic and composite arrays with confidence, macro regime, and event-deltas vs the prior day. Anti-predictive signals filtered. Response also carries a _next block pointing at explain / top / market-pulse/conviction / active-signals / trade-ideas so you can drill in without leaving the flow.

Backtest any signal over up to 365 days. Returns trigger stats, per-day rows, and a 4-horizon performance block (sample size, mean/median return, hit rate, bootstrap CI, statistical significance, reliability grade). Walk-forward OOS read inlined. Runs across 200+ digital assets — BTC, ETH, SOL, top-cap + long-tail coverage.

Walk-forward backtest of a custom 8-class composite weight vector at 7d/14d/30d. Runs custom, IC-weighted default, and equal-weight blends in parallel with full performance breakdowns. Benchmark your…

Arbitrary trigger definition — POST any {type: z_score|z_differential|composite, ...} predicate and get the full institutional evidence envelope back. 5-year backtest, Sortino, max drawdown, profit f…

Multi-factor z-score confluence backtest for one asset (2-4 conditions). Intersects triggered days, returns per-metric series, composite triggers, and per-horizon forward-return/drawdown stats. Valid…

Backtest any signal over up to 365 days. Returns trigger stats, per-day rows, and a 4-horizon performance block (sample size, mean/median return, hit rate, bootstrap CI, statistical significance, rel…

Single-metric z-score backtest over 5+ years of history per asset. Triggers, trigger rate, and per-horizon forward-return and max-drawdown stats across 8 horizons (1d-365d). Pre-composite single-fact…