coil.trade x402 offerings

24/7 crypto day-state board — 81 Robinhood-tradable coins (BTC, ETH, SOL, XRP, DOGE…). Per coin: price, 24h/7d change, trend vs 20/50/200-day, ATR%, RS vs BTC, tape lights, volume z, room to the 20d high, UP/CHOP/DOWN state, ranks — PLUS day-trade grades: GO, FUEL and EFF vs the BTC anchor, SETUP shape and ROOM in bars. Publishes every ~5 minutes around the clock when the market moved. A state map, not a ranking. Research, not advice.

START HERE — the cheapest answer we sell ($0.001) and the first call most agents make. Is crypto risk-on right now? Whether the BTC 200-day master gate is open or closed, the LONG/CASH state of the BTC and ETH sleeves, and a one-line verdict, all evaluated on UTC daily closes by a long-only rules engine. Poll it every cycle; when the gate flips, step up to /api/board/regime for the equity tape and /api/board/indices for the index ladder ($0.005 each). Research, not advice.

Pre-registered overnight continuation read for the Robinhood-tradable crypto universe: the top-5 session-momentum coins into the 20:00 UTC signal, the BTC 200-day regime gate, and the study receipts. The ranking beat its random null at every fee tier in the cold study; at Robinhood retail fees the studied trade was REFUTED — a state read with its refutation attached, not advice. ~15-min refresh, 24/7.

Which of 81 Robinhood-tradable coins are in a WASHED SETUP right now? One read scans the full universe for the two washed-shape patterns (daily uptrend + washed-out 5-minute tape) and returns every hit with its GO score, fuel multiple vs BTC, grade and room — plus the setup column for all 81 names. Recomputed every ~5 minutes, 24/7. Shapes were backtest-confirmed on equities; on crypto they are forward-graded, disclosed per read. Research, not advice.

Bitcoin and Ethereum trend signal — is crypto risk-on right now? One read returns the long-only trend state for BTC and ETH (LONG or CASH per sleeve), each sleeve's 50-day trend gate, and the BTC 200-day master gate that overrides both — all evaluated strictly on UTC daily closes, with live price and day change. A rules-based regime verdict for agents, not raw price data. Long-only: the answer is in or out, never short. Research, not advice.

Day-trade STATE MAP for agents: intraday multi-timeframe conditions on ~70 liquid names (14 market leaders + AI/semis + software cohorts), refreshed ~5 min in US market hours. Per name: an 18-cell lights grid (price/RSI/MACD x 5m-1D), GO (lights x fuel), FUEL vs the tab's anchor ETF, efficiency, ATR%, 20-day vs SPY, entry-window state, and ROOM to the nearest overhead level in % and bars. A state map, NOT a ranking - fully-lit boards flag ext:true (late). Research, not advice.

When a liquid US stock closes a session with high volatility, a low daily RSI and a price well under its medium-term moving average, does buying it at 10:00 ET the next session and selling at the close beat the S&P 500 over the same hours, after costs? Pre-registered Backtrader backtest, 10 years of 30-minute bars, 441 US stocks and SPY (2016 to 2026-10-02) — verdict: THIN. Not enough evidence either way. Full text of the study, one read. A published study, not advice.

After SPY or QQQ gaps down 0.75% or more with a red first 30-minute bar, does buying the matching -3x index fund at 10:00 ET and selling once the index recovers its open, or near the close, make money after costs? Pre-registered Backtrader backtest, 10 years of 30-minute bars, SPY, QQQ, SOXX and three -3x index funds (2016-10-18 to 2026-10-09) — verdict: THIN. Not enough evidence either way. Full text of the study, one read. A published study, not advice.

When a sector group's ETF leads the S&P 500 at 10:00 ET, do the group's laggards by recent return beat the S&P 500 from 10:00 ET to the close, after costs? Pre-registered Backtrader backtest, 10 years of 30-minute bars, 14 sector and industry ETF groups (2016-10 to 2026-10-09) — verdict: REFUTED. Full text of the study, one read. A published study, not advice.

After a liquid, neglected US stock gaps up 10% or more on at least 3 times its normal volume, does buying the next open and trailing a 10-day average beat the S&P 500 net of costs? Pre-registered Backtrader backtest, 10.5 years of daily bars, liquid US stocks (2016-01-01 to 2026-06-30) — verdict: THIN. Not enough evidence either way. Full text of the study, one read. A published study, not advice.

When the S&P 500 sits near its high while few of its stocks are above their 200-day average, or high-yield bonds lag investment-grade bonds, do stocks return less over the next 20 and 60 sessions, or fall further? Pre-registered Backtrader backtest, 9.4 years of daily bars, S&P 500 members, SPY, QQQ and credit ETFs (2017-01-03 to 2026-06-01) — verdict: THIN. Not enough evidence either way. Full text of the study, one read. A published study, not advice.

Does buying a US stock that passes a published trend template and then breaks out of a tightening base beat the S&P 500, net of costs, when the rule is read literally? Pre-registered Backtrader backtest, 10.7 years of daily bars, 640 US stocks (2016 to 2026-10-02) — verdict: FAIL. FAIL means the rule did not pass the study's pre-registered bar: its out-of-sample trades trailed the S&P 500. Full text of the study, one read. A published study, not advice.

On strong stocks with a prior 30% run-up and a tight base, does buying the break of the opening-range high make money after costs and the S&P 500, and does it beat buying the open at equal risk? Pre-registered Backtrader backtest, 10.7 years of 30-minute and daily bars, 783 symbols (2016 to 2026-10-02) — verdict: FAIL. FAIL means the breakout did not pass the study's pre-registered bar: its trades trailed the S&P 500 after costs. Full text of the study, one read. A published study, not advice.

On a strong stock in a daily uptrend, does waiting for a 30-minute pivot candle and buying the break of its high beat buying right after the pivot closes, and does it make money after costs and the S&P 500? Pre-registered Backtrader backtest, 10.7 years of 30-minute bars, 783 symbols (2016 to 2026-10-02) — verdict: FAIL. Full text of the study, one read. A published study, not advice.

Does buying a US stock that is up sharply on the day and near that day's high lose, against random entries the same day and the same name on other days? Pre-registered Backtrader backtest, 14 US trading sessions, 5-minute bars (2026) — verdict: FAIL. FAIL means the idea did not pass the study's pre-registered bar. It does not mean chasing loses: the study found no reliable evidence either way. Full text of the study, one read. A published study, not advice.

Per-symbol HOLD-STATE read — is the published trend state behind a name intact? GET /api/board/hold?sym=NVDA (up to 10, comma-separated, one price) returns each name's state, hold strength 0-100, readiness, maturity-late flag, overnight gap-risk grade and its book's regime, with the mechanical rules states flip on. BTC-USD/ETH-USD return the crypto book's IN|CASH daily-close state. Impersonal publication — never your entry or size. ~5-min refresh in market hours. Research, not advice.

Index scores for trading agents — how strong is each major index right now? One read returns the scored index row per book: S&P 500 (SPY) and Nasdaq-100 (QQQ) plus the macro and BTC/ETH crypto books — 0-100 opportunity score, percentile, green/yellow/red light and entry state for each index, with every book's regime verdict alongside. The cheapest top-down read of the whole tape. Refreshed ~5 min in market hours, timestamped. Research, not advice.

Buy 1 hour of Coil Live for $0.25 with a wallet instead of a subscription — the engine-grade board the live record trades from: per-name structural stop and target levels, risk-reward, conviction, lane and ladder placement, plus the served rulebook. Pay once over x402 and receive a session token that works anywhere the X-License-Key header is read, HTTP and MCP alike. The feed behind it refreshes about every 5 minutes in US market hours. No account, no card, no human. Research, not advice.

Today's market leaders, ranked — which stocks are leading the tape right now? Top leadership names per book (S&P 500, Nasdaq-100, macro) by opportunity score, each with opportunity 0-100 + percentile, entry state, hold strength, growth score, dollar volume and coil read. Plus the AWARENESS block: sector money flows (mean move + breadth), coiled setups (compression or held post-catalyst, coil_score 0-100) and coverage. Refreshed ~5 min in market hours, timestamped. Research, not advice.

The gate: market regime classifier for trading agents — is the tape risk-on or risk-off right now? Returns a regime verdict per book (S&P 500, Nasdaq-100, macro, crypto): trade, be selective, or stand down — with the market-state mode, which sectors are green, and the top-down permission ladder (index → sector → name) saying whether individual names are enterable at all. Refreshed ~5 min in market hours, timestamped. Research, not advice.

The whole market read in one small answer — a morning brief for agents: the regime verdict per book (S&P 500, Nasdaq-100, macro, BTC/ETH crypto), today's top-5 buy candidates, the biggest gainers and losers, the crypto trend-gate state, and the awareness read: the five names leading today, sector money flows in and out, the five most coiled setups, coverage. One $0.05 call instead of four. Refreshed ~5 min in US market hours. Research, not advice.

Today's biggest movers, scored — the top gainers and losers across the S&P 500, Nasdaq-100 and macro book, each with the day's % change AND the Coil read: opportunity 0-100 + percentile, entry state (READY / WAIT / CHASE / FALLING), hold strength and overnight gap-risk score — so an agent can tell which moves are chaseable structure and which are falling knives. Refreshed ~5 min in market hours, timestamped. Research, not advice.

Point-in-time score history — what did Coil actually publish on a given date? Returns the as-published per-name scores (opportunity percentile, entry quality, hold strength) for every S&P 500 / Nasdaq-100 / macro name on any archived date (?date=YYYY-MM-DD; omit for the list of archived dates). Lookahead-bias-clean by construction: served verbatim from the append-only publish log, never recomputed. Immutable: one new date per session, never revised. Research, not advice.

Sector and macro ROTATION map for agents: where money is going, measured as each instrument's ratio to SPY against its own 50-day. ~50 sector ETFs and macro instruments (bond, income, metals, commodity ETFs and a few mining stocks), each labelled GO (leading), HOLDING (paused), TURNING (money arriving) or OUT (lagging), with distance-to-50d %, 20-day slope % and ratio RSI. Pre-bucketed state lists. States and percentages only, never levels. ~5 min refresh in US hours. Research, not advice.