Web search via Tavily. Returns top N results with URL, title, content snippet, score.
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_R…
Single-metric z-score threshold trigger — pass any metric_id, operator (gt/lt/gte/lte/abs_gt), and threshold. Returns the same institutional envelope as the presets: 5-y…
Curated institutional-grade trigger presets — mean_reversion_price, vol_expansion_alert, vol_regime_break, flow_inflection, treasury_manager_classic. Each returns the fu…
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 u…
Market vs. asset regime cascade divergence for one symbol — score delta, per-horizon breakdown, severity, and one-line interpretation. Novel cross-asset positioning read…
First-ever fires — setups that fired for the FIRST TIME in prospective history. Rarest, highest-signal events in the canonical catalog. A setup with state = first_ever h…
Every canonical setup evaluation for a given day, filterable by state (fires / boundary / silent / first_ever), factor family, or asset. Includes z_scores per metric, di…
Canonical setup catalog list — 150 founder-approved multi-metric compositions across 8 factor families + cross-family fades. Filter by factor_family (TR/EFF/VOL/FLOW/FUT…
N-day rolling delta on composite scores (master + per-class) with direction label (building / fading / steady). Detects conviction acceleration or decay — "is this compo…
Lightweight 90-day z-score timeseries for one (metric_id, asset). Returns asof_day + z + percentile per day. Cheap primitive for chart tooltips, sparklines, or rapid met…
Tactical / strategic / secular regime decomposition + Supertrend score across a 1-1900 day lookback. Shows regime alignment across timescales — is the market in agreemen…
BTC price + macro regime history + high-conviction signal density timeseries in a single call (1-1900 days). Bundled dashboard hero for orienting on "where are we in the…
Per-asset regime state across all 8 horizons plus divergence flags vs. macro. Enhanced view over /asset-regimes: adds asset-vs-market comparison and per-horizon divergen…
Arbitrary trigger definition — POST any {type: z_score|z_differential|composite, ...} predicate and get the full institutional evidence envelope back. 5-year backtest, S…
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 d…
Latest-day Deribit IV term structure for one asset — per-tenor ATM IV, 25-delta risk reversal, butterfly, plus current put/call OI ratio. BTC and ETH only. Feeds the OPT…
Per-asset triggered signal ledger over 7-365 days, A/B grades only. Per event: signal, direction (long/short/neutral), z, confidence, horizon, grade, close price, and re…
Per-day composite conviction trajectory for one asset over 7-90 days. Score timeline always complete; optional narrative one-liner overlay from the daily thesis job. Tra…
Per-asset macro regime context — current regime id, confidence, days-in-regime streak, conditional forward-return stats at 1d/7d/14d/30d, and top historical regime trans…
Daily "where to look" leaderboard — top-N and bottom-N assets by composite score with returns, funding/OI z-scores, signal counts, optional thematic scores, and macro re…
The most information-dense endpoint on the surface — 3 MB / 149K leaves per call. Latest N days of master composite scores per (asset × horizon) with ranks + per-class c…
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 performa…
Invoke the DB-side signal evaluator for one anchor day. Dryrun mode predicts trigger counts without writes; live mode executes and returns rows inserted to signal_log. B…
