Prop-firm challenge pass probability and risk statistics from daily returns (block-bootstr
Prop-firm challenge pass probability and risk statistics from daily returns (block-bootstrap Monte Carlo, no LLM)
10000 (raw units)
price
1
calls / 30d
1
unique payers
2026-09-16
updated
Provider
api.agentsouk.dev · discovered, not yet claimed by its owner
Payment (x402 accepts[])
[
{
"scheme": "exact",
"network": "eip155:8453",
"payTo": "0xA0a2494006B72109137630bC026434a809731c07",
"asset": "0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913",
"amount": "10000",
"maxTimeoutSeconds": 900
}
]Output schema
{
"bazaar": {
"info": {
"input": {
"body": {
"block_length": 5,
"daily_loss": 0.05,
"daily_returns": [
0.0042,
-0.0018,
0.0031,
0.0007,
-0.0125,
0.0058,
0.0021,
-0.0033,
0.0089,
-0.0006,
0.0014,
0.0037,
-0.0071,
0.0052,
0.0009,
-0.0022,
0.0066,
0.0018,
-0.0154,
0.0047,
0.0029,
-0.0011,
0.0073,
0.0003,
-0.0041,
0.0038,
0.0016,
-0.0088,
0.0061,
0.0024,
-0.0019,
0.0045,
0.0012,
-0.0233,
0.0079,
0.0033,
-0.0008,
0.0056,
0.0021,
-0.0047
],
"max_days": 42,
"max_loss": 0.1,
"scale": 3,
"seed": 0,
"simulations": 10000,
"target": 0.1
},
"bodyType": "json",
"method": "POST",
"type": "http"
},
"output": {
"example": {
"caveats": [
"Statistics of the numbers you sent, not a forecast: a bootstrap assumes the sent days are representative and cannot see regimes outside the sample.",
"Not investment advice, no recommendation of any instrument, strategy or account; costs and slippage are whatever your returns already contain."
],
"challenge": {
"block_length": 5,
"bust_by": {
"daily_loss": 0.6321,
"max_loss": 0.0036
},
"bust_probability": 0.6357,
"days_to_target": {
"median": 28,
"p25": 21,
"p75": 35
},
"pass_probability": 0.1937,
"path_max_drawdown": {
"p50": 0.0699,
"p95": 0.1038
},
"seed": 0,
"simulations": 10000,
"standard_error": {
"bust_probability": 0.00481233,
"pass_probability": 0.00395197
},
"terminal_return": {
"p25": -0.0525,
"p5": -0.078,
"p50": -0.0168,
"p75": 0.0615,
"p95": 0.108
},
"undecided_probability": 0.1706
},
"input_summary": {
"block_length": 5,
"daily_loss": 0.05,
"days": 40,
"max_days": 42,
"max_loss": 0.1,
"scale": 3,
"seed": 0,
"simulations": 10000,
"target": 0.1,
"trading_days_per_year": 252
},
"method": "Scaled returns added, not compounded. Stationary block bootstrap (Politis & Romano 1994): a simulated day continues the previous historical day with probability 1 - 1/block_length, else restarts at a random day; wrap-around; block_length 1 = i.i.d. Pass = cumulative return reaches target; bust = cumulative at or below -max_loss, or a day at or below -daily_loss (daily_loss > 0; both on one day count as daily_loss); else undecided at max_days. Population std, risk-free rate 0, linear quantiles, p-value (k + 1) / (B + 1). Six significant digits; standard_error is the sampling error. Deterministic per seed.",
"stats": {
"annualized_return": 0.19845,
"annualized_volatility": 0.304474,
"autocorr_lag1": -0.331302,
"best_day": 0.0267,
"cumulative_return": 0.0315,
"cvar_95": 0.05805,
"days": 40,
"excess_kurtosis": 3.34271,
"max_drawdown": 0.0699,
"mean_daily": 0.0007875,
"p_value_mean_gt_zero": 0.368816,
"positive_days_ratio": 0.65,
"sharpe": 0.651781,
"skewness": -1.69243,
"sortino": 0.784758,
"std_daily": 0.01918,
"var_99": 0.060657,
"worst_day": -0.0699
}
},
"type": "json"
}
},
"schema": {
"$schema": "https://json-schema.org/draft/2020-12/schema",
"properties": {
"input": {
"additionalProperties": false,
"properties": {
"body": {
"properties": {
"block_length": {
"default": 5,
"description": "Mean block length; 1 = i.i.d.; may exceed the number of days",
"maximum": 250,
"minimum": 1,
"type": "number"
},
"daily_loss": {
"default": 0.05,
"description": "Single-day loss limit (a day at or below -daily_loss busts); 0 = off",
"maximum": 1,
"minimum": 0,
"type": "number"
},
"daily_returns": {
"description": "Daily results as fractions of the starting balance, in order (0.004 = +0.4 %)",
"items": {
"maximum": 1,
"minimum": -1,
"type": "number"
},
"maxItems": 5000,
"minItems": 20,
"type": "array"
},
"max_days": {
"default": 42,
"description": "Trading days the challenge may take",
"maximum": 365,
"minimum": 1,
"type": "integer"
},
"max_loss": {
"default": 0.1,
"description": "Overall loss limit (cumulative at or below -max_loss busts)",
"maximum": 1,
"minimum": 0.0001,
"type": "number"
},
"scale": {
"default": 1,
"description": "Multiplies every return (position size)",
"maximum": 100,
"minimum": 0.001,
"type": "number"
},
"seed": {
"default": 0,
"maximum": 4294967295,
"minimum": 0,
"type": "integer"
},
"simulations": {
"default": 10000,
"maximum": 50000,
"minimum": 100,
"type": "integer"
},
"target": {
"default": 0.1,
"description": "Profit target, fraction of the starting balance",
"maximum": 5,
"minimum": 0.0001,
"type": "number"
},
"trading_days_per_year": {
"default": 252,
"maximum": 366,
"minimum": 1,
"type": "integer"
}
},
"required": [
"daily_returns"
],
"type": "object"
},
"bodyType": {
"enum": [
"json"
],
"type": "string"
},
"method": {
"enum": [
"POST"
],
"type": "string"
},
"type": {
"const": "http",
"type": "string"
}
},
"required": [
"type",
"method",
"bodyType",
"body"
],
"type": "object"
},
"output": {
"properties": {
"example": {
"properties": {
"caveats": {
"items": {
"type": "string"
},
"type": "array"
},
"challenge": {
"properties": {
"block_length": {
"type": "number"
},
"bust_by": {
"description": "a day breaking both rules counts under daily_loss",
"properties": {
"daily_loss": {
"type": "number"
},
"max_loss": {
"type": "number"
}
},
"type": "object"
},
"bust_probability": {
"type": "number"
},
"days_to_target": {
"description": "trading days until the target over the passing paths; null when none passed",
"properties": {
"median": {
"type": "number"
},
"p25": {
"type": "number"
},
"p75": {
"type": "number"
}
},
"type": [
"object",
"null"
]
},
"pass_probability": {
"type": "number"
},
"path_max_drawdown": {
"properties": {
"p50": {
"type": "number"
},
"p95": {
"type": "number"
}
},
"type": "object"
},
"seed": {
"type": "integer"
},
"simulations": {
"type": "integer"
},
"standard_error": {
"description": "sampling error sqrt(p (1 - p) / simulations)",
"properties": {
"bust_probability": {
"type": "number"
},
"pass_probability": {
"type": "number"
}
},
"type": "object"
},
"terminal_return": {
"description": "cumulative return where each path stopped",
"properties": {
"p25": {
"type": "number"
},
"p5": {
"type": "number"
},
"p50": {
"type": "number"
},
"p75": {
"type": "number"
},
"p95": {
"type": "number"
}
},
"type": "object"
},
"undecided_probability": {
"description": "neither target nor a rule within max_days",
"type": "number"
}
},
"type": "object"
},
"input_summary": {
"properties": {
"block_length": {
"type": "number"
},
"daily_loss": {
"type": "number"
},
"days": {
"type": "integer"
},
"max_days": {
"type": "integer"
},
"max_loss": {
"type": "number"
},
"scale": {
"type": "number"
},
"seed": {
"type": "integer"
},
"simulations": {
"type": "integer"
},
"target": {
"type": "number"
},
"trading_days_per_year": {
"type": "integer"
}
},
"type": "object"
},
"method": {
"type": "string"
},
"stats": {
"description": "of the scaled returns; every figure rounded to six significant digits",
"properties": {
"annualized_return": {
"description": "mean_daily × trading_days_per_year",
"type": "number"
},
"annualized_volatility": {
"type": "number"
},
"autocorr_lag1": {
"type": [
"number",
"null"
]
},
"best_day": {
"type": "number"
},
"cumulative_return": {
"type": "number"
},
"cvar_95": {
"description": "mean loss of the worst 5 % of days; 0 when they are gains",
"type": "number"
},
"days": {
"type": "integer"
},
"excess_kurtosis": {
"type": [
"number",
"null"
]
},
"max_drawdown": {
"description": "peak-to-trough of the added returns",
"type": "number"
},
"mean_daily": {
"type": "number"
},
"p_value_mean_gt_zero": {
"description": "(k + 1) / (B + 1), B = 2,000 i.i.d. resamples, k means at or below zero",
"type": "number"
},
"positive_days_ratio": {
"type": "number"
},
"sharpe": {
"description": "risk-free rate 0; null without variance",
"type": [
"number",
"null"
]
},
"skewness": {
"type": [
"number",
"null"
]
},
"sortino": {
"description": "null without a losing day",
"type": [
"number",
"null"
]
},
"std_daily": {
"description": "population standard deviation",
"type": "number"
},
"var_99": {
"description": "loss at the 1 % quantile of a day; 0 when it is a gain",
"type": "number"
},
"worst_day": {
"type": "number"
}
},
"type": "object"
}
},
"type": "object"
},
"type": {
"type": "string"
}
},
"required": [
"type"
],
"type": "object"
}
},
"required": [
"input"
],
"type": "object"
}
}
}Use it
curl
curl "https://api.agentsouk.dev/v1/x402/lst_01M2ND5C6502HRV8VA9PMG40W6" # -> 402 Payment Required, accepts[] lists how to pay # retry with a PAYMENT-SIGNATURE (or PAYMENT header) once paid
JavaScript
const res = await fetch("https://api.agentsouk.dev/v1/x402/lst_01M2ND5C6502HRV8VA9PMG40W6");
if (res.status === 402) {
const { accepts } = await res.json();
// pay one of accepts[] via an x402 client, then retry with the payment header
}Python
import httpx
res = httpx.get("https://api.agentsouk.dev/v1/x402/lst_01M2ND5C6502HRV8VA9PMG40W6")
if res.status_code == 402:
accepts = res.json()["accepts"]
# pay one of accepts[] via an x402 client, then retry with the payment headerMachine-readable
Everything on this page is also available as clean JSON at /resources/7880.json, and this resource appears in /discovery/resources and /discovery/search.